# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-001384
**Filing Date:** 2025-10
**Character Count:** 2449441
**Document Hash:** 5fea586ecafb4cbe823860bc9be4891a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001384.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001384

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251424425

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

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

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

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

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

## Series and Classes Contracts Data

### Fidelity Flex U.S. Bond Index Fund (Series ID: S000056354)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000177581 | Fidelity Flex U.S. Bond Index Fund | FIBUX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

- **b. EDGAR series identifier (if any):** S000056354

- **c. LEI of Series:** 549300UAIY6D4KDOPE74

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

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

- **b. Date as of which information is reported:** 2025-08-31

**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:** $3276671529.48

**Total Liabilities:** $120365177.18

**Net Assets:** $3156306352.30

**Delayed Delivery Securities:** $77344616.92

**Cash Not Reported:** $2623612.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 43036.72977747 | **1-Year:** 280643.83099355 | **5-Year:** 584870.76249495 | **10-Year:** 639962.38194912 | **30-Year:** 290397.69687680

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

- **3-Month:** 11.65656000 | **1-Year:** 74.90907000 | **5-Year:** 270.37767000 | **10-Year:** 2019.77419500 | **30-Year:** 1317.99504000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000177581 | 1.54%                | -0.32%               | 1.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1268696.77             | $36034180.66                               |
| Month 2  | $-394.45                 | $-17872542.19                              |
| Month 3  | $349838.35               | $25881538.38                               |

**Designated Index Information**

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

- **Index Identifier:** 19808143

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 3.803%/VAR 12/15/2032                                                          | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98013.59     | 0.00%             | 2032-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 6.05% 03/15/2039                                                      | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102649.31    | 0.00%             | 2039-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                                 | RABOBANK NEDERLAND NY BRH 4.883% 01/21/2028                                                         | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306487.88    | 0.01%             | 2028-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.575%/VAR 01/29/2036                                                | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185812.17    | 0.01%             | 2036-01-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 3.65% 09/01/2027                                                                   | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    464000 | PA      | $458276.48    | 0.01%             | 2027-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2051#RA6191                                                                      | CUSIP: 3133KM2Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1684044 | PA      | $1350105.06   | 0.04%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 2.125% 08/06/2050                                                                   | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $49555.73     | 0.00%             | 2050-08-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2051#RA6107                                                                    | CUSIP: 3133KMYC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25673 | PA      | $21344.53     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 3.95% 08/15/2049                                                                         | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71863.03     | 0.00%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 2.25% 06/01/2027                                                                         | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96888.69     | 0.00%             | 2027-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 07/20/2052#MA8152                                                                        | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    306132 | PA      | $304502.07    | 0.01%             | 2052-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 4.15% 12/01/2044                                                           | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    220000 | PA      | $181390.49    | 0.01%             | 2044-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2051#CB0447                                                                    | CUSIP: 3140QKP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4610328 | PA      | $3870417.84   | 0.12%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 3.125% 09/18/2028                                                           | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    680000 | PA      | $669825.11    | 0.02%             | 2028-09-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | SOUTHWEST AIRLINES CO 5.125% 06/15/2027                                                             | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    251000 | PA      | $253845.74    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2045#BA2101                                                                    | CUSIP: 3140E6KP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52306 | PA      | $48724.54     | 0.00%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027                                                         | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195387.65    | 0.01%             | 2027-07-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.95% 06/01/2045                                                              | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $265144.09    | 0.01%             | 2045-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 08/01/2037#FS4059                                                                    | CUSIP: 3140XKQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76951 | PA      | $68761.30     | 0.00%             | 2037-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 3.25% 04/09/2050                                                                    | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $90877.20     | 0.00%             | 2050-04-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP T5Y+NA 06/01/2050                                                                   | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96709.15     | 0.00%             | 2050-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 3.95% 03/14/2028                                                                | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49765.16     | 0.00%             | 2028-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 2.95% 03/15/2030                                                                  | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161859.39    | 0.01%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 03/20/2047#784299                                                                        | CUSIP: 3622A2X49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137190 | PA      | $130941.15    | 0.00%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 4.85% 12/15/2029                                                       | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122329.07    | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 5.4% 02/01/2034                                                              | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101886.45    | 0.00%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 12/01/2033#ZT1566                                                                    | CUSIP: 3132ADW38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17729 | PA      | $17467.60     | 0.00%             | 2033-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AU3735                                                                    | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174808 | PA      | $159329.99    | 0.01%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5.7% 09/15/2053                                                          | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188406.72    | 0.01%             | 2053-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | MOTOROLA SOLUTIONS INC 5.2% 08/15/2032                                                              | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112764.40    | 0.00%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.744%/VAR 02/12/2036                                                   | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143435.11    | 0.00%             | 2036-02-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                              | AON CORP / AON GLOBAL HOLDINGS PLC 3.9% 02/28/2052                                                  | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $146961.36    | 0.00%             | 2052-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 5.1% 09/15/2035                                                              | CUSIP: 776696AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149635.34    | 0.00%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 04/01/2033#ZS8693                                                                      | CUSIP: 3132A9US4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16628 | PA      | $16181.32     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL OILWELL VARCO INC                                                      | NATIONAL OILWELL VARCO INC 3.95% 12/01/2042                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37848.87     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 5.875% 03/01/2033                                                                        | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177702.74    | 0.01%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 08/20/2043#MA1223                                                                      | CUSIP: 36179NLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3285 | PA      | $2999.64      | 0.00%             | 2043-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2048#BM2006                                                                      | CUSIP: 3140J6GQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384620 | PA      | $365598.95    | 0.01%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2054#QX1141                                                                    | CUSIP: 31425VHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173141 | PA      | $166559.71    | 0.01%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 2.8% 05/15/2050                                                      | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24929.08     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                                             | ABB FINANCE USA INC 4.375% 05/08/2042                                                               | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61922.71     | 0.00%             | 2042-05-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                         | ENTERGY MISSISSIPPI LLC 5.8% 04/15/2055                                                             | CUSIP: 29366WAG1<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79643.35     | 0.00%             | 2055-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 02/01/2036#SB8508                                                                      | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    933855 | PA      | $862426.33    | 0.03%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.15% 05/22/2045                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    330000 | PA      | $301997.30    | 0.01%             | 2045-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 5.65% 02/01/2034                                                                | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $263331.63    | 0.01%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.5% 06/01/2041                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    630000 | PA      | $493216.62    | 0.02%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 3.375% 08/15/2031                                                    | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    340000 | PA      | $318039.22    | 0.01%             | 2031-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/01/2036#FM6013                                                                      | CUSIP: 3140X9VF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65460 | PA      | $60371.08     | 0.00%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2052#BU9678                                                                      | CUSIP: 3140MBXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219543 | PA      | $192255.45    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 5.4% 06/15/2035                                                              | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40376.53     | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 1.75% 03/15/2029                                                           | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   2950000 | PA      | $2765610.72   | 0.09%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 5.85% 05/15/2055                                                            | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236583.92    | 0.01%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2042#G07155                                                                      | CUSIP: 3128M9H88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13477 | PA      | $13077.83     | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2.5% 04/01/2042#RB5154                                                                    | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    801701 | PA      | $712780.01    | 0.02%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 4.8% 02/01/2033                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593145.70    | 0.02%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.25% 06/30/2027                                                                          | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3320000 | PA      | $3296785.93   | 0.10%             | 2027-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 10/20/2054#MA9965                                                                      | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    624040 | PA      | $628911.90    | 0.02%             | 2054-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC 4.25% 04/15/2028                                                                   | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    174000 | PA      | $175012.19    | 0.01%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 4.1% 03/01/2047                                                                | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121591.23    | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                            | FEDERAL REALTY OP LP 5.375% 05/01/2028                                                              | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298171.01    | 0.01%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER CO                                                       | INDIANA MICHIGAN POWER CO 3.75% 07/01/2047                                                          | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $89625.79     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 6% 05/01/2055                                                                            | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115290.45    | 0.00%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2053#QG1367                                                                      | CUSIP: 3133C1QU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29981 | PA      | $29635.86     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.95% 06/30/2062    | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $192842.73    | 0.01%             | 2062-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2052#SD4071                                                                      | CUSIP: 3132E0QY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227316 | PA      | $181032.70    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 2.1% 09/01/2028                                                                      | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    190000 | PA      | $178758.32    | 0.01%             | 2028-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 08/01/2035#SB8058                                                                    | CUSIP: 3132D55T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235754 | PA      | $222991.15    | 0.01%             | 2035-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 12/20/2052#MA8488                                                                        | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    723110 | PA      | $680515.36    | 0.02%             | 2052-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 5% 09/26/2048                                                      | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77392.76     | 0.00%             | 2048-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.475%/VAR 02/22/2031                                                    | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208699.56    | 0.01%             | 2031-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.1% 02/01/2043                                                                        | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    210000 | PA      | $151975.52    | 0.00%             | 2043-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 04/01/2034#CA3431                                                                    | CUSIP: 3140QAY53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8963 | PA      | $8802.89      | 0.00%             | 2034-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.25% 02/15/2028                                                             | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102813.56    | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | PUGET SOUND ENERGY INC 5.33% 06/15/2034                                                             | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255818.55    | 0.01%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FREDDIE MAC 15Y 15YR 2% 11/01/2035#QN4235                                                           | CUSIP: 3133GAV45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286675 | PA      | $264031.08    | 0.01%             | 2035-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2041#ZL1693                                                                    | CUSIP: 3131XG3A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127644 | PA      | $127436.08    | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2051#BR2426                                                                      | CUSIP: 3140L0VU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110338 | PA      | $88424.06     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2036#                                                                          | CUSIP: 3140XCNV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223423 | PA      | $213561.82    | 0.01%             | 2036-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 2.2% 08/14/2030                                                                   | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    290000 | PA      | $266105.23    | 0.01%             | 2030-08-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.55% 06/20/2035                                                                       | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203681.96    | 0.01%             | 2035-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 1.375% 09/14/2030                                                             | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    380000 | PA      | $334871.01    | 0.01%             | 2030-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2049#SD8029                                                                    | CUSIP: 3132DV4N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157562 | PA      | $132619.73    | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 09/20/2049#MA6156                                                                      | CUSIP: 36179UZV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48398 | PA      | $47506.08     | 0.00%             | 2049-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 6.2% 01/15/2038                                                           | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    234000 | PA      | $254798.94    | 0.01%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMWARE INC 4.7% 05/15/2030                                                                          | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101240.12    | 0.00%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.388% 05/01/2031                                                                         | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $130328.39    | 0.00%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 6.125% 11/01/2053                                                      | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $64123.76     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 4.5% 07/30/2029                                                      | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100367.31    | 0.00%             | 2029-07-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.55% 02/22/2054                                                            | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    193000 | PA      | $186110.30    | 0.01%             | 2054-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2049#CA4142                                                                      | CUSIP: 3140QBS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96451 | PA      | $85276.53     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                       | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5390000 | PA      | $5137343.75   | 0.16%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | TAMPA ELECTRIC CO 3.625% 06/15/2050                                                                 | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $99778.76     | 0.00%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 4.875% 10/01/2043                                                                       | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235266.55    | 0.01%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 7.625% 03/21/2036                                                     | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    130000 | PA      | $156148.20    | 0.00%             | 2036-03-21      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5.5% 09/01/2055 #TBA                                                                      | CUSIP: 01F052698<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -475000 | PA      | $-477783.22   | -0.02%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028                                                  | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290826.76    | 0.01%             | 2028-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 3.9% 08/20/2028                                                                          | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499364.18    | 0.02%             | 2028-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP TRANSMISSION CO LLC 3.65% 04/01/2050                                                            | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    139000 | PA      | $101937.35    | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.311%/VAR 04/22/2042                                                   | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77077.26     | 0.00%             | 2042-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 01/01/2037#BT1873                                                                    | CUSIP: 3140LQCK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535603 | PA      | $478603.42    | 0.02%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.078%/VAR 04/23/2040                                                   | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87500.86     | 0.00%             | 2040-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2055#                                                                            | CUSIP: 31418FLN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    567627 | PA      | $529843.63    | 0.02%             | 2055-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 06/20/2054#MA9723                                                                      | CUSIP: 36179YYU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1379125 | PA      | $1328824.53   | 0.04%             | 2054-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB DE CV                                                        | GRUPO TELEVISA SAB DE CV 6.625% 01/15/2040                                                          | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    110000 | PA      | $101200.00    | 0.00%             | 2040-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.75% 02/12/2030                                                                   | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102813.85    | 0.00%             | 2030-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.15% 08/22/2027                                                                     | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    680000 | PA      | $671256.57    | 0.02%             | 2027-08-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2042#ZS3589                                                                    | CUSIP: 3132A37A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58184 | PA      | $54855.69     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                       | LINCOLN NATIONAL CORP IND 5.852% 03/15/2034                                                         | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269819.30    | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 5.5% 12/01/2054                                                       | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86355.11     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2052#MA4783                                                                      | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1586039 | PA      | $1485795.53   | 0.05%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 3.25% 06/01/2030                                                                          | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141677.96    | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 3.4% 09/15/2026                                                                  | CUSIP: 91913YAU4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109001.21    | 0.00%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5.05% 08/15/2034                                                     | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302635.49    | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2051#BR8852                                                                    | CUSIP: 3140L7ZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    537443 | PA      | $449509.04    | 0.01%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 6.45% 01/15/2038                                                             | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    240000 | PA      | $266369.43    | 0.01%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032                                                          | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271271.12    | 0.01%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 4% 06/15/2029                                                                | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79140.50     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.6% 06/18/2031                                                            | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103275.61    | 0.00%             | 2031-06-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 2.1% 02/25/2032                                                                       | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    650000 | PA      | $566730.65    | 0.02%             | 2032-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 01/31/2027                                                                           | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5829000 | PA      | $5649803.77   | 0.18%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 6.25% 06/15/2037                                                                  | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    256000 | PA      | $282102.04    | 0.01%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/52#MA4805                                                                         | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1830625 | PA      | $1768759.90   | 0.06%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 2.4% 02/15/2030                                                                            | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    340000 | PA      | $316445.48    | 0.01%             | 2030-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2046#MA4127                                                                      | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51315 | PA      | $47516.66     | 0.00%             | 2046-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 07/20/2055#MB0483                                                                      | CUSIP: 3618N5RD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    974405 | PA      | $938256.69    | 0.03%             | 2055-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 2.95% 11/21/2026                                                                     | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    615000 | PA      | $607828.29    | 0.02%             | 2026-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 6.95% 06/10/2026                                                           | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    910000 | PA      | $921878.08    | 0.03%             | 2026-06-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.146%/VAR 09/10/2034                                                         | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $222097.92    | 0.01%             | 2034-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FREDDIE MAC 6.25% 07/15/2032                                                                        | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    830000 | PA      | $945018.35    | 0.03%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 4.875% 08/15/2034                                                                   | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78620.20     | 0.00%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#BQ9687                                                                      | CUSIP: 3140KVXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65598 | PA      | $52569.60     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 5.85% 11/15/2033                                                                   | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    190000 | PA      | $202972.37    | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.875% 02/15/2043                                                       | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10190000 | PA      | $9054372.29   | 0.29%             | 2043-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 3.088%/VAR 01/10/2037                                                          | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $96629.96     | 0.00%             | 2037-01-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.2% 07/15/2036                                                                        | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    390000 | PA      | $328649.11    | 0.01%             | 2036-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.8% 11/15/2037                                                                         | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    340000 | PA      | $290019.58    | 0.01%             | 2037-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.55% 06/15/2054                                                         | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96914.98     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.098%/VAR 05/13/2031                                                         | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $410574.56    | 0.01%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6% 06/17/2034                                                           | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $63366.72     | 0.00%             | 2034-06-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 5.625% 04/01/2035                                                                | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141576.17    | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                              | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111416.64    | 0.00%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2052#CB3523                                                                      | CUSIP: 3140QN4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469625 | PA      | $407692.83    | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.7% 06/15/2040                                                        | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92289.54     | 0.00%             | 2040-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 2.5% 02/06/2030                                                          | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174256.92    | 0.01%             | 2030-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2050#CA5617                                                                      | CUSIP: 3140QDG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985083 | PA      | $864184.52    | 0.03%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.05% 05/03/2047                                                                      | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    132000 | PA      | $102477.11    | 0.00%             | 2047-05-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 09/01/2055 #TBA                                                                        | CUSIP: 21H032696<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4850000 | PA      | $4414135.84   | 0.14%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.5% 03/15/2051                                                                        | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59203.21     | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 3.85% 06/22/2040                                                                        | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149558.30    | 0.00%             | 2040-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 07/20/2048#MA5332                                                                        | CUSIP: 36179T4R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30077 | PA      | $30302.63     | 0.00%             | 2048-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 3.25% 05/15/2041                                                                         | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    310000 | PA      | $222584.30    | 0.01%             | 2041-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 6.15% 05/01/2037                                                     | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $76925.93     | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 3.35% 12/01/2026                                                                    | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    316000 | PA      | $312407.56    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                             | SPRINT CAPITAL CORP 6.875% 11/15/2028                                                               | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    490000 | PA      | $527126.96    | 0.02%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 09/30/2029                                                                         | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5080000 | PA      | $5125045.33   | 0.16%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 1.65% 02/01/2028                                                                       | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188722.24    | 0.01%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2052#QD8702                                                                      | CUSIP: 3133B6U32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249558 | PA      | $200305.98    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE PWR CORP                                                             | OGLETHORPE PWR CORP 5.95% 11/01/2039                                                                | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113510.31    | 0.00%             | 2039-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2054#QJ8901                                                                      | CUSIP: 3133D03J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2377025 | PA      | $2344816.23   | 0.07%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 05/20/2052#MA8041                                                                        | CUSIP: 36179W5A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    999900 | PA      | $819204.94    | 0.03%             | 2052-05-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 4.9% 03/27/2028                                                                         | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $386495.07    | 0.01%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 10/01/2051#MA4436                                                                    | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2789176 | PA      | $2116014.07   | 0.07%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                               | GOLDMAN SACHS PRIVATE CREDIT CORP 5.875% 05/06/2028 144A                                            | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111727.61    | 0.00%             | 2028-05-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027                                                         | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294852.72    | 0.01%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2052#RA7177                                                                    | CUSIP: 3133KN6N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    772799 | PA      | $644425.92    | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.401% 07/02/2037 144A                                                   | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1829763.94   | 0.06%             | 2037-07-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 6% 05/16/2054                                                                      | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158666.82    | 0.01%             | 2054-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATRIUM HEALTH                                                                   | ATRIUM HEALTH 3.204% 1/15/2051                                                                      | CUSIP: 160853VC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $100663.61    | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 11/30/2028                                                                         | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6830000 | PA      | $6990611.68   | 0.22%             | 2028-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC                                                                   | PHARMACIA LLC VAR 12/01/2028                                                                        | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $204454.97    | 0.01%             | 2028-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 3.366% 11/01/2041                                                             | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     90000 | PA      | $67307.05     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 4.953% 08/10/2026                                                      | CUSIP: 883556CV2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432847.46    | 0.01%             | 2026-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 8.113%/VAR 11/03/2033                                                             | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $337374.31    | 0.01%             | 2033-11-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA 5.638% 04/05/2064                                                          | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     70000 | PA      | $67152.74     | 0.00%             | 2064-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.484%/VAR 09/16/2036                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    520000 | PA      | $450873.76    | 0.01%             | 2036-09-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 06/01/2037#FS4975                                                                      | CUSIP: 3140XLQ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    661089 | PA      | $606804.92    | 0.02%             | 2037-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.6% 01/15/2028                                                                 | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69058.43     | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#FS2943                                                                      | CUSIP: 3140XJHV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331452 | PA      | $265622.61    | 0.01%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.5% 09/15/2054                                                                           | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    370000 | PA      | $346448.34    | 0.01%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 4.2% 07/06/2033                                                       | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    360000 | PA      | $356633.54    | 0.01%             | 2033-07-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/49#MA5876                                                                             | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55596 | PA      | $52699.06     | 0.00%             | 2049-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2049#CA3225                                                                    | CUSIP: 3140QASP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139690 | PA      | $136322.53    | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2050#MA6655                                                                      | CUSIP: 36179VMC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    473122 | PA      | $404319.91    | 0.01%             | 2050-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 09/01/2055 #TBA                                                                      | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3950000 | PA      | $3279271.44   | 0.10%             | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 3% 03/15/2032                                                                 | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    560000 | PA      | $514555.82    | 0.02%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#CA8108                                                                      | CUSIP: 3140QGAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442218 | PA      | $355080.82    | 0.01%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 02/01/2053#SD8301                                                                      | CUSIP: 3132DWGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291498 | PA      | $299354.32    | 0.01%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.7% 10/15/2049                                                                 | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108588.39    | 0.00%             | 2049-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2048#MA3520                                                                    | CUSIP: 31418C4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70034 | PA      | $64247.36     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/30/2029                                                                         | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10860000 | PA      | $11058958.57  | 0.35%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2052#CB3364                                                                      | CUSIP: 3140QNW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    527636 | PA      | $458757.72    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 5.45% 03/15/2053                                                                  | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95604.21     | 0.00%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.6% 09/01/2035                                                                 | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97567.46     | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 5.3% 02/15/2031                                                                          | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114113.92    | 0.00%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 4.125% 06/15/2029                                                                           | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    242000 | PA      | $239682.27    | 0.01%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                             | CHENIERE ENERGY INC 5.65% 04/15/2034                                                                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193957.47    | 0.01%             | 2034-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B24 MTG TR                                                       | BENCHMARK 2021-B24 MTG TR 2.5843% 03/15/2054                                                        | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $399711.51    | 0.01%             | 2054-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.65% 03/15/2030                                                           | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142772.63    | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2048#MA3444                                                                    | CUSIP: 31418CZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89483 | PA      | $87465.61     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                          | BOARDWALK PIPELINES LP 4.45% 07/15/2027                                                             | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140278.12    | 0.00%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 4.45% 02/01/2047                                                                          | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107599.74    | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 6.176% 10/01/2054                                         | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94916.19     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2045#FM1191                                                                      | CUSIP: 3140X4KD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161449 | PA      | $157086.35    | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 4.25% 01/15/2049                                                        | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83207.28     | 0.00%             | 2049-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2052#CB3755                                                                    | CUSIP: 3140QPE52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432475 | PA      | $391641.10    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.625% 08/16/2043                                                             | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    247000 | PA      | $248876.38    | 0.01%             | 2043-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.375% 08/15/2050                                                       | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $140106.25    | 0.00%             | 2050-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034                                                        | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    580000 | PA      | $596864.62    | 0.02%             | 2034-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                  | BRUNSWICK CORP 5.85% 03/18/2029                                                                     | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310868.73    | 0.01%             | 2029-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.5% 06/15/2047                                                                             | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    610000 | PA      | $564191.93    | 0.02%             | 2047-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 11/30/2025                                                                         | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    288000 | PA      | $287093.25    | 0.01%             | 2025-11-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP 4.7% 03/01/2049                                                              | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    230000 | PA      | $203913.35    | 0.01%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PWR and LT CO                                                         | WISCONSIN PWR and LT CO 6.375% 08/15/2037                                                           | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65909.47     | 0.00%             | 2037-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.7% 02/01/2036                         | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195190.04    | 0.01%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2030#AZ4682                                                                    | CUSIP: 3138YWFY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35651 | PA      | $35262.18     | 0.00%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2050#SD7530                                                                    | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    523302 | PA      | $442260.91    | 0.01%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 4.837% 10/01/2041                                                             | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    370000 | PA      | $343859.84    | 0.01%             | 2041-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 2.8% 05/15/2030                                                                         | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281205.19    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 11/20/2052#MA8424                                                                        | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209418 | PA      | $186660.34    | 0.01%             | 2052-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.013%/VAR 09/22/2028                                                             | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $601508.22    | 0.02%             | 2028-09-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 4.009% 03/10/2051                                       | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $247304.10    | 0.01%             | 2051-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.95% 12/05/2044                                                                     | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193483.30    | 0.01%             | 2044-12-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | BIOGEN INC 2.25% 05/01/2030                                                                         | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    280000 | PA      | $254908.92    | 0.01%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 08/20/2053#MA9106                                                                      | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    478958 | PA      | $484493.01    | 0.02%             | 2053-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 5.442% 02/14/2037                                                     | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1000000 | PA      | $1031880.00   | 0.03%             | 2037-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2052#BX1068                                                                      | CUSIP: 3140N5FJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    658122 | PA      | $652700.59    | 0.02%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 11/30/2028                                                                           | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1062000 | PA      | $994338.98    | 0.03%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 5.8% 03/15/2032                                                                            | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61734.22     | 0.00%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.921% 03/17/2052                                                                    | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    170000 | PA      | $111242.48    | 0.00%             | 2052-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/20/2054#MB0021                                                                        | CUSIP: 3618N5AX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    639017 | PA      | $566329.46    | 0.02%             | 2054-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.7% 03/01/2029                                                                  | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    270000 | PA      | $258377.17    | 0.01%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 03/20/2048#MA5080                                                                        | CUSIP: 36179TUD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8371 | PA      | $8473.30      | 0.00%             | 2048-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 4.35% 11/03/2045                                                             | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     74000 | PA      | $63736.00     | 0.00%             | 2045-11-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 4.2% 04/15/2032                                                                              | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134962.92    | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 09/20/2046#MA3937                                                                      | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30077 | PA      | $27878.68     | 0.00%             | 2046-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.15% 01/15/2033                                                        | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105057.07    | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 4.35% 03/01/2029                                                                    | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450164.98    | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.547% 10/25/2030                                                    | CUSIP: 3137F83Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70000 | PA      | $61817.27     | 0.00%             | 2030-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 11/49#785295                                                                             | CUSIP: 3622AAXY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101931 | PA      | $102630.67    | 0.00%             | 2049-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2052#SD4521                                                                    | CUSIP: 3132DSAW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73460 | PA      | $66408.91     | 0.00%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 1% 03/15/2028                                                                          | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    230000 | PA      | $214831.06    | 0.01%             | 2028-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2051#MA7255                                                                      | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229633 | PA      | $195808.85    | 0.01%             | 2051-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                               | NATIONAL GRID USA 5.803% 04/01/2035                                                                 | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61626.79     | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC 2.75% 01/15/2032                                                                   | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    490000 | PA      | $440821.25    | 0.01%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 3.95% 10/01/2042                                                              | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    305000 | PA      | $249735.59    | 0.01%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 4.875% 06/15/2028                                                                       | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102274.16    | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5.5% 09/01/2055 #TBA                                                                      | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2300000 | PA      | $2313476.62   | 0.07%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2052#RA7011                                                                      | CUSIP: 3133KNYG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    818143 | PA      | $660766.60    | 0.02%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 5.88% 04/01/2036                                                         | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    110000 | PA      | $121846.86    | 0.00%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 2.95% 10/01/2051                                                                 | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    160000 | PA      | $102622.70    | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 4.75% 03/15/2042                                                            | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99381.30     | 0.00%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.083%/VAR 03/20/2051                                                   | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78642.51     | 0.00%             | 2051-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 1.9% 03/01/2028                                                                 | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    610000 | PA      | $579164.29    | 0.02%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.351%/VAR 07/20/2029                                                           | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603093.90    | 0.02%             | 2029-07-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C11                                                           | BBCMS MTG TR 2021-C11 2.322% 09/15/2054                                                             | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $397201.28    | 0.01%             | 2054-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.522%/VAR 10/18/2028                                                          | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $251787.58    | 0.01%             | 2028-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 5.8% 02/14/2039                                                                    | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336801.54    | 0.01%             | 2039-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 5.05% 09/15/2028                                                        | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307809.71    | 0.01%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 2% 06/30/2030                                                                | CUSIP: 776743AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359146.54    | 0.01%             | 2030-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 07/01/2045#G08653                                                                    | CUSIP: 3128MJWP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25103 | PA      | $22657.38     | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 6.95% 11/15/2029                                                               | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74277.44     | 0.00%             | 2029-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | HALEON US CAPITAL LLC 3.375% 03/24/2027                                                             | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1126768.41   | 0.04%             | 2027-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 2.487%/VAR 08/15/2036                                                  | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    190000 | PA      | $161668.85    | 0.01%             | 2036-08-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.875% 03/01/2053                                                                         | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112261.80    | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 5.375% 02/08/2035                                                                  | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    290000 | PA      | $293480.00    | 0.01%             | 2035-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                         | PIEDMONT HEALTHCARE INC 2.719% 01/01/2042                                                           | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104122.25    | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4.55% 01/15/2029                                                                       | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $334713.53    | 0.01%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2050#FM8356                                                                      | CUSIP: 3140XCJA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73882 | PA      | $74174.08     | 0.00%             | 2050-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | LAM RESEARCH CORP 3.125% 06/15/2060                                                                 | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30659.35     | 0.00%             | 2060-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 03/01/2029#488342                                                                    | CUSIP: 31382PP35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4210 | PA      | $4361.89      | 0.00%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.9% 03/15/2062                                                             | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    120000 | PA      | $85164.09     | 0.00%             | 2062-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA FEMSA SAB DE CV                                                       | COCA COLA FEMSA SAB DE CV 2.75% 01/22/2030                                                          | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $141000.00    | 0.00%             | 2030-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5% 07/01/2040#RR0009                                                                      | CUSIP: 3142JCAK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $25256.40     | 0.00%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 5.1% 09/28/2048                                                                     | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89712.64     | 0.00%             | 2048-09-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 3.1% 12/02/2051                                                                  | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $195008.58    | 0.01%             | 2051-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 3.95% 03/07/2052                                                                         | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63615.54     | 0.00%             | 2052-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.625% 09/10/2029                                | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    210000 | PA      | $211700.19    | 0.01%             | 2029-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2% 05/15/2030                                                                | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $153806.47    | 0.00%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 7% 12/01/2053#FS6923                                                                      | CUSIP: 3140XNVR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164994 | PA      | $174369.55    | 0.01%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2046#FM8611                                                                      | CUSIP: 3140XCR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313715 | PA      | $285773.46    | 0.01%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.669%/VAR 09/13/2033                                                         | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209926.39    | 0.01%             | 2033-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2055#MA5793                                                                      | CUSIP: 31418FNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1645505 | PA      | $1681627.77   | 0.05%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DUPONT DE NEMOURS INC 4.493% 11/15/2025                                                             | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319710.62    | 0.01%             | 2025-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2050#CA9066                                                                    | CUSIP: 3140QHCC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2455705 | PA      | $2055450.18   | 0.07%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 6.05% 01/11/2040                                                       | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    120000 | PA      | $116043.60    | 0.00%             | 2040-01-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 2.85% 06/01/2041                                                              | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $87897.73     | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 1.979%/VAR 09/08/2031                                                         | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $248692.49    | 0.01%             | 2031-09-08      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 09/20/2052#MA8268                                                                      | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    639258 | PA      | $621335.78    | 0.02%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2046#MA3873                                                                        | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    900271 | PA      | $808627.32    | 0.03%             | 2046-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.424%/VAR 07/21/2034                                                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    480000 | PA      | $495567.97    | 0.02%             | 2034-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 4.45% 06/01/2028                                                                | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170408.81    | 0.01%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 4% 04/15/2047                                                                    | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71042.00     | 0.00%             | 2047-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2053#QG1506                                                                      | CUSIP: 3133C1U73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17429 | PA      | $17275.30     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2030#AZ4794                                                                      | CUSIP: 3138YWKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12532 | PA      | $12277.53     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 12/01/2035#SB8079                                                                      | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    491003 | PA      | $452219.24    | 0.01%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 5.6% 06/15/2042                                                 | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196318.76    | 0.01%             | 2042-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 5.476% 01/25/2039                                                                          | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    214000 | PA      | $211390.57    | 0.01%             | 2039-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | HIGHWOODS REALTY LP 4.2% 04/15/2029                                                                 | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166335.21    | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2049#SD8012                                                                      | CUSIP: 3132DV3V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73874 | PA      | $69897.54     | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2031#AS8292                                                                    | CUSIP: 3138WJGA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99145 | PA      | $95754.48     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 12/01/2034#MA3866                                                                    | CUSIP: 31418DJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17770 | PA      | $17397.09     | 0.00%             | 2034-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2055#SD8503                                                                      | CUSIP: 3132DWNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1618440 | PA      | $1510711.26   | 0.05%             | 2055-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 07/01/2053#MA5073                                                                      | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1557276 | PA      | $1594867.96   | 0.05%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                              | DOMINION ENERGY SOUTH CAROLINA INC 6.25% 10/15/2053                                                 | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53709.97     | 0.00%             | 2053-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3% 10/31/2025                                                                             | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    535000 | PA      | $533827.60    | 0.02%             | 2025-10-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 02/01/2052#QD7090                                                                    | CUSIP: 3133B42X2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264046 | PA      | $200318.79    | 0.01%             | 2052-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/20/2051#MA7706                                                                        | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    365295 | PA      | $323971.72    | 0.01%             | 2051-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 4.9% 01/15/2045                                                                    | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87693.78     | 0.00%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC OKLA                                                  | CONTINENTAL RESOURCES INC OKLA 4.375% 01/15/2028                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298166.19    | 0.01%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.375% 03/15/2029                                                        | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121044.46    | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2054#SD5290                                                                    | CUSIP: 3132DS2X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24840 | PA      | $25053.53     | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC 2.742% 12/31/2039                                              | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132566.33    | 0.00%             | 2039-12-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 6.3% 11/22/2032                                                                            | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219170.60    | 0.01%             | 2032-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2% 02/01/2052#FA0353                                                                 | CUSIP: 3140W0MB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405451 | PA      | $328219.01    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 05/20/2049#MA5932                                                                      | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47297 | PA      | $46337.29     | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                        | APA CORP 6.75% 02/15/2055 144A                                                                      | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75855.91     | 0.00%             | 2055-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2032#CA0946                                                                    | CUSIP: 3140Q8BQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25871 | PA      | $24860.79     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2052#BX2841                                                                      | CUSIP: 3140N7EP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226613 | PA      | $212148.27    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 1.45% 12/15/2030                                                                      | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430406.30    | 0.01%             | 2030-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 0.875% 05/14/2030                                                  | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $925318.29    | 0.03%             | 2030-05-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 6.125% 01/01/2031                                                         | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62714.10     | 0.00%             | 2031-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2051#BR6052                                                                      | CUSIP: 3140L4WN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803334 | PA      | $644538.06    | 0.02%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 2.65% 02/15/2032                                                    | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    300000 | PA      | $264030.98    | 0.01%             | 2032-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                  | NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BDS-TAXABLE-SER F 7.414% 1/1/40                         | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    320000 | PA      | $384203.74    | 0.01%             | 2040-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 03/01/2052#MA4561                                                                    | CUSIP: 31418EB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459898 | PA      | $348902.55    | 0.01%             | 2052-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.75% 10/15/2031                                                                          | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239996.75    | 0.01%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 4.625% 01/15/2033                                                                       | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99730.37     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 09/01/2035#QN3582                                                                      | CUSIP: 3133G96T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    921646 | PA      | $849710.72    | 0.03%             | 2035-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                      | CHUBB CORP 6.5% 05/15/2038                                                                          | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $403994.17    | 0.01%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040                                                      | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106713.36    | 0.00%             | 2040-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 4.375% 01/24/2044                                                           | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175034.40    | 0.01%             | 2044-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 05/20/2051#MA7365                                                                      | CUSIP: 36179WFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87965 | PA      | $69055.03     | 0.00%             | 2051-05-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 4.875% 03/03/2033                                                         | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163452.75    | 0.01%             | 2033-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 2.493% 02/15/2027                                                               | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97841.82     | 0.00%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX INTL ARPT                                                  | DFW ARPT 4.507% 11/1/2051                                                                           | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $85348.23     | 0.00%             | 2051-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 4.5% 03/11/2044                                                                        | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178296.30    | 0.01%             | 2044-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2052#MA4578                                                                    | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64962 | PA      | $54170.88     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 11/24/2042                                                                      | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $347416.00    | 0.01%             | 2042-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.625% 06/15/2032                                                                     | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220499.30    | 0.01%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2042#AQ1820                                                                      | CUSIP: 3138MHAW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44614 | PA      | $40691.36     | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.15% 09/30/2030                                 | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $160801.78    | 0.01%             | 2030-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 3.8% 03/15/2027                                                                       | CUSIP: 233331AZ0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89146.77     | 0.00%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.05% 07/08/2026                                                                        | CUSIP: 931142EM1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396637.13    | 0.01%             | 2026-07-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2049#FM1922                                                                      | CUSIP: 3140X5D42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67724 | PA      | $68245.86     | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2050#FS4993                                                                      | CUSIP: 3140XLRP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2639350 | PA      | $2357488.27   | 0.07%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 12/31/2031                                                                           | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14380000 | PA      | $14888917.12  | 0.47%             | 2031-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 3.05% 05/15/2050                                                              | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65280.85     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                  | BANK 2017-BNK4 ASB 3.419 05/15/2050                                                                 | CUSIP: 06541FAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72256 | PA      | $71815.35     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.5% 05/13/2040                                                                      | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    163000 | PA      | $134585.61    | 0.00%             | 2040-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 01/01/2054#DA4870                                                                    | CUSIP: 3140A5MU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46809 | PA      | $48554.84     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.15% 04/01/2038                                                                  | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112235.51    | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2055#SD8530                                                                      | CUSIP: 3132DWPP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    397559 | PA      | $371096.47    | 0.01%             | 2055-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCH CAP GROUP US INC                                                           | ARCH CAP GROUP US INC 5.144% 11/01/2043                                                             | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92405.12     | 0.00%             | 2043-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                           | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $489381.00    | 0.02%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 05/31/2030                                                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21070000 | PA      | $21362181.69  | 0.68%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 7.045% 06/20/2036                                                          | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $111350.60    | 0.00%             | 2036-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.3% 05/15/2053                                                                   | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119141.53    | 0.00%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.7% 03/15/2033                                                               | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120084.78    | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 09/01/2055 #TBA                                                                        | CUSIP: 01F020695<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9850000 | PA      | $7820746.34   | 0.25%             | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 5.75% 01/15/2035                                                       | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131744.55    | 0.00%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2047#FM8492                                                                    | CUSIP: 3140XCNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1087166 | PA      | $1023591.11   | 0.03%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.887% 11/01/2051                                                                      | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    273000 | PA      | $163446.51    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/47#MA4901                                                                             | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35855 | PA      | $34154.61     | 0.00%             | 2047-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2049#SD8018                                                                      | CUSIP: 3132DV4B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67983 | PA      | $64323.13     | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 2.5% 08/01/2033                                                                        | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $437753.62    | 0.01%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 2.45% 02/02/2032                                                                | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $96685.60     | 0.00%             | 2032-02-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2050#QB5799                                                                    | CUSIP: 3133ACNQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    933856 | PA      | $776102.25    | 0.02%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/20/2049#MA5710                                                                        | CUSIP: 36179UKX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129528 | PA      | $123021.33    | 0.00%             | 2049-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                          | BP CAPITAL MARKETS PLC 6.45%/VAR PERP                                                               | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | EP               | CORP              | GB        |    210000 | PA      | $220787.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 05/15/2048                                                       | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48000 | PA      | $35941.87     | 0.00%             | 2048-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5% 05/01/2039#SB8303                                                                      | CUSIP: 3132D6GL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    372428 | PA      | $376482.16    | 0.01%             | 2039-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                      | ADVANCED MICRO DEVICES INC 4.393% 06/01/2052                                                        | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58864.47     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 4.75% 02/24/2030                                                                  | CUSIP: 17275RBX9<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267151.05    | 0.01%             | 2030-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PROPERTY CASUALTY CORP                                                | TRAVELERS PPTY CASUALTY CORP 6.375% 03/15/2033                                                      | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $178995.35    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 2.4% 05/15/2031                                                                          | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311022.95    | 0.01%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#                                                                          | CUSIP: 3140HMKD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10725 | PA      | $10421.72     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 04/20/2050#MA6598                                                                      | CUSIP: 36179VKK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86383 | PA      | $73821.23     | 0.00%             | 2050-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.75% 10/21/2045                                                      | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    245000 | PA      | $217617.13    | 0.01%             | 2045-10-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.2% 07/15/2048                                                                           | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19174.54     | 0.00%             | 2048-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034                                                        | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    590000 | PA      | $612598.10    | 0.02%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 09/01/2051#BQ6570                                                                    | CUSIP: 3140KSJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30930 | PA      | $23465.02     | 0.00%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 4.375% 11/15/2042                                                                   | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80247.20     | 0.00%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                 | EASTERN ENERGY GAS HOLDINGS LLC 6.2% 01/15/2055                                                     | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306754.88    | 0.01%             | 2055-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 5.3% 12/07/2033                                                           | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103194.22    | 0.00%             | 2033-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 3.569% 12/01/2031                                                            | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $65159.98     | 0.00%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 6.35% 03/22/2054                                                        | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152812.95    | 0.00%             | 2054-03-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.867%/VAR 06/08/2034                                                         | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315351.26    | 0.01%             | 2034-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.8% 11/21/2046                                                                      | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    220000 | PA      | $173628.52    | 0.01%             | 2046-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 02/15/2044                                                         | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22650000 | PA      | $21710378.79  | 0.69%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 3.75% 12/01/2047                                                                     | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73395.26     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2052#SD1087                                                                    | CUSIP: 3132DNF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256009 | PA      | $232716.96    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.3% 06/01/2033                                                                     | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $476289.07    | 0.02%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FINANCE LLC                                                  | BROOKFIELD CAPITAL FINANCE LLC 6.087% 06/14/2033                                                    | CUSIP: 11259NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106469.99    | 0.00%             | 2033-06-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 4.85% 08/15/2052                                                                | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    380000 | PA      | $320174.46    | 0.01%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2048#BJ7280                                                                    | CUSIP: 3140H9CS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29421 | PA      | $28830.96     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 7.25% 08/15/2038                                                          | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $113573.26    | 0.00%             | 2038-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2048#BK0920                                                                      | CUSIP: 3140HEAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26273 | PA      | $24932.30     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031                                                    | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1090000 | PA      | $967277.66    | 0.03%             | 2031-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5% 09/01/2055 #TBA                                                                        | CUSIP: 01F050692<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    525000 | PA      | $517760.72    | 0.02%             | 2055-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.973% 09/16/2062                                                                | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58018.26     | 0.00%             | 2062-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2045#FM1067                                                                    | CUSIP: 3140X4FH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635381 | PA      | $589039.76    | 0.02%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.65% 06/15/2054                                                                | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255918.23    | 0.01%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 4.5% 08/15/2030                                                                | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180724.46    | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2055#                                                                            | CUSIP: 3132DWND1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    373359 | PA      | $348507.34    | 0.01%             | 2055-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#MA3905                                                                      | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    621484 | PA      | $545792.22    | 0.02%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.7% 03/22/2061                                                          | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $95928.38     | 0.00%             | 2061-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 1.9% 09/01/2031                                                                            | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    470000 | PA      | $407303.82    | 0.01%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/33#FM1628                                                                         | CUSIP: 3140X4Y26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13401 | PA      | $13203.64     | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 01/01/2054#QH9252                                                                    | CUSIP: 3133CNH54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30869 | PA      | $32020.23     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 5% 02/15/2026                                                                     | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255173.61    | 0.01%             | 2026-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 2.359%/VAR 07/29/2032                                                          | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94639.09     | 0.00%             | 2032-07-29      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                            | HOWMET AEROSPACE INC 5.95% 02/01/2037                                                               | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53182.80     | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 7% 03/01/2032                                                              | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    290000 | PA      | $330406.68    | 0.01%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2055#MB0304                                                                      | CUSIP: 3138MTKS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343836 | PA      | $320948.92    | 0.01%             | 2055-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834% 10/23/2055   | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $389689.56    | 0.01%             | 2055-10-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 5.6% 02/15/2041                                                                           | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192735.87    | 0.01%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 06/20/2051#MA7418                                                                      | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1409309 | PA      | $1200840.61   | 0.04%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 5.45% 06/01/2035                                                      | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61825.94     | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NATIONAL ASSOCIATION                                           | WELLS FARGO BK NATL ASSN 5.254% 12/11/2026                                                          | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1784606.45   | 0.06%             | 2026-12-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.215% 09/06/2026                                                                  | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98911.35     | 0.00%             | 2026-09-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 4.625% 10/01/2039                                                              | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88806.61     | 0.00%             | 2039-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.15% 03/15/2059                                                                   | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78025.87     | 0.00%             | 2059-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 3.25% 02/15/2030                                                                  | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104831.13    | 0.00%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 12/20/2054#MB0093                                                                        | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3601628 | PA      | $3672466.00   | 0.12%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PWR and LT CO                                                         | WISCONSIN PWR and LT CO 4.95% 04/01/2033                                                            | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171469.84    | 0.01%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.6% 02/12/2065                                                                    | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99117.14     | 0.00%             | 2065-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 6.4%/VAR 10/01/2054                                                                          | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98706.52     | 0.00%             | 2054-10-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/20/2053#MA9361                                                                        | CUSIP: 36179YMJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    463146 | PA      | $459631.10    | 0.01%             | 2053-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                                       | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9520000 | PA      | $7620090.65   | 0.24%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC 4.95% 04/15/2050                                                                  | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175974.65    | 0.01%             | 2050-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 4.2% 08/15/2048                                                         | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107744.72    | 0.00%             | 2048-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 7% 01/01/2054#SD4719                                                                      | CUSIP: 3132DSG48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189101 | PA      | $199745.18    | 0.01%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 5.25% 06/12/2028                                                                | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $340553.72    | 0.01%             | 2028-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 4.669% 06/06/2047                                                           | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    290000 | PA      | $250550.04    | 0.01%             | 2047-06-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 6.312%/VAR 06/08/2029                                                          | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $283384.63    | 0.01%             | 2029-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 3.125% 06/12/2027                                                                   | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $138283.99    | 0.00%             | 2027-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 15YR 2% 03/01/2038#BW4850                                                                 | CUSIP: 3140MWL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269034 | PA      | $246774.18    | 0.01%             | 2038-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2054#QI0647                                                                    | CUSIP: 3133W6WG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    902592 | PA      | $912002.77    | 0.03%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 2.65% 09/15/2029                                                                   | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    640000 | PA      | $605415.40    | 0.02%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2054#SD8476                                                                      | CUSIP: 3132DWMZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    613688 | PA      | $627351.40    | 0.02%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 05/01/2037#MA4602                                                                      | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535327 | PA      | $491201.86    | 0.02%             | 2037-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 6.7% 09/15/2038                                                                      | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109554.40    | 0.00%             | 2038-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2048#BM5091                                                                    | CUSIP: 3140J9UR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17332 | PA      | $17925.90     | 0.00%             | 2048-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 4% 11/15/2028                                                                        | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349832.85    | 0.01%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2053#MA5189                                                                      | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273111 | PA      | $270349.12    | 0.01%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5% 05/30/2038                                                                    | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $126453.18    | 0.00%             | 2038-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.2% 03/01/2033                                                                           | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    560000 | PA      | $541133.50    | 0.02%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCCORMICK and CO INC                                                            | MCCORMICK and CO INC 1.85% 02/15/2031                                                               | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    260000 | PA      | $227179.95    | 0.01%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 5.55% 08/01/2033                                                          | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165838.91    | 0.01%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 4.125% 01/07/2028                                                            | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    147000 | PA      | $147247.83    | 0.00%             | 2028-01-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 6.625% 08/15/2037                                                                       | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103784.19    | 0.00%             | 2037-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.75% 09/12/2047                                                                          | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86283.57     | 0.00%             | 2047-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 5% 03/09/2033                                                                 | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204243.45    | 0.01%             | 2033-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 08/01/2038#MA5125                                                                      | CUSIP: 31418EVT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257079 | PA      | $252554.50    | 0.01%             | 2038-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 2.95% 08/15/2029                                                                | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114095.03    | 0.00%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 4.375% 05/15/2047                                                                      | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49491.33     | 0.00%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 12/31/2030                                                                          | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3601265.62   | 0.11%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                           | BLUE OWL CAPITAL CORP 2.875% 06/11/2028                                                             | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    270000 | PA      | $254866.66    | 0.01%             | 2028-06-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 5.65% 05/15/2028                                                                        | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257309.58    | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 5.297%/VAR 05/09/2031                                                | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256142.09    | 0.01%             | 2031-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 6.75% 02/15/2054                                                       | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109205.76    | 0.00%             | 2054-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2032#BE9933                                                                    | CUSIP: 3140FWBB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120953 | PA      | $116238.44    | 0.00%             | 2032-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.412% 03/25/2030                                                    | CUSIP: 3137HA4B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $506866.40    | 0.02%             | 2030-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 08/20/2052#MA8198                                                                        | CUSIP: 36179XDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336874 | PA      | $299423.71    | 0.01%             | 2052-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 2% 10/17/2029                                                           | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $223060.68    | 0.01%             | 2029-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                  | FHLMC REMI 30YR 6% 04/01/2055#RJ4029                                                                | CUSIP: 3142GUPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3136730 | PA      | $3239160.80   | 0.10%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 4.327% 03/19/2050                                                                  | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82799.23     | 0.00%             | 2050-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/20/2048#MA5263                                                                      | CUSIP: 36179TZ40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324816 | PA      | $300059.40    | 0.01%             | 2048-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                   | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1769739.95   | 0.06%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 3.75% 09/01/2046                                                               | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    110000 | PA      | $81988.03     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.5% 02/06/2028                                                                     | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    680000 | PA      | $687439.07    | 0.02%             | 2028-02-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.5% 07/08/2044                                                                         | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100014.44    | 0.00%             | 2044-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2055#MB0145                                                                      | CUSIP: 3618N5ET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    860680 | PA      | $828750.72    | 0.03%             | 2055-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2048#ZN4495                                                                      | CUSIP: 3131YA7G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88613 | PA      | $83953.39     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.65% 02/01/2030                                                                       | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    680000 | PA      | $637400.69    | 0.02%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2048#G08830                                                                    | CUSIP: 3128MJ4Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133606 | PA      | $122935.09    | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2055#                                                                            | CUSIP: 3132DWPE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    556818 | PA      | $519754.08    | 0.02%             | 2055-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE PWR CORP                                                             | OGLETHORPE PWR CORP 5.375% 11/01/2040                                                               | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117001.57    | 0.00%             | 2040-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 12/01/2053#SD8385                                                                    | CUSIP: 3132DWJ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1611113 | PA      | $1672325.73   | 0.05%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                             | AVERY DENNISON CORP 2.65% 04/30/2030                                                                | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129921.13    | 0.00%             | 2030-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                   | BAT INTL FINANCE PLC 5.931% 02/02/2029                                                              | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $73562.41     | 0.00%             | 2029-02-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.05% 11/01/2034                                                                          | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    660000 | PA      | $643500.06    | 0.02%             | 2034-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.4% 07/26/2029                                                             | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30228.29     | 0.00%             | 2029-07-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH 3.125% 01/15/2032                                                               | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    250000 | PA      | $221797.50    | 0.01%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 3.75% 03/09/2027                                                               | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278293.89    | 0.01%             | 2027-03-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 5.25% 05/15/2052                                                                      | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88881.84     | 0.00%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | MOSAIC CO NEW 5.45% 11/15/2033                                                                      | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153932.72    | 0.00%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 3.878% 03/27/2028                                                               | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44983.25     | 0.00%             | 2028-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.3% 04/06/2029                                                            | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    370000 | PA      | $366150.76    | 0.01%             | 2029-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 4.375% 08/01/2034                                                        | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    269000 | PA      | $268529.19    | 0.01%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 1.3% 01/30/2031                                                                          | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    560000 | PA      | $481444.45    | 0.02%             | 2031-01-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 1.25% 09/21/2030                                                           | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    680000 | PA      | $595265.06    | 0.02%             | 2030-09-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.75% 05/18/2046                                                                      | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    518000 | PA      | $451227.25    | 0.01%             | 2046-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAINGER (W.W.) INC                                                             | GRAINGER (W.W.) INC 4.45% 09/15/2034                                                                | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97829.47     | 0.00%             | 2034-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 4.5% 04/16/2050                                                                  | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $284222.00    | 0.01%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6.5% 09/01/2055 #TBA                                                                      | CUSIP: 01F062697<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3800000 | PA      | $3937601.42   | 0.12%             | 2055-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2050#MA4210                                                                    | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1543848 | PA      | $1292216.55   | 0.04%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 3.2% 01/11/2027                                                            | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    810000 | PA      | $801767.60    | 0.03%             | 2027-01-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 5.918% 03/20/2028                                                          | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405960.46    | 0.01%             | 2028-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.875% 08/15/2040                                                       | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    126000 | PA      | $115413.05    | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                   | BANNER HEALTH 2.913% 01/01/2051                                                                     | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94449.32     | 0.00%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 4.9% 08/15/2034                                                                         | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173765.91    | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2050#FM7476                                                                    | CUSIP: 3140XBJW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198917 | PA      | $193810.46    | 0.01%             | 2050-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 02/20/2054#MA9488                                                                      | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1158564 | PA      | $1170505.29   | 0.04%             | 2054-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 4.2% 03/17/2032                                                                 | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134091.52    | 0.00%             | 2032-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.45% 08/01/2052                                                              | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    210000 | PA      | $190540.11    | 0.01%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.223%/VAR 05/01/2029                                                 | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1651163.32   | 0.05%             | 2029-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 4.375% 05/30/2028                                                                | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $254589.32    | 0.01%             | 2028-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.625% 10/21/2041                                                                       | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70857.81     | 0.00%             | 2041-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2055#MA5673                                                                    | CUSIP: 31418FJT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1323824 | PA      | $1331917.47   | 0.04%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 3.133% 11/18/2041                                                              | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $73848.07     | 0.00%             | 2041-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2050#SD8037                                                                    | CUSIP: 3132DV4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161459 | PA      | $135899.61    | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 6.625% 05/19/2055                                                                | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40995.59     | 0.00%             | 2055-05-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX INTL ARPT                                                  | DFW ARPT 2.843% 11/1/2046                                                                           | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $177641.98    | 0.01%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                     | IL ST TAXM 7.35% 7/01/35                                                                            | CUSIP: 452152GS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     71429 | PA      | $78142.54     | 0.00%             | 2035-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#BM4896                                                                      | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74179 | PA      | $67635.29     | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.316%/VAR 03/26/2041                                                                 | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488151.95    | 0.02%             | 2041-03-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.972%/VAR 07/21/2052                                                   | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    220000 | PA      | $141191.01    | 0.00%             | 2052-07-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 1.75% 02/01/2031                                                                        | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    340000 | PA      | $298541.52    | 0.01%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | INTERNATIONAL PAPER CO 6% 11/15/2041                                                                | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71256.33     | 0.00%             | 2041-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 3.25% 01/15/2031                                                                 | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    238000 | PA      | $225012.32    | 0.01%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 2.45% 12/15/2050                                                     | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $112314.10    | 0.00%             | 2050-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/2050#MA6935                                                                      | CUSIP: 36179VV49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61402 | PA      | $60424.26     | 0.00%             | 2050-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC 5.05% 11/15/2044                                                                    | CUSIP: 166756AV8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68897.11     | 0.00%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | REYNOLDS AMERICAN INC 5.85% 08/15/2045                                                              | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96477.70     | 0.00%             | 2045-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                             | CONNECTICUT LT and PWR CO 4% 04/01/2048                                                             | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47271.24     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 07/01/2036#QN6967                                                                    | CUSIP: 3133GDW48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2404034 | PA      | $2154952.94   | 0.07%             | 2036-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.5% 05/17/2033                                                                    | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400175.71    | 0.01%             | 2033-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 5% 02/26/2034                                                               | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132803.93    | 0.00%             | 2034-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026                                                 | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990909.68    | 0.03%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.584% 10/01/2034                                         | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148800.12    | 0.00%             | 2034-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                     | RIO TINTO FINANCE (USA) LTD 5.2% 11/02/2040                                                         | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    324000 | PA      | $319622.84    | 0.01%             | 2040-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 4.6% 05/01/2053                                                   | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83015.57     | 0.00%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 09/20/2052#MA8266                                                                      | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1089072 | PA      | $993985.40    | 0.03%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 1.75% 03/15/2031                                                             | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    270000 | PA      | $234742.95    | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 09/20/2048#MA5468                                                                        | CUSIP: 36179UCD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8073 | PA      | $8128.75      | 0.00%             | 2048-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 3.4% 06/17/2030                                                                              | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237848.97    | 0.01%             | 2030-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | SOUTHWEST GAS CORP 5.45% 03/23/2028                                                                 | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169712.73    | 0.01%             | 2028-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2047#FP0111                                                                      | CUSIP: 3140XTDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2127257 | PA      | $1942234.06   | 0.06%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 5.45% 07/15/2035                                                             | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81360.06     | 0.00%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 5.5% 06/01/2028#ZA2074                                                                    | CUSIP: 31329KJT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23504 | PA      | $23783.63     | 0.00%             | 2028-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 5.125% 05/15/2032                                                                | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140488.29    | 0.00%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 12/20/2044#MA2449                                                                      | CUSIP: 36179QWJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14670 | PA      | $15155.92     | 0.00%             | 2044-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 5.5% 09/01/2041                                                               | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99391.02     | 0.00%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.5% 05/15/2035                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210489.54    | 0.01%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 10/01/2054#SD8468                                                                      | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    620416 | PA      | $612009.54    | 0.02%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 04/01/2037#                                                                            | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3030818 | PA      | $2780999.98   | 0.09%             | 2037-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.812% 03/15/2039                                                        | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    780000 | PA      | $733155.34    | 0.02%             | 2039-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 4.2% 04/01/2029                                                                         | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $31934.34     | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 05/01/2052#SD8213                                                                      | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    858114 | PA      | $746094.03    | 0.02%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.239%/VAR 07/21/2032                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    470000 | PA      | $412923.18    | 0.01%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2049#CA5860                                                                    | CUSIP: 3140QDQN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20090 | PA      | $19605.60     | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.375% 11/15/2049                                                       | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     38000 | PA      | $24049.84     | 0.00%             | 2049-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.01% 10/19/2026                                                       | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    725000 | PA      | $715815.99    | 0.02%             | 2026-10-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.85% 10/23/2031                                                        | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101337.35    | 0.00%             | 2031-10-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4% 11/15/2052                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6250000 | PA      | $5363769.50   | 0.17%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2033#MA3364                                                                    | CUSIP: 31418CW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2808 | PA      | $2770.28      | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.875% 02/27/2053                                                                  | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54125.73     | 0.00%             | 2053-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                    | GLP CAP LP / GLP FING II INC 5.25% 02/15/2033                                                       | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198854.24    | 0.01%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#FM5961                                                                      | CUSIP: 3140X9TT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54028 | PA      | $43348.57     | 0.00%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 10/20/2053#MA9299                                                                      | CUSIP: 36179YKL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    848206 | PA      | $723598.43    | 0.02%             | 2053-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5.8% 05/15/2034                                                         | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122703.98    | 0.00%             | 2034-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 3.75% 07/08/2030                                                                  | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $474950.00    | 0.02%             | 2030-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    492000 | PA      | $546859.10    | 0.02%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 6.7% 01/26/2036                                                                  | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    240000 | PA      | $246480.00    | 0.01%             | 2036-01-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.355% 03/15/2032                                                        | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    615000 | PA      | $533895.89    | 0.02%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2053#BY6764                                                                    | CUSIP: 3140NPQS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58272 | PA      | $58694.03     | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 6% 05/20/2034                                                                      | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103324.55    | 0.00%             | 2034-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 5.2% 05/27/2041                                                                     | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296752.97    | 0.01%             | 2041-05-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.4% 11/15/2046                                                           | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    190000 | PA      | $136851.15    | 0.00%             | 2046-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                     | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.849% 05/08/2029                                       | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $209160.55    | 0.01%             | 2029-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.8% 03/15/2029                                                                          | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    370000 | PA      | $378815.74    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2054#CC0057                                                                      | CUSIP: 3140Y6B33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    929534 | PA      | $949938.98    | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.4% 10/29/2033                                  | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $222212.89    | 0.01%             | 2033-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                                             | AMCOR GROUP FINANCE 5.45% 05/23/2029                                                                | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $155332.86    | 0.00%             | 2029-05-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 02/20/2052#MA7880                                                                        | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1417582 | PA      | $1160963.11   | 0.04%             | 2052-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.05% 09/01/2054                                                                 | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104597.95    | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#RA4352                                                                      | CUSIP: 3133KKZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    818609 | PA      | $657049.27    | 0.02%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 0.75% 09/23/2030                                                           | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $345402.97    | 0.01%             | 2030-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 2.5% 04/15/2026                                                                         | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99078.00     | 0.00%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2052#FS4815                                                                      | CUSIP: 3140XLK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2781747 | PA      | $2413396.25   | 0.08%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 03/01/2045#G08631                                                                    | CUSIP: 3128MJVZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58813 | PA      | $53193.79     | 0.00%             | 2045-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 5.25% 04/01/2030                                                     | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150459.56    | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | LEAR CORP 2.6% 01/15/2032                                                                           | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95851.55     | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 4.114% 03/01/2046                                                                  | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164594.86    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2051#                                                                          | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1547846 | PA      | $1293144.71   | 0.04%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2054#SD8431                                                                    | CUSIP: 3132DWLL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188466 | PA      | $189971.79    | 0.01%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 06/20/2053#MA8948                                                                      | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    471875 | PA      | $477770.88    | 0.02%             | 2053-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 6.125% 06/12/2033                                                                 | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     70000 | PA      | $73850.00     | 0.00%             | 2033-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.375% 02/21/2050                                                                         | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $146667.56    | 0.00%             | 2050-02-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 1.85% 03/12/2031                                                              | CUSIP: 455780CV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    460000 | PA      | $402086.00    | 0.01%             | 2031-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 7.45% 09/15/2039                                                                     | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $140401.26    | 0.00%             | 2039-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                | JERSEY CENTRAL POWR and LIGHT CO 5.1% 01/15/2035                                                    | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119896.62    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 08/31/2031                                                                          | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2030000 | PA      | $2021991.02   | 0.06%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 0.96% 03/05/2026                                                            | CUSIP: 3130ALHH0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1300000 | PA      | $1279570.88   | 0.04%             | 2026-03-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 3.125% 08/15/2029                                                                        | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95114.38     | 0.00%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 7% 12/01/2053#FS6924                                                                      | CUSIP: 3140XNVS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162344 | PA      | $171139.56    | 0.01%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.7% 12/01/2047                                                           | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    360000 | PA      | $269898.02    | 0.01%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 5.15% 09/01/2043                                                     | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95967.49     | 0.00%             | 2043-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 5.05% 05/15/2035                                                      | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404304.48    | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.15% 02/05/2027                                                                 | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116965.14    | 0.00%             | 2027-02-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 1.4% 02/25/2031                                                                         | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    680000 | PA      | $588837.28    | 0.02%             | 2031-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034    | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $265197.52    | 0.01%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034                                                        | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1226000 | PA      | $1046084.50   | 0.03%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2052#BW8981                                                                    | CUSIP: 3140N16T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419049 | PA      | $404887.62    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                | TRANE TECHNOLOGIES FINANCING LTD 5.25% 03/03/2033                                                   | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     80000 | PA      | $82663.53     | 0.00%             | 2033-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.972%/VAR 02/04/2033                                                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225785.13    | 0.01%             | 2033-02-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 07/31/2026                                                                         | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3960000 | PA      | $3844943.43   | 0.12%             | 2026-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.9% 05/01/2045                                                              | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $874903.30    | 0.03%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 03/20/2055#MB0257                                                                      | CUSIP: 3618N5JB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    594287 | PA      | $572240.20    | 0.02%             | 2055-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2036#SB8127                                                                    | CUSIP: 3132D6A42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1303784 | PA      | $1166254.97   | 0.04%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 3.5% 02/01/2026                                                                           | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129473.88    | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2048#G08813                                                                    | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100675 | PA      | $92634.33     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 6.125% 03/08/2034                                                          | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196628.68    | 0.01%             | 2034-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                 | CAPITAL ONE NATL ASN MCLEAN VA 2.7% 02/06/2030                                                      | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468322.22    | 0.01%             | 2030-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 4.964%/VAR 08/15/2030                                                             | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $245012.52    | 0.01%             | 2030-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/31/2031                                                                             | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9240000 | PA      | $9349725.00   | 0.30%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.3% 01/15/2030                                                               | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110300.52    | 0.00%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2035#FM4457                                                                      | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245953 | PA      | $237832.98    | 0.01%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.35% 04/01/2051                                            | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47678.72     | 0.00%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5.9% 03/15/2055                                                        | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219136.14    | 0.01%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2053#MA5009                                                                      | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1034107 | PA      | $1024295.81   | 0.03%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.2% 04/01/2050                                                                      | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $87657.64     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 6.377% 11/22/2052                                                    | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213565.90    | 0.01%             | 2052-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 6.125% 01/15/2034                                               | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54234.05     | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#SD0785                                                                      | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    609329 | PA      | $493261.79    | 0.02%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.827%/VAR 02/13/2035                                                                 | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390675.02    | 0.01%             | 2035-02-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.7% 11/15/2059                                                        | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    240000 | PA      | $166007.52    | 0.01%             | 2059-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4% 12/15/2036                                                                            | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175078.83    | 0.01%             | 2036-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.775%/VAR 06/12/2029                                                                | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104197.82    | 0.00%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | LAM RESEARCH CORP 2.875% 06/15/2050                                                                 | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95469.31     | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 0.875% 08/05/2030                                                                        | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    108000 | PA      | $94392.15     | 0.00%             | 2030-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 4.8% 02/14/2029                                                                    | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30476.69     | 0.00%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 6.5% 12/01/2052                               | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    280000 | PA      | $285737.20    | 0.01%             | 2052-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROHM and HAAS CO                                                                | ROHM and HAAS CO 7.85% 07/15/2029                                                                   | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $133635.96    | 0.00%             | 2029-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 03/20/2043#MA0851                                                                      | CUSIP: 36179M5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12368 | PA      | $11320.09     | 0.00%             | 2043-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2051#SD8161                                                                    | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6366172 | PA      | $5318604.18   | 0.17%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 2.78% 12/01/2060                                                                   | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    810000 | PA      | $432540.00    | 0.01%             | 2060-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 2.9% 10/01/2030                                                                            | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93091.85     | 0.00%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.65% 02/08/2051                                                                          | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $306784.42    | 0.01%             | 2051-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 3.9% 01/25/2028                                                                  | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $188652.17    | 0.01%             | 2028-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 05/15/2028                                                                         | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    231000 | PA      | $226749.96    | 0.01%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                       | BAXTER INTERNATIONAL INC 1.915% 02/01/2027                                                          | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    330000 | PA      | $319182.04    | 0.01%             | 2027-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2052#FS7061                                                                      | CUSIP: 3140XNZ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536982 | PA      | $465876.79    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#CA2055                                                                    | CUSIP: 3140Q9H97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387922 | PA      | $379418.79    | 0.01%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 1.5% 02/15/2031                                                                        | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    295000 | PA      | $254363.03    | 0.01%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 5.95% 04/01/2041                                                                     | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126874.71    | 0.00%             | 2041-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 3.375% 10/01/2040                                                 | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    220000 | PA      | $161362.35    | 0.01%             | 2040-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 06/30/2029                                                                          | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4530000 | PA      | $4629912.32   | 0.15%             | 2029-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 07/01/2051#SD0716                                                                      | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590447 | PA      | $480006.18    | 0.02%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 4.35% 11/01/2042                                                                | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    560000 | PA      | $472945.84    | 0.01%             | 2042-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2050#BQ1163                                                                      | CUSIP: 3140KLJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72458 | PA      | $58180.14     | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.4% 03/01/2043                                                                            | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43316.65     | 0.00%             | 2043-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                            | MISSISSIPPI POWER CO 4.25% 03/15/2042                                                               | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43022.20     | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 4.337%/VAR 04/25/2033                                                           | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48366.64     | 0.00%             | 2033-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2046#BM4621                                                                    | CUSIP: 3140J9D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254104 | PA      | $239409.92    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2033#MA3339                                                                      | CUSIP: 31418CV92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66005 | PA      | $64233.68     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 4.899%/VAR 05/13/2031                                                | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102049.22    | 0.00%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 10/20/2042#783692                                                                        | CUSIP: 3622A2C59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    304397 | PA      | $278956.86    | 0.01%             | 2042-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 3.75% 05/15/2028                                                              | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99783.68     | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 4.65% 10/01/2043                                                      | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    158000 | PA      | $132890.92    | 0.00%             | 2043-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 05/20/2053#MA8877                                                                      | CUSIP: 36179X2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    346408 | PA      | $336344.63    | 0.01%             | 2053-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 2.375% 08/26/2029                                                                             | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    270000 | PA      | $252898.12    | 0.01%             | 2029-08-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 5.5% 01/17/2048                                                             | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $200000.00    | 0.01%             | 2048-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 2.95% 08/15/2051                                                      | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $137971.41    | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 4.125% 02/24/2042                                                          | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $193302.10    | 0.01%             | 2042-02-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 4% 03/01/2026                                                                       | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159623.23    | 0.01%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2052#FS5387                                                                    | CUSIP: 3140XL6Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2287193 | PA      | $1900824.06   | 0.06%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.449%/VAR 07/20/2029                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2218609.83   | 0.07%             | 2029-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 3.95% 03/01/2049                                                                        | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     56000 | PA      | $43805.55     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 4.893% 09/11/2033                                                        | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110635.11    | 0.00%             | 2033-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2% 11/15/2026                                                                             | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    562000 | PA      | $550167.26    | 0.02%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.439% 10/06/2048                                                    | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1007279.18   | 0.03%             | 2048-10-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.45% 08/08/2036                                                                     | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    830000 | PA      | $748920.14    | 0.02%             | 2036-08-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.2% 08/14/2029                                                                    | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292560.88    | 0.01%             | 2029-08-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 1.45% 01/15/2031                                                            | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    170000 | PA      | $148265.42    | 0.00%             | 2031-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 2.875% 05/01/2030                                                          | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    560000 | PA      | $523803.34    | 0.02%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 3.45% 01/15/2050                                                                  | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    120000 | PA      | $83376.64     | 0.00%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.3% 07/08/2034                                                                         | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94989.59     | 0.00%             | 2034-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2041#ZT1578                                                                      | CUSIP: 3132ADXF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    508048 | PA      | $494439.97    | 0.02%             | 2041-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/52#CB2764                                                                           | CUSIP: 3140QNCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78335 | PA      | $62581.35     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.469% 04/15/2034 144A                                                                 | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206296.81    | 0.01%             | 2034-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.547%/VAR 06/20/2034                                                             | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $214574.85    | 0.01%             | 2034-06-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.2% 04/01/2045                                                                   | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95706.61     | 0.00%             | 2045-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 10/15/2027                                                                         | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25440000 | PA      | $25568193.69  | 0.81%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2041#A96413                                                                      | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30716 | PA      | $29944.31     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2052#                                                                            | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1252045 | PA      | $1285790.80   | 0.04%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                              | REGAL REXNORD CORP 6.4% 04/15/2033                                                                  | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117027.35    | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 3.5% 03/01/2028                                                                    | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157794.55    | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2047#BE3867                                                                      | CUSIP: 3140FPJM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8377 | PA      | $7474.50      | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 10/31/2026                                                                         | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8680000 | PA      | $8415531.25   | 0.27%             | 2026-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 2.9% 06/15/2050                                                       | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    120000 | PA      | $75461.88     | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 6.625% 01/29/2038                                                      | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    370000 | PA      | $379250.00    | 0.01%             | 2038-01-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 6.75% 04/01/2046                                                                  | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    405000 | PA      | $419367.64    | 0.01%             | 2046-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 4.2% 08/15/2048                                                           | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78662.90     | 0.00%             | 2048-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.976%/VAR 08/11/2033                                                      | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200521.76    | 0.01%             | 2033-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 4% 09/01/2055 #TBA                                                                        | CUSIP: 01F040693<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $699990.23    | 0.02%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                           | REGIONS FINL CORP NEW 7.375% 12/10/2037                                                             | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113571.47    | 0.00%             | 2037-12-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 5.4% 01/31/2035                                                                 | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30790.88     | 0.00%             | 2035-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.625% 02/21/2053                                                                   | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127884.16    | 0.00%             | 2053-02-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE SERVICES INC 5.5% 04/01/2029                                                                   | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145203.25    | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATL INFORMN SVCS INC 1.15% 03/01/2026                                                     | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    246000 | PA      | $242088.11    | 0.01%             | 2026-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 02/20/2055#MB0204                                                                        | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1009489 | PA      | $998989.20    | 0.03%             | 2055-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | WEYERHAEUSER CO 4% 11/15/2029                                                                       | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    270000 | PA      | $266883.56    | 0.01%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 5.25% 03/14/2035                                                              | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $427867.83    | 0.01%             | 2035-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 2% 09/01/2029                                                                        | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    730000 | PA      | $676271.99    | 0.02%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 3.65% 02/01/2050                                                      | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    410000 | PA      | $282259.34    | 0.01%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2049#SD0040                                                                      | CUSIP: 3132DMBH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    334085 | PA      | $293709.19    | 0.01%             | 2049-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 1.65% 05/15/2031                                                  | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138486.86    | 0.00%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA 5.15% 04/05/2034                                                           | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    230000 | PA      | $237055.44    | 0.01%             | 2034-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MTG TR                                                              | BMO 2023-C6 A5 MTG TR 5.9562% 09/15/2056                                                            | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $148614.65    | 0.00%             | 2056-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 4.3% 01/15/2049                                                          | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $103833.78    | 0.00%             | 2049-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 4.017%/VAR 03/28/2028                                                                  | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199273.77    | 0.01%             | 2028-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 01/20/2055#MB0146                                                                        | CUSIP: 3618N5EU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4417125 | PA      | $4371181.29   | 0.14%             | 2055-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 5.525%/VAR 03/25/2036                                                                  | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204729.98    | 0.01%             | 2036-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                              | CNA FINANCIAL CORP 3.9% 05/01/2029                                                                  | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394214.65    | 0.01%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/15/2034                                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6580000 | PA      | $6541445.28   | 0.21%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2048#BJ9252                                                                      | CUSIP: 3140HBH68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47028 | PA      | $44629.00     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 02/20/2049#MA5764                                                                      | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8546 | PA      | $8372.83      | 0.00%             | 2049-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                          | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 3.138% 11/07/2029                                         | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $221159.23    | 0.01%             | 2029-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2048#BN3186                                                                      | CUSIP: 3140JKRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2839 | PA      | $2690.20      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 2.75% 03/27/2027                                                                           | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225787.71    | 0.01%             | 2027-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 4.2% 07/15/2027                                                       | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450697.59    | 0.01%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 6.25% 06/23/2055                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163580.63    | 0.01%             | 2055-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                        | SAFEHOLD GL HOLDINGS LLC 5.65% 01/15/2035                                                           | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151513.62    | 0.00%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 08/19/2028                                                     | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    300000 | PA      | $300633.12    | 0.01%             | 2028-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2054#RJ2653                                                                    | CUSIP: 3142GS5P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    932881 | PA      | $948787.16    | 0.03%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.3% 06/15/2062                                                                | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77818.36     | 0.00%             | 2062-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2047#AL9846                                                                    | CUSIP: 3138ER5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126911 | PA      | $125715.43    | 0.00%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.4% 05/01/2030                                                               | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211738.61    | 0.01%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 5.25% 03/15/2054                                                                        | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    270000 | PA      | $252490.24    | 0.01%             | 2054-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 09/01/2050#BP6750                                                                      | CUSIP: 3140KEQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    632311 | PA      | $507321.85    | 0.02%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 02/15/2029                                                                         | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1038000 | PA      | $1005157.04   | 0.03%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 0.75% 10/08/2030                                                             | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    150000 | PA      | $129190.59    | 0.00%             | 2030-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                                | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239401.55    | 0.01%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 4.375% 08/17/2048                                                                   | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $154724.99    | 0.00%             | 2048-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 1.65% 03/11/2031                                                                | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    197000 | PA      | $171048.59    | 0.01%             | 2031-03-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.25% 09/01/2050                                                                | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $57920.05     | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.5% 09/15/2050                                                                      | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    230000 | PA      | $139930.03    | 0.00%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.15% 05/18/2043                                                                   | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84872.38     | 0.00%             | 2043-05-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5.45% 03/15/2035                                                       | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245328.27    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 2.5% 09/22/2041                                                                         | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    390000 | PA      | $274858.28    | 0.01%             | 2041-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 6.49%/VAR 09/13/2029                                                                   | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $847995.06    | 0.03%             | 2029-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.95% 04/05/2054                                                                       | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $128240.32    | 0.00%             | 2054-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 4.25% 05/01/2040                                                                       | CUSIP: 369604BX0<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44257.38     | 0.00%             | 2040-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 5.291% 12/08/2046                                                                     | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202985.40    | 0.01%             | 2046-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.597%/VAR 03/24/2051                                                                | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187606.82    | 0.01%             | 2051-03-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.821%/VAR 01/26/2034                                                             | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100390.72    | 0.00%             | 2034-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 3.35% 09/17/2029                                                                   | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96749.61     | 0.00%             | 2029-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 04/01/2045#G08635                                                                    | CUSIP: 3128MJV56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79832 | PA      | $72149.26     | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.95% 02/01/2029                                                               | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $92632.48     | 0.00%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 2.559% 02/25/2030                                                        | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $186224.43    | 0.01%             | 2030-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#G67710                                                                    | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57090 | PA      | $52744.28     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.75% 03/25/2050                                                                         | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    390000 | PA      | $312291.61    | 0.01%             | 2050-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.25% 05/15/2030                                                                        | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104840.73    | 0.00%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 04/01/2051#SD0934                                                                      | CUSIP: 3132DNBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481862 | PA      | $382907.49    | 0.01%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.05% 12/03/2042                                                                | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118321.85    | 0.00%             | 2042-12-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/47#MA4197                                                                             | CUSIP: 36179SUW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81242 | PA      | $77541.46     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5% 09/30/2043                                                              | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    151000 | PA      | $143285.80    | 0.00%             | 2043-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.618%/VAR 11/20/2035                                                          | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $101788.08    | 0.00%             | 2035-11-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 10/01/2052#QF2693                                                                      | CUSIP: 3133BP7E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324999 | PA      | $258319.02    | 0.01%             | 2052-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.65% 01/15/2065                                                                  | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198282.41    | 0.01%             | 2065-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.442%/VAR 01/30/2036                                                           | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205578.91    | 0.01%             | 2036-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 4.05% 03/15/2042                                                      | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $126286.77    | 0.00%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.875% 02/22/2033                                                                     | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    310000 | PA      | $326738.05    | 0.01%             | 2033-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2053#SD2654                                                                      | CUSIP: 3132DP5P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    974760 | PA      | $963532.13    | 0.03%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 08/15/2049                                                        | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    267000 | PA      | $164768.20    | 0.01%             | 2049-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2037#SB0686                                                                    | CUSIP: 3132CWXP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325354 | PA      | $306621.56    | 0.01%             | 2037-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 2.55% 01/22/2030                                                     | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    530000 | PA      | $495141.14    | 0.02%             | 2030-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 09/01/2053#FS5749                                                                    | CUSIP: 3140XML79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    593166 | PA      | $615748.93    | 0.02%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2029                                                                         | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13400000 | PA      | $13642351.60  | 0.43%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.625% 04/15/2026                                                                  | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1285216.92   | 0.04%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2052#MA4807                                                                    | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139710 | PA      | $141437.09    | 0.00%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 4.25% 11/30/2046                                                            | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    116000 | PA      | $95240.59     | 0.00%             | 2046-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 11/30/2027                                                                         | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2407000 | PA      | $2254211.92   | 0.07%             | 2027-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                             | LABORATORY CORP OF AMER HLDGS 4.8% 10/01/2034                                                       | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    340000 | PA      | $333763.44    | 0.01%             | 2034-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 04/01/2052#FS2099                                                                    | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    948803 | PA      | $719811.05    | 0.02%             | 2052-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2048#                                                                            | CUSIP: 3140JADM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91371 | PA      | $81613.11     | 0.00%             | 2048-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.75% 02/15/2033                                                                | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159340.56    | 0.01%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                        | JOHNSON CONTROLS/TYCO FI 2% 09/16/2031                                                              | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    280000 | PA      | $242250.71    | 0.01%             | 2031-09-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2050#SD7526                                                                    | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1039987 | PA      | $881854.79    | 0.03%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2052#SD3209                                                                    | CUSIP: 3132DQR65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3793813 | PA      | $3169532.54   | 0.10%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 2.75% 06/01/2050                                                              | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    190000 | PA      | $118683.80    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 2.8% 10/01/2050                                                                 | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    180000 | PA      | $112237.22    | 0.00%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 4.75% 07/15/2030                                                             | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60546.90     | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 2.9% 06/15/2050                                                                        | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130262.86    | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 6.875% 11/01/2033                                                                  | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    370000 | PA      | $413687.94    | 0.01%             | 2033-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 4.4% 03/24/2051                                                              | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77570.75     | 0.00%             | 2051-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 2.341%/VAR 01/19/2028                                                    | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $321398.67    | 0.01%             | 2028-01-19      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#FM0076                                                                      | CUSIP: 3140X3CN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143953 | PA      | $126915.73    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                   | NSTAR ELEC CO 4.95% 09/15/2052                                                                      | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88927.89     | 0.00%             | 2052-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 10/01/2037#SB8183                                                                    | CUSIP: 3132D6CU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197741 | PA      | $192043.35    | 0.01%             | 2037-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC 3.95% 09/15/2026                                                     | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199354.56    | 0.01%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 4.75% 09/26/2034                                                            | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117958.65    | 0.00%             | 2034-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 5.15% 09/08/2033                                                            | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176279.42    | 0.01%             | 2033-09-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.9% 03/15/2049                                                          | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    270000 | PA      | $240593.10    | 0.01%             | 2049-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 5.15% 03/01/2030                                                            | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133692.60    | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 11/15/2026                                                                         | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6220000 | PA      | $6278555.45   | 0.20%             | 2026-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 4.75% 01/15/2043                                                                      | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $309660.63    | 0.01%             | 2043-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.734% 12/08/2047                                                                        | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $76539.85     | 0.00%             | 2047-12-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027                                                   | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335171.85    | 0.01%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.5% 01/31/2050                                                        | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1920000 | PA      | $1416960.00   | 0.04%             | 2050-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028                                                 | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    820000 | PA      | $823617.82    | 0.03%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                              | REGAL REXNORD CORP 6.3% 02/15/2030                                                                  | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    290000 | PA      | $307210.21    | 0.01%             | 2030-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2052#QF0270                                                                    | CUSIP: 3133BMJP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1310789 | PA      | $1266491.51   | 0.04%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2050#QB5200                                                                    | CUSIP: 3133ABX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507789 | PA      | $422009.70    | 0.01%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 05/20/2055#MB0368                                                                      | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    794643 | PA      | $818492.35    | 0.03%             | 2055-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 1.5% 06/03/2030                                                                      | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142906.50    | 0.00%             | 2030-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.65% 05/11/2050                                                                          | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    330000 | PA      | $204371.87    | 0.01%             | 2050-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 02/01/2052#                                                                          | CUSIP: 31418EBQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169519 | PA      | $128606.23    | 0.00%             | 2052-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                   | UNIVERSAL HEALTH SERVICES INC 2.65% 10/15/2030                                                      | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161567.38    | 0.01%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 4.95% 09/01/2031                                                                 | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175281.38    | 0.01%             | 2031-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 3% 11/26/2051                                                                    | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $64097.86     | 0.00%             | 2051-11-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029                                                | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    280000 | PA      | $300038.43    | 0.01%             | 2029-11-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 05/01/2053#SD8323                                                                      | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    527790 | PA      | $522782.17    | 0.02%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.25% 06/15/2055                                                                   | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    320000 | PA      | $287796.92    | 0.01%             | 2055-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3% 05/01/2030#MA4011                                                                      | CUSIP: 31418DN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108789 | PA      | $106737.40    | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 01/01/2053#BX6634                                                                      | CUSIP: 3140NBLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640922 | PA      | $656434.27    | 0.02%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.125% 08/31/2029                                                                         | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2207812.50   | 0.07%             | 2029-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 2.4% 04/10/2028                                                            | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180928.05    | 0.01%             | 2028-04-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 5.125% 02/15/2036                                                              | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178816.58    | 0.01%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 3.95% 12/01/2027                                                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374864.12    | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-C                                           | HYUNDAI AUTO RECEIVABLES TRUST 2022-C A3 5.39% 06/15/2027                                           | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    101802 | PA      | $102146.70    | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.1% 02/24/2035                                                                   | CUSIP: 17275RBZ4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266066.96    | 0.01%             | 2035-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 05/15/2044                                                       | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8980000 | PA      | $8735154.73   | 0.28%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.253%/VAR 03/05/2031                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265819.47    | 0.01%             | 2031-03-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 5.25% 07/15/2062                                                                           | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111528.82    | 0.00%             | 2062-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 4.875%/VAR 12/01/2032                                                | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199333.13    | 0.01%             | 2032-12-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVT CORP                                                                | DIAGEO INVT CORP 5.625% 04/15/2035                                                                  | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210546.66    | 0.01%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 4% 04/01/2029#BM5825                                                                      | CUSIP: 3140JAPK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23982 | PA      | $23913.36     | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.95% 03/29/2033                                                                  | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352372.82    | 0.01%             | 2033-03-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2054#SD8420                                                                    | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    729753 | PA      | $735582.61    | 0.02%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.95% 01/10/2047                                                                       | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $179632.04    | 0.01%             | 2047-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                 | NEVADA POWER CO 6% 03/15/2054                                                                       | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70619.00     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 05/31/2030                                                                          | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1860000 | PA      | $1864940.63   | 0.06%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 2.65% 08/15/2030                                                                            | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137138.15    | 0.00%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 4.85% 02/26/2029                                                                  | CUSIP: 17275RBR2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308130.35    | 0.01%             | 2029-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2051#QC0161                                                                      | CUSIP: 3133AJFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67101 | PA      | $54298.31     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                     | BLUE OWL CREDIT INCOME CORP 6.65% 03/15/2031                                                        | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $198499.03    | 0.01%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 5.45% 03/15/2034                                                                         | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276543.85    | 0.01%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029                                                        | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414679.95    | 0.01%             | 2029-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2052#FS0353                                                                      | CUSIP: 3140XFMB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2845611 | PA      | $2267110.26   | 0.07%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 4.05% 06/01/2042                                                              | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175969.53    | 0.01%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 2.55% 12/01/2033                                                                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    210000 | PA      | $176757.25    | 0.01%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 02/29/2028                                                                         | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5030000 | PA      | $4736648.84   | 0.15%             | 2028-02-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 12/01/2025#ZK2806                                                                    | CUSIP: 3131X6DK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2345 | PA      | $2335.09      | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                | WESTROCK MWV LLC 8.2% 01/15/2030                                                                    | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    200000 | PA      | $230111.32    | 0.01%             | 2030-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 09/20/2051#MA7589                                                                      | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1151846 | PA      | $981462.46    | 0.03%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.93% 05/01/2060                                                                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $316873.23    | 0.01%             | 2060-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2035#FM3019                                                                    | CUSIP: 3140X6K91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88169 | PA      | $86592.78     | 0.00%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 5.25% 05/24/2041                                                           | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    180000 | PA      | $177684.97    | 0.01%             | 2041-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 3.15% 01/01/2050                                                     | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $201657.44    | 0.01%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 5.125% 05/15/2031                                                                 | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103555.27    | 0.00%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.45% 05/19/2028                                              | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $506061.96    | 0.02%             | 2028-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 6.361%/VAR 10/27/2028                                                           | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $396870.89    | 0.01%             | 2028-10-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 4.875% 09/08/2028                                                             | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184790.89    | 0.01%             | 2028-09-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.125% 01/15/2027                                                               | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    950000 | PA      | $935662.10    | 0.03%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 11/20/2054#MB0024                                                                      | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    292302 | PA      | $281664.05    | 0.01%             | 2054-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.5% 02/24/2055                                                                   | CUSIP: 17275RCA8<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128308.31    | 0.00%             | 2055-02-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2051#QD0293                                                                    | CUSIP: 3133AWKE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    691916 | PA      | $575032.76    | 0.02%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.378% 07/25/2030                                                    | CUSIP: 3137FWHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    640000 | PA      | $565371.01    | 0.02%             | 2030-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | EATON CORP 4.15% 11/02/2042                                                                         | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85741.78     | 0.00%             | 2042-11-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 3.5% 07/15/2051                                                                             | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $91875.54     | 0.00%             | 2051-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 08/20/2048#MA5398                                                                        | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51094 | PA      | $48527.68     | 0.00%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 6.75% 03/15/2032                                                                       | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $147113.81    | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | BIOGEN INC 5.05% 01/15/2031                                                                         | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    670000 | PA      | $687600.98    | 0.02%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 11/30/2030                                                                         | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8470000 | PA      | $8725754.28   | 0.28%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                          | SMURFIT KAPPA TREASURY 5.438% 04/03/2034                                                            | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $307918.80    | 0.01%             | 2034-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.875% 07/31/2026                                                                         | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $785637.50    | 0.02%             | 2026-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 3.4% 03/01/2027                                                                   | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    790000 | PA      | $781522.01    | 0.02%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 3.5% 07/01/2029                                                                          | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    520000 | PA      | $504929.77    | 0.02%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 5.684%/VAR 11/21/2029                                                             | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209890.33    | 0.01%             | 2029-11-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 7% 09/01/2055 #TBA                                                                        | CUSIP: 01F070690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2125000 | PA      | $2235413.94   | 0.07%             | 2055-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2052#SD2629                                                                    | CUSIP: 3132DP4N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    648303 | PA      | $538989.47    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 3.35% 05/15/2027                                                          | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168005.00    | 0.01%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 06/01/2041     | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $201283.92    | 0.01%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION and STORAGE INC                                        | EASTERN GAS TRANSMISSION and STORAGE INC 3.9% 11/15/2049                                            | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $64559.78     | 0.00%             | 2049-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2033#BK5466                                                                      | CUSIP: 3140HKCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74991 | PA      | $72944.89     | 0.00%             | 2033-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.543%/VAR 02/01/2029                                                     | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    560000 | PA      | $566680.28    | 0.02%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 2.55% 02/01/2030                                                         | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195642.75    | 0.01%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2052#CB3022                                                                      | CUSIP: 3140QNLC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22363 | PA      | $19401.85     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 09/01/2050#QB3535                                                                      | CUSIP: 3133A94U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1691131 | PA      | $1357900.76   | 0.04%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH 2.5% 09/15/2028                                                                 | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    320000 | PA      | $298900.00    | 0.01%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 6.4% 11/15/2063                                                             | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    550000 | PA      | $588409.93    | 0.02%             | 2063-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 1.6% 08/15/2030                                                       | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87325.99     | 0.00%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HERSHEY CO                                                                      | HERSHEY CO 2.65% 06/01/2050                                                                         | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $32950.17     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 1.6% 01/15/2026                                                                    | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95851.01     | 0.00%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.75% 03/02/2063                                                                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    580000 | PA      | $557434.34    | 0.02%             | 2063-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 04/15/2027                                                                           | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10820000 | PA      | $10954827.37  | 0.35%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2052#BW7774                                                                    | CUSIP: 3140N0T88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532986 | PA      | $482329.04    | 0.02%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 5.35% 05/15/2034                                                            | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162823.11    | 0.01%             | 2034-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 3.95% 05/01/2050                                                                           | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $284666.37    | 0.01%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 5.1% 05/01/2033                                                                    | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280724.90    | 0.01%             | 2033-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 6.375% 06/15/2034                                                                       | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    310000 | PA      | $343879.34    | 0.01%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3.75% 06/01/2026                                                                     | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288381.23    | 0.01%             | 2026-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2048#MA3538                                                                      | CUSIP: 31418C4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21664 | PA      | $21830.79     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 07/20/2052#MA8151                                                                      | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    545427 | PA      | $530647.22    | 0.02%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5.125% 06/19/2059                                                                | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $434356.96    | 0.01%             | 2059-06-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.65% 01/17/2029                                                           | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134043.32    | 0.00%             | 2029-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 2.15% 02/03/2032                                                                         | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    510000 | PA      | $432402.51    | 0.01%             | 2032-02-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 06/01/2051#QC2901                                                                      | CUSIP: 3133AMGJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448937 | PA      | $357530.04    | 0.01%             | 2051-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.85% 06/15/2028                                                             | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    960000 | PA      | $955975.18    | 0.03%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.375% 02/08/2041                                                                         | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    920000 | PA      | $644209.13    | 0.02%             | 2041-02-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.2% 03/22/2063                                                                          | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145711.74    | 0.00%             | 2063-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 2.2% 09/15/2031                                                            | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123884.06    | 0.00%             | 2031-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                | WESTINGHOUSE AIR BRAKE TECH CORP 3.45% 11/15/2026                                                   | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198054.45    | 0.01%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2048#MA5137                                                                        | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27696 | PA      | $26348.35     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.375% 10/15/2028                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100542.27    | 0.00%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 5.75% 08/15/2042                                                                         | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155637.49    | 0.00%             | 2042-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | ROYALTY PHARMA PLC 3.35% 09/02/2051                                                                 | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $249938.72    | 0.01%             | 2051-09-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMWARE INC 1.4% 08/15/2026                                                                          | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    690000 | PA      | $670886.17    | 0.02%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 4.9% 09/15/2045                                                                 | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87290.22     | 0.00%             | 2045-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 6% 01/09/2028                                                              | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    330000 | PA      | $341822.99    | 0.01%             | 2028-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 12/01/2053#RJ0505                                                                    | CUSIP: 3142GQR38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    513374 | PA      | $537852.23    | 0.02%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/52#MA8044                                                                           | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154469 | PA      | $141078.40    | 0.00%             | 2052-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.5% 12/06/2048                                                                      | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85631.09     | 0.00%             | 2048-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.85% 06/15/2044                                                                         | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $312261.03    | 0.01%             | 2044-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 4.875% 04/15/2049                                                       | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137027.32    | 0.00%             | 2049-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 03/01/2054#SD8409                                                                      | CUSIP: 3132DWKW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1670019 | PA      | $1709288.96   | 0.05%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.55% 06/01/2045                                                              | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282018.21    | 0.01%             | 2045-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2035#SB8035                                                                    | CUSIP: 3132D54U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202803 | PA      | $192013.78    | 0.01%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.298% 01/30/2032                                                             | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $415916.61    | 0.01%             | 2032-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 5.125% 01/15/2034                                                                       | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102187.18    | 0.00%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#MA4255                                                                      | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3882582 | PA      | $3111468.78   | 0.10%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2052#BV9808                                                                      | CUSIP: 3140MP3S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46430 | PA      | $43379.36     | 0.00%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 10/31/2030                                                                         | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7650000 | PA      | $8058796.88   | 0.26%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2046#FM2316                                                                    | CUSIP: 3140X5SE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    639763 | PA      | $602376.39    | 0.02%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 4.1% 03/15/2029                                                                            | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160346.89    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 04/01/2036#SB8098                                                                      | CUSIP: 3132D57K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1444747 | PA      | $1329274.48   | 0.04%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.125% 07/07/2028                                                       | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174399.47    | 0.01%             | 2028-07-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 4.95% 01/15/2033                                                             | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150485.07    | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 6.317%/VAR 10/25/2029                                                     | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $532753.89    | 0.02%             | 2029-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 6.068%/VAR 06/13/2036                                                      | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $279035.41    | 0.01%             | 2036-06-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2052#BV8580                                                                    | CUSIP: 3140MNRA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475447 | PA      | $429813.03    | 0.01%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2042#G07242                                                                      | CUSIP: 3128M9LX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24427 | PA      | $23801.02     | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC T5Y+NA 03/15/2055                                                                       | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208305.20    | 0.01%             | 2055-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 06/20/2055#MB0424                                                                      | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4837709 | PA      | $4875852.69   | 0.15%             | 2055-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2051#BR8853                                                                      | CUSIP: 3140L7ZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1128110 | PA      | $903353.03    | 0.03%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 2.3% 06/15/2026                                                                | CUSIP: 68323AFF6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     70000 | PA      | $69086.50     | 0.00%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 4.2% 08/15/2045                                                            | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    180000 | PA      | $148779.50    | 0.00%             | 2045-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2032#MA2964                                                                      | CUSIP: 31418CJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117540 | PA      | $114657.74    | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 5.7% 06/15/2034                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125500.22    | 0.00%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                         | PUBLIC SERVICE CO OF OK 5.25% 01/15/2033                                                            | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102144.12    | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2051#SD4957                                                                      | CUSIP: 3132DSQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3514605 | PA      | $2822066.17   | 0.09%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.808% 09/14/2033                                                      | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213696.44    | 0.01%             | 2033-09-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 3.2% 07/30/2046                                                                 | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71326.57     | 0.00%             | 2046-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                    | FORTINET INC 1% 03/15/2026                                                                          | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206075.81    | 0.01%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                    | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 5.15% 09/15/2030                                       | CUSIP: 02589BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $207390.82    | 0.01%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTL LLC                                                               | HUNTSMAN INTL LLC 2.95% 06/15/2031                                                                  | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85499.79     | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP 4% 03/01/2029                                                                | CUSIP: 101137AX5<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99741.18     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 5.55% 11/20/2030                                                           | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    190000 | PA      | $201222.19    | 0.01%             | 2030-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 05/31/2029                                                                           | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    990000 | PA      | $1019932.04   | 0.03%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | JPMORGAN CHASE BANK NA 5.11% 12/08/2026                                                             | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    725000 | PA      | $734345.50    | 0.02%             | 2026-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2052#QF3417                                                                      | CUSIP: 3133BQYN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230224 | PA      | $236429.09    | 0.01%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 1.5% 07/01/2041#RB5117                                                                    | CUSIP: 3133KYVJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1274597 | PA      | $1061257.83   | 0.03%             | 2041-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP 6.5%/VAR 06/01/2055                                                                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153006.45    | 0.00%             | 2055-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.55% 03/15/2035                                                                         | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    570000 | PA      | $558070.70    | 0.02%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.65% 11/01/2028                                                                          | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62326.03     | 0.00%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 5.65% 06/11/2034                                                                | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133328.12    | 0.00%             | 2034-06-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 6.5% 02/01/2038                                                                         | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226338.53    | 0.01%             | 2038-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063     | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $302851.91    | 0.01%             | 2063-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                   | MEDTRONIC INC 4.625% 03/15/2045                                                                     | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98655.55     | 0.00%             | 2045-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                  | BRUNSWICK CORP 5.1% 04/01/2052                                                                      | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30349.11     | 0.00%             | 2052-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 6.565%/VAR 06/12/2029                                                       | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105174.22    | 0.00%             | 2029-06-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 4.55% 06/01/2052                                                      | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84277.13     | 0.00%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2037#BW1280                                                                    | CUSIP: 3140MSM69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414280 | PA      | $388615.84    | 0.01%             | 2037-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 12/25 #932843                                                                       | CUSIP: 31412RLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       835 | PA      | $831.96       | 0.00%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 0.54% 10/27/2025                                                                         | CUSIP: 3136G45C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $497144.14    | 0.02%             | 2025-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2049#ZT1711                                                                    | CUSIP: 3132AD3U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11002 | PA      | $10737.22     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2032#AS9882                                                                    | CUSIP: 3138WK6U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15290 | PA      | $15122.29     | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 5.3% 05/15/2065                                                                        | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96175.17     | 0.00%             | 2065-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | TAMPA ELECTRIC CO 4.9% 03/01/2029                                                                   | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174014.87    | 0.01%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 2% 03/20/2028                                                                   | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114389.08    | 0.00%             | 2028-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 2.9% 05/05/2027                                                               | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393967.82    | 0.01%             | 2027-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 03/01/2035#SB8036                                                                      | CUSIP: 3132D54V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31847 | PA      | $30735.96     | 0.00%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.621% 12/25/2030                                                    | CUSIP: 3137F8ZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540000 | PA      | $477596.90    | 0.02%             | 2030-12-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 3.7% 04/11/2028                                                                      | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139582.15    | 0.00%             | 2028-04-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2052#SD7549                                                                      | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188477 | PA      | $152634.43    | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 5.1% 08/17/2040                                                                         | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    180000 | PA      | $178924.70    | 0.01%             | 2040-08-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2048#Q59585                                                                      | CUSIP: 3132Y3UK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191919 | PA      | $182061.93    | 0.01%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 07/20/2047#MA4586                                                                      | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13648 | PA      | $12628.71     | 0.00%             | 2047-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 2.65% 07/15/2030                                                            | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    138000 | PA      | $128338.69    | 0.00%             | 2030-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HERSHEY CO                                                                      | HERSHEY CO 1.7% 06/01/2030                                                                          | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    340000 | PA      | $304467.86    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 08/20/2050#MA6819                                                                      | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1512804 | PA      | $1291548.01   | 0.04%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                             | AVERY DENNISON CORP 5.75% 03/15/2033                                                                | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105372.56    | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.125% 05/15/2045                                                                       | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86450.31     | 0.00%             | 2045-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 12/01/2053#SD8384                                                                      | CUSIP: 3132DWJ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1202676 | PA      | $1231708.70   | 0.04%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 4.95% 06/15/2032                                                                   | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337009.52    | 0.01%             | 2032-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                         | ILLINOIS TOOL WORKS INC 3.9% 09/01/2042                                                             | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83015.22     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 06/20/2055#MB0421                                                                        | CUSIP: 3618N5PF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104548 | PA      | $97490.77     | 0.00%             | 2055-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME GROUP INC 5.3% 09/15/2043                                                                       | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150129.06    | 0.00%             | 2043-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.3% 02/26/2054                                                                   | CUSIP: 17275RBU5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134636.56    | 0.00%             | 2054-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2050#BP7293                                                                    | CUSIP: 3140KFC78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263139 | PA      | $220414.28    | 0.01%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.375% 03/22/2028                                                          | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    656000 | PA      | $658731.42    | 0.02%             | 2028-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | NUCOR CORP 3.125% 04/01/2032                                                                        | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182961.85    | 0.01%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 5.3% 02/08/2041                                                                      | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    280000 | PA      | $291288.85    | 0.01%             | 2041-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 2.15% 05/20/2030                                                                       | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    380000 | PA      | $348784.68    | 0.01%             | 2030-05-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/46#MA2705                                                                           | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4329 | PA      | $3866.99      | 0.00%             | 2046-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.9% 05/15/2035                                                                         | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90175.98     | 0.00%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 4.234% 11/06/2028                                                        | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    830000 | PA      | $833998.85    | 0.03%             | 2028-11-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2051#FM6558                                                                      | CUSIP: 3140XAJC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3989642 | PA      | $3172330.23   | 0.10%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/31/2029                                                                             | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11640000 | PA      | $11785954.66  | 0.37%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.78% 03/25/2038                                                                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    712000 | PA      | $655207.67    | 0.02%             | 2038-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 5.125% 10/01/2035                                                           | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199917.66    | 0.01%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.65% 06/15/2035                                                                       | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    476000 | PA      | $499140.03    | 0.02%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2042#AQ7688                                                                      | CUSIP: 3138MPRJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27775 | PA      | $25320.37     | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2032#BM5110                                                                      | CUSIP: 3140J9VC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9932 | PA      | $9727.73      | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2051#FM7837                                                                      | CUSIP: 3140XBV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4096236 | PA      | $3590946.57   | 0.11%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 1.125% 10/07/2030                                                              | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1111000 | PA      | $969891.89    | 0.03%             | 2030-10-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 2.95% 05/15/2050                                                                    | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63208.38     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2046#ZS9775                                                                    | CUSIP: 3132AA2G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    536276 | PA      | $500179.70    | 0.02%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.15% 06/15/2053                                                               | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117579.52    | 0.00%             | 2053-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 02/15/2035                                                                         | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18370000 | PA      | $18998599.36  | 0.60%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.125% 12/15/2045                                                                | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226293.91    | 0.01%             | 2045-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 3.15% 08/15/2027                                                               | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    352000 | PA      | $345772.57    | 0.01%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 2.3% 06/01/2030                                                                    | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119338.42    | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 4% 08/15/2045                                                         | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $89123.20     | 0.00%             | 2045-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.85% 10/29/2041                                 | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $201293.88    | 0.01%             | 2041-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | BIOGEN INC 3.15% 05/01/2050                                                                         | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    230000 | PA      | $143447.16    | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 04/01/2052#RA7141                                                                      | CUSIP: 3133KN5A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304593 | PA      | $245430.92    | 0.01%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.75% 02/15/2044                                                        | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    370000 | PA      | $306464.26    | 0.01%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2052#SD8245                                                                    | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    815021 | PA      | $787477.92    | 0.02%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 12/31/2029                                                                         | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9890000 | PA      | $10170087.87  | 0.32%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.625% 09/01/2049                                                                    | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    420000 | PA      | $305072.43    | 0.01%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030                                                   | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47037.30     | 0.00%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2% 04/01/2052#FA0356                                                                 | CUSIP: 3140W0ME2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478520 | PA      | $386771.49    | 0.01%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 2.293% 04/05/2027                                                               | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165500.71    | 0.01%             | 2027-04-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.5% 03/18/2054                                                                  | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $187582.00    | 0.01%             | 2054-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 05/01/2035#SB8045                                                                    | CUSIP: 3132D55E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271506 | PA      | $257061.78    | 0.01%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 4.4% 07/13/2027                                                             | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110257.34    | 0.00%             | 2027-07-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 1.722%/VAR 09/14/2027                                                            | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $778244.54    | 0.02%             | 2027-09-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2051#MA7316                                                                      | CUSIP: 36179WDV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52381 | PA      | $51416.00     | 0.00%             | 2051-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 5.066%/VAR 03/25/2031                                                                  | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $358358.15    | 0.01%             | 2031-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 1.65% 01/15/2031                                                                       | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155931.81    | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 01/31/2028                                                                          | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4807000 | PA      | $4493042.81   | 0.14%             | 2028-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026                                                             | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1599901.89   | 0.05%             | 2026-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 5.2% 01/14/2055                                                                        | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    430000 | PA      | $406687.05    | 0.01%             | 2055-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 5.35% 12/01/2053                                                                         | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125216.13    | 0.00%             | 2053-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2043#G07459                                                                    | CUSIP: 3128M9TQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206383 | PA      | $194244.32    | 0.01%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 2.25% 07/01/2030                                                                           | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118855.84    | 0.00%             | 2030-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                   | OHIO POWER CO 5% 06/01/2033                                                                         | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100580.37    | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 5.65% 03/15/2035                                                                   | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30322.46     | 0.00%             | 2035-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3% 01/15/2052                                                                             | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64026.81     | 0.00%             | 2052-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 3.306% 06/27/2029                                                                | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $193213.23    | 0.01%             | 2029-06-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.45% 07/15/2030                                                           | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    840000 | PA      | $862431.56    | 0.03%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.4% 06/14/2046                                                              | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98668.42     | 0.00%             | 2046-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.35% 09/15/2032                                                            | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316666.31    | 0.01%             | 2032-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2052#                                                                            | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125696 | PA      | $107122.23    | 0.00%             | 2052-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 5.268%/VAR 05/10/2033                                                          | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101709.11    | 0.00%             | 2033-05-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.406%/VAR 04/19/2034                                                    | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208646.89    | 0.01%             | 2034-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 5.8% 04/01/2047                                                                           | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101069.91    | 0.00%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2051#BQ6788                                                                      | CUSIP: 3140KSRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4005283 | PA      | $3201038.55   | 0.10%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2053#CB5774                                                                    | CUSIP: 3140QRMY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    668209 | PA      | $675844.31    | 0.02%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2046#AL9285                                                                    | CUSIP: 3138ERJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104624 | PA      | $96829.52     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                              | AON CORP / AON GLOBAL HOLDINGS PLC 2.85% 05/28/2027                                                 | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97962.49     | 0.00%             | 2027-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                       | ARCHER DANIELS MIDLAND CO 4.5% 08/15/2033                                                           | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98711.74     | 0.00%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 5.272% 08/03/2026                                                                 | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443933.84    | 0.01%             | 2026-08-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 4.8% 08/01/2045                                                                  | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $205879.71    | 0.01%             | 2045-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.375% 03/12/2029                                                                   | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $205201.20    | 0.01%             | 2029-03-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2050#MA4120                                                                    | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1142930 | PA      | $957358.61    | 0.03%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033                              | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    500000 | PA      | $517955.00    | 0.02%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2052#SD1572                                                                      | CUSIP: 3132DNW90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77659 | PA      | $77577.48     | 0.00%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 5.55%/VAR 03/19/2035                                                                   | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $226773.12    | 0.01%             | 2035-03-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#BK0534                                                                      | CUSIP: 3140HDSY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113434 | PA      | $99618.34     | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2050#FM5035                                                                      | CUSIP: 3140X8SZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29978 | PA      | $28402.13     | 0.00%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/20/2052#MA8099                                                                      | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1202282 | PA      | $1097310.41   | 0.03%             | 2052-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#MA2737                                                                      | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75604 | PA      | $67530.51     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA INC                                                           | CREDIT SUISSE USA INC 7.125% 07/15/2032                                                             | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    220000 | PA      | $251433.64    | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.4% 08/08/2026                                                                      | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    520000 | PA      | $512400.15    | 0.02%             | 2026-08-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                               | GOLDMAN SACHS PRIVATE CREDIT CORP 6.25% 05/06/2030 144A                                             | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71684.14     | 0.00%             | 2030-05-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2014-C24                                                 | JPMBB 2014-C24 A5 3.6385% 11/47                                                                     | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29474 | PA      | $28851.90     | 0.00%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                             | PORT AUTHORITY 3.175% 7/15/2060                                                                     | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    300000 | PA      | $191324.70    | 0.01%             | 2060-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.375% 11/02/2043                                                            | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95367.23     | 0.00%             | 2043-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 3.35% 03/08/2027                                                               | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    670000 | PA      | $664408.54    | 0.02%             | 2027-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 2.55% 08/18/2060                                                                        | CUSIP: 615369AU9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $50747.07     | 0.00%             | 2060-08-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GRAINGER (W.W.) INC                                                             | GRAINGER (W.W.) INC 3.75% 05/15/2046                                                                | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $93210.32     | 0.00%             | 2046-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.1% 04/15/2030                                                           | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $265864.89    | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2049#BN5342                                                                      | CUSIP: 3140JM5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85900 | PA      | $81329.46     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | DR HORTON INC 1.3% 10/15/2026                                                                       | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126017.59    | 0.00%             | 2026-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                  | PUBLIC STORAGE 4.375% 07/01/2030                                                                    | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50312.25     | 0.00%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                          | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047                                          | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $303554.07    | 0.01%             | 2047-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 3.5% 10/15/2032                                                       | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119214.21    | 0.00%             | 2032-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.85% 09/03/2041                                                         | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    920000 | PA      | $655886.61    | 0.02%             | 2041-09-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.294% 08/18/2027                                                                | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $611036.32    | 0.02%             | 2027-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 10/01/2055 #TBA                                                                        | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2425000 | PA      | $2201289.63   | 0.07%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/28/2031                                                                          | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6710000 | PA      | $6871721.47   | 0.22%             | 2031-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.4% 08/15/2054                                                                  | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    356000 | PA      | $341504.64    | 0.01%             | 2054-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 1.2% 04/27/2026                                                                | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1030000 | PA      | $1010044.83   | 0.03%             | 2026-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2052#MA4511                                                                      | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97634 | PA      | $77877.17     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2050#RA2457                                                                      | CUSIP: 3133KHWS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81625 | PA      | $71964.07     | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 3.2% 02/15/2031                                                                  | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150290.00    | 0.00%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 6.15% 04/01/2033                                                            | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114927.77    | 0.00%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                     | AMEREN CORP 5.375% 03/15/2035                                                                       | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101597.53    | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                            | ALBERTA PROVINCE CDA 1.3% 07/22/2030                                                                | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    360000 | PA      | $319276.80    | 0.01%             | 2030-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 09/01/2050#QB3677                                                                      | CUSIP: 3133AACN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43156 | PA      | $34652.33     | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#BK7877                                                                    | CUSIP: 3140HMXF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19749 | PA      | $19253.25     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                             | CONNECTICUT LT and PWR CO 4.15% 06/01/2045                                                          | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    160000 | PA      | $131331.34    | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2049#BO2589                                                                    | CUSIP: 3140JW2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32072 | PA      | $27054.75     | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2047#MA4319                                                                      | CUSIP: 36179SYQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16113 | PA      | $14049.51     | 0.00%             | 2047-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.137% 11/15/2035 144A                                                                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    290000 | PA      | $245372.34    | 0.01%             | 2035-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 5.6% 01/15/2035                                                               | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $315375.00    | 0.01%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3% 11/13/2027                                                                             | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    890000 | PA      | $877468.42    | 0.03%             | 2027-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.068%/VAR 04/30/2041                                                        | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    380000 | PA      | $289300.94    | 0.01%             | 2041-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                        | INTERSTATE PWR and LT CO 2.3% 06/01/2030                                                            | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    104000 | PA      | $94838.27     | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.9% 10/01/2026                                                                  | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451866.01    | 0.01%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 3.5% 10/15/2051                                                                    | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $236613.95    | 0.01%             | 2051-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2049#CA2970                                                                      | CUSIP: 3140QAJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44035 | PA      | $44332.93     | 0.00%             | 2049-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.75% 11/15/2042                                                        | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    329000 | PA      | $248664.88    | 0.01%             | 2042-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 1.45% 02/15/2031                                                              | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430449.02    | 0.01%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2050#                                                                          | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507863 | PA      | $425404.37    | 0.01%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 5.5% 03/15/2055                                                                      | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91207.58     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 03/01/2049#ZN4293                                                                    | CUSIP: 3131YAXW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30354 | PA      | $29640.79     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                               | KEYBANK NATL ASSN 5.85% 11/15/2027                                                                  | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    710000 | PA      | $732335.24    | 0.02%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.9% 05/17/2044                                                                    | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278998.25    | 0.01%             | 2044-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.875% 11/15/2051                                                       | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1574000 | PA      | $856600.31    | 0.03%             | 2051-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 12/31/2027                                                                         | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1696000 | PA      | $1584037.51   | 0.05%             | 2027-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 5.35% 03/15/2035                                                      | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242308.47    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.15% 03/02/2028                                                                          | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409344.78    | 0.01%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELEC PWR CO                                                           | WISCONSIN ELEC PWR CO 1.7% 06/15/2028                                                               | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    490000 | PA      | $461490.72    | 0.01%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2049#MA3744                                                                      | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347857 | PA      | $305817.31    | 0.01%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                 | EASTERN ENERGY GAS HOLDINGS LLC 5.8% 01/15/2035                                                     | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312738.45    | 0.01%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2046#BC9095                                                                    | CUSIP: 3140F5C92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94144 | PA      | $87012.77     | 0.00%             | 2046-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                       | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8840000 | PA      | $8421826.54   | 0.27%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 4.25% 09/05/2034                                                                | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    130000 | PA      | $127887.50    | 0.00%             | 2034-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3.625% 12/01/2027                                                                    | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138423.08    | 0.00%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6% 09/01/2055 #TBA                                                                        | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13800000 | PA      | $14099719.44  | 0.45%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 1.5% 09/18/2030                                                          | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    930000 | PA      | $810745.94    | 0.03%             | 2030-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 3% 03/25/2030                                                                 | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96017.02     | 0.00%             | 2030-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 3.625% 07/15/2030                                                          | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   1710000 | PA      | $1702577.73   | 0.05%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.79%/VAR 05/13/2036                                                              | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $520202.80    | 0.02%             | 2036-05-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/46#BC1443                                                                        | CUSIP: 3140EVS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59734 | PA      | $57153.07     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2048#MA3442                                                                    | CUSIP: 31418CZG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29139 | PA      | $26777.20     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | DEUTSCHE BANK AG 4.1% 01/13/2026                                                                    | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $698649.81    | 0.02%             | 2026-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 1.2% 05/28/2026                                                             | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1193871.36   | 0.04%             | 2026-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 2.35% 11/13/2040                                                            | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    210000 | PA      | $144385.63    | 0.00%             | 2040-11-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.55% 02/15/2055                                                       | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81972.56     | 0.00%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 05/15/2027                                                                           | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16650000 | PA      | $16871783.16  | 0.53%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.95% 07/01/2050                                                        | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $190442.76    | 0.01%             | 2050-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.15% 05/15/2039                                                                    | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $396783.44    | 0.01%             | 2039-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 5.875% 09/30/2036                                                                | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $129092.33    | 0.00%             | 2036-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 3.1% 09/15/2049                                                          | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65447.71     | 0.00%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 12/01/2036#BU9140                                                                    | CUSIP: 3140MBEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162754 | PA      | $146297.65    | 0.00%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.8% 11/15/2043                                                                    | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99185.85     | 0.00%             | 2043-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.95% 08/01/2059                                                                          | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $110168.39    | 0.00%             | 2059-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 2.65% 09/22/2051                                                                        | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61512.75     | 0.00%             | 2051-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038                                                             | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    360000 | PA      | $398724.50    | 0.01%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2051#CB0072                                                                    | CUSIP: 3140QKCJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1625243 | PA      | $1359329.65   | 0.04%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2040#AE9160                                                                      | CUSIP: 31419LFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47098 | PA      | $45790.16     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 05/31/2026                                                                          | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3183000 | PA      | $3108348.69   | 0.10%             | 2026-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5% 08/15/2045                                                               | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102299.42    | 0.00%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.35% 05/15/2053                                                                       | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $302739.19    | 0.01%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD T5Y+NA 10/15/2054                                                                | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110336.27    | 0.00%             | 2054-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.6% 11/15/2060                                                                    | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    560000 | PA      | $365798.38    | 0.01%             | 2060-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2032#MA3187                                                                    | CUSIP: 31418CRH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134824 | PA      | $129692.87    | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 6.875% 02/15/2038                                                            | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    126000 | PA      | $143144.68    | 0.00%             | 2038-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.875% 03/25/2031                                                                       | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    820000 | PA      | $751817.21    | 0.02%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 07/31/2031                                                                         | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15070000 | PA      | $15317012.37  | 0.49%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.068%/VAR 01/24/2034                                                | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161881.36    | 0.01%             | 2034-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.65% 01/15/2043                                                                | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260861.10    | 0.01%             | 2043-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 5.45% 03/01/2047                                                                       | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150518.67    | 0.00%             | 2047-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 3.95% 03/01/2048                                                              | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $126797.75    | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 6.125% 09/15/2039                                                                   | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102381.73    | 0.00%             | 2039-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.2% 01/15/2036                                                           | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504550.81    | 0.02%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                  | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 4.464% 04/01/2048                                    | CUSIP: 0778FPAA7<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $105303.53    | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 4.2% 11/15/2069                                                                  | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $37444.51     | 0.00%             | 2069-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC 1.45% 05/15/2026                                                                        | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195870.93    | 0.01%             | 2026-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026                                                         | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1191205.54   | 0.04%             | 2026-11-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 1.25% 08/15/2030                                                                 | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104385.38    | 0.00%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.95% 09/01/2032                                                                            | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129223.25    | 0.00%             | 2032-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                                    | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $536587.95    | 0.02%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 4.3% 03/15/2049                                                         | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58041.92     | 0.00%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 5% 05/02/2033                                                                  | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204495.52    | 0.01%             | 2033-05-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 6.421% 08/02/2033                                                                  | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218049.80    | 0.01%             | 2033-08-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 5.2% 11/15/2034                                                               | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205214.46    | 0.01%             | 2034-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2% 02/15/2050                                                           | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    683000 | PA      | $394272.42    | 0.01%             | 2050-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.244% 08/25/2027                                                    | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    570000 | PA      | $562385.26    | 0.02%             | 2027-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2052#RA7061                                                                      | CUSIP: 3133KNZ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192465 | PA      | $180481.09    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 2.05% 08/15/2050                                                                       | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    510000 | PA      | $278369.26    | 0.01%             | 2050-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.197%/VAR 01/16/2031                                                    | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $412751.36    | 0.01%             | 2031-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 07/01/2032#G16495                                                                      | CUSIP: 3128MFNL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27491 | PA      | $26904.47     | 0.00%             | 2032-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2037#FS7053                                                                    | CUSIP: 3140XNZT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375137 | PA      | $370517.74    | 0.01%             | 2037-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.65% 07/30/2045                                                                      | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    267000 | PA      | $233831.42    | 0.01%             | 2045-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC 5.35% 01/15/2036                                                                  | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202983.73    | 0.01%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                                       | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4350000 | PA      | $4219839.82   | 0.13%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 5.25% 11/15/2041                                                                    | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117255.23    | 0.00%             | 2041-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2052#CB3346                                                                      | CUSIP: 3140QNWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1575777 | PA      | $1253458.58   | 0.04%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 3.9% 04/01/2052                                                                   | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $90695.05     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2034#CA4488                                                                    | CUSIP: 3140QB7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6002 | PA      | $5737.05      | 0.00%             | 2034-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2049#BN6370                                                                      | CUSIP: 3140JPCG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454318 | PA      | $450007.29    | 0.01%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BP0654                                                                      | CUSIP: 3140K7WQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314104 | PA      | $275554.48    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 11/01/2037#SB8189                                                                      | CUSIP: 3132D6C24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64878 | PA      | $63999.69     | 0.00%             | 2037-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2052#CB3353                                                                    | CUSIP: 3140QNWP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    863715 | PA      | $718080.35    | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.5% 04/15/2038                                                                             | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    570000 | PA      | $508273.81    | 0.02%             | 2038-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2049#SD5005                                                                      | CUSIP: 3132DSR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    798492 | PA      | $760999.75    | 0.02%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 6.15% 03/01/2037                                                                     | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    120000 | PA      | $131527.85    | 0.00%             | 2037-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 2.44% 01/15/2032                                                       | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350677.18    | 0.01%             | 2032-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 3.99% 03/01/2049                                                              | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    133000 | PA      | $104095.65    | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 2.75% 10/01/2026                                                       | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98259.23     | 0.00%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.75% 03/01/2046                                                                | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    240000 | PA      | $215201.21    | 0.01%             | 2046-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.55% 12/01/2033                                                                 | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $238310.42    | 0.01%             | 2033-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 07/01/2051#SD8154                                                                    | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    850275 | PA      | $645328.23    | 0.02%             | 2051-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COML MTG TR                                                      | CSAIL 2019-C17 COML MTG TR 3.0161% 09/17/2052                                                       | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $187727.80    | 0.01%             | 2052-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2052#SL0012                                                                    | CUSIP: 31427MAN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2347028 | PA      | $2121756.17   | 0.07%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 05/31/2027                                                                           | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     43000 | PA      | $40724.02     | 0.00%             | 2027-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 6.125% 05/15/2055                                                                    | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106913.94    | 0.00%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.971%/VAR 07/22/2038                                                                | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    440000 | PA      | $388210.48    | 0.01%             | 2038-07-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 06/18/2029                                                     | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $99928.95     | 0.00%             | 2029-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 5.11% 02/08/2034                                                            | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101257.93    | 0.00%             | 2034-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 6.2% 03/21/2032                                                          | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154303.19    | 0.00%             | 2032-03-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                             | VULCAN MATERIALS CO 5.35% 12/01/2034                                                                | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307289.54    | 0.01%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 5.7% 02/10/2055                                                                     | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98201.99     | 0.00%             | 2055-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                  | AON GLOBAL LTD 4.6% 06/14/2044                                                                      | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $142835.85    | 0.00%             | 2044-06-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 6.05% 05/14/2034                                                                         | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104071.18    | 0.00%             | 2034-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 3.9% 03/15/2039                                                                          | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61078.34     | 0.00%             | 2039-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.734%/VAR 01/28/2056                                                 | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199357.38    | 0.01%             | 2056-01-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 03/01/2053#SD8305                                                                      | CUSIP: 3132DWGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352815 | PA      | $329853.85    | 0.01%             | 2053-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2053#MA5071                                                                      | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23935 | PA      | $23700.64     | 0.00%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.09% 09/15/2052                                                               | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    119000 | PA      | $92909.34     | 0.00%             | 2052-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                   | REGENERON PHARMACEUTICALS INC 1.75% 09/15/2030                                                      | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264039.88    | 0.01%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK and PRESBYTERIAN HOSP                                                  | NEW YORK and PRESBYTERIAN HOSP 4.024% 08/01/2045                                                    | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    280000 | PA      | $228718.39    | 0.01%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 3.15% 11/15/2027                                                           | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49155.69     | 0.00%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 3.2% 01/15/2030                                                                             | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95681.65     | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.25% 11/21/2049                                                                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    470000 | PA      | $382942.32    | 0.01%             | 2049-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC 3.9% 04/15/2032                                                                         | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238021.02    | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028                                                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    735000 | PA      | $722276.14    | 0.02%             | 2028-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 08/15/2032                                                                          | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13225000 | PA      | $12279102.51  | 0.39%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 5.95% 06/15/2054                                                                  | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99959.92     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 10/20/2046#MA4008                                                                      | CUSIP: 36179SNZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21692 | PA      | $22466.05     | 0.00%             | 2046-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 15YR 2.5% 11/01/2032#BJ0980                                                               | CUSIP: 3140H2CS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121428 | PA      | $116603.09    | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                       | CLECO CORPORATE HLDGS LLC 4.973% 05/01/2046                                                         | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42808.75     | 0.00%             | 2046-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 4.65% 07/15/2032                                                                           | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454084.96    | 0.01%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA T5Y+NA 05/04/2037                                                               | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $172705.59    | 0.01%             | 2037-05-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.65%/VAR 10/18/2030                                                           | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $423584.23    | 0.01%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 2.6% 06/01/2051                                                       | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    187000 | PA      | $112284.21    | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.95% 07/03/2027                                                           | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71241.10     | 0.00%             | 2027-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 2.1% 11/15/2030                                                                     | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $397400.56    | 0.01%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 5.67% 06/08/2032                                                              | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201820.69    | 0.01%             | 2032-06-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC 4.3% 10/15/2030                                                                     | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1277044.32   | 0.04%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2052#                                                                            | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    899937 | PA      | $782457.68    | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2046#G61471                                                                      | CUSIP: 31335BT48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147863 | PA      | $143345.45    | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.2% 08/12/2061                                                                          | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $56380.33     | 0.00%             | 2061-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 5.2% 07/15/2031                                                                      | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308767.47    | 0.01%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 3.85% 08/15/2032                                                                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115976.56    | 0.00%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2049#                                                                          | CUSIP: 3132DV4G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25689 | PA      | $21622.78     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050                                                      | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $75275.77     | 0.00%             | 2050-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 2.8% 01/31/2030                                                           | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    560000 | PA      | $528756.46    | 0.02%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 3.55% 11/19/2026                                                                         | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    445000 | PA      | $440475.61    | 0.01%             | 2026-11-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                   | SUTTER HEALTH 5.537% 08/15/2035                                                                     | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    420000 | PA      | $437679.01    | 0.01%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | COLGATE-PALMOLIVE CO 3.1% 08/15/2027                                                                | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    410000 | PA      | $405038.18    | 0.01%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 6% 07/01/2039#FS8581                                                                      | CUSIP: 3140XQRB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    820009 | PA      | $846659.47    | 0.03%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2048#MA3495                                                                      | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72760 | PA      | $68934.06     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 1.4% 05/10/2026                                                                            | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    410000 | PA      | $401999.67    | 0.01%             | 2026-05-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 4.75% 03/15/2030                                                                         | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182586.72    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5.75% 06/28/2054                                                                 | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $248358.25    | 0.01%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | EASTMAN CHEMICAL CO 4.8% 09/01/2042                                                                 | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68982.18     | 0.00%             | 2042-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028                                                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002189.48   | 0.03%             | 2028-04-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 1.125% 08/03/2027                                                             | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    430000 | PA      | $406863.57    | 0.01%             | 2027-08-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 2.6% 02/15/2033 144A                                                                   | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86429.15     | 0.00%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2049#BN3942                                                                    | CUSIP: 3140JLLY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18579 | PA      | $19045.72     | 0.00%             | 2049-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2048#ZM8209                                                                    | CUSIP: 3131Y3DN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    346681 | PA      | $338865.21    | 0.01%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.55% 03/22/2051                                                         | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $355362.64    | 0.01%             | 2051-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                             | LABORATORY CORP OF AMER HLDGS 2.7% 06/01/2031                                                       | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145135.81    | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.95% 05/19/2050                                                                   | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54658.72     | 0.00%             | 2050-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.75% 05/15/2063                                                                 | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    530000 | PA      | $528250.25    | 0.02%             | 2063-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 4.625% 05/15/2033                                                               | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158834.77    | 0.01%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT INC 3.6% 12/15/2026                                                                        | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    530000 | PA      | $526571.37    | 0.02%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2052#FS7879                                                                    | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3977617 | PA      | $3306932.56   | 0.10%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 06/01/2054#SD5521                                                                    | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    511386 | PA      | $539445.54    | 0.02%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 4.75% 02/28/2028                                                           | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $407181.15    | 0.01%             | 2028-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2033#BJ2720                                                                    | CUSIP: 3140H4AW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25712 | PA      | $24699.12     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 3.8% 02/23/2028                                                                  | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $593865.36    | 0.02%             | 2028-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | TAMPA ELECTRIC CO 4.3% 06/15/2048                                                                   | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48834.85     | 0.00%             | 2048-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 5% 04/01/2049                                                                           | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    156000 | PA      | $137850.51    | 0.00%             | 2049-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.8% 07/08/2044                                                       | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107970.31    | 0.00%             | 2044-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 2.875% 06/01/2026                                                                   | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59290.63     | 0.00%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.805% 05/01/2050                                                                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $307723.79    | 0.01%             | 2050-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 4.15% 01/23/2030                                                      | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    507000 | PA      | $500397.79    | 0.02%             | 2030-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2048#MA5019                                                                      | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    228652 | PA      | $211224.87    | 0.01%             | 2048-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 03/01/2052#SD8209                                                                    | CUSIP: 3132DWDN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    469479 | PA      | $356171.20    | 0.01%             | 2052-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 5.5% 04/01/2053#BW5286                                                               | CUSIP: 3140MW2U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    730394 | PA      | $736616.93    | 0.02%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                               | JM SMUCKER CO/THE 6.2% 11/15/2033                                                                   | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107517.61    | 0.00%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 3.45% 04/23/2029                                                     | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    710000 | PA      | $694826.01    | 0.02%             | 2029-04-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.762%/VAR 03/29/2033                                                             | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $207264.74    | 0.01%             | 2033-03-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 02/15/2048                                                           | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121000 | PA      | $88760.12     | 0.00%             | 2048-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.85% 03/26/2050                                                                     | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    410000 | PA      | $317551.42    | 0.01%             | 2050-03-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 4.5% 12/05/2043                                                                 | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92686.79     | 0.00%             | 2043-12-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LA LLC 4% 03/15/2033                                                                        | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180196.97    | 0.01%             | 2033-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2052#SD8256                                                                      | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264562 | PA      | $247840.80    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 2.15% 12/10/2031                                                                   | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    380000 | PA      | $334565.62    | 0.01%             | 2031-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | EATON CORP 4.15% 03/15/2033                                                                         | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332070.41    | 0.01%             | 2033-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.1% 07/15/2029                                                                        | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51492.51     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 5.4% 11/20/2026                                                            | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1173793.37   | 0.04%             | 2026-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 4.4% 05/15/2042                                                         | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274425.12    | 0.01%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 4.9% 06/01/2026                                                       | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    410000 | PA      | $411293.70    | 0.01%             | 2026-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 03/01/2052#                                                                          | CUSIP: 3133KNYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2453190 | PA      | $2047212.44   | 0.06%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | MOTOROLA SOLUTIONS INC 5.4% 04/15/2034                                                              | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236209.90    | 0.01%             | 2034-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.3% 07/22/2027                                                              | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2489212.06   | 0.08%             | 2027-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                                                 | PPL CAP FDG INC 4% 09/15/2047                                                                       | CUSIP: 69352PAM5<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63634.00     | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                           | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 2.294% 07/01/2051                                             | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $562882.50    | 0.02%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2042#AQ1869                                                                      | CUSIP: 3138MHCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88973 | PA      | $81172.17     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2053#SD8372                                                                    | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    944290 | PA      | $952423.63    | 0.03%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 06/01/2051#FM8114                                                                      | CUSIP: 3140XCAQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1313281 | PA      | $1045885.82   | 0.03%             | 2051-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5.15% 04/01/2035                                                                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171475.19    | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GLOBAL HLDG CO LTD                                               | INGERSOLL RAND GLB HLDG CO LTD 4.3% 02/21/2048                                                      | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156366.71    | 0.00%             | 2048-02-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.375% 12/31/2028                                                                         | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2240000 | PA      | $2085300.00   | 0.07%             | 2028-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 02/15/2042                                                       | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    264000 | PA      | $214118.44    | 0.01%             | 2042-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.24%/VAR 05/13/2031                                                              | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $308390.03    | 0.01%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 2.9% 07/01/2050                                             | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63290.08     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.2% 05/25/2033                                                      | CUSIP: 3137HAAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $592888.20    | 0.02%             | 2033-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.6% 04/01/2050                                                                         | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $143614.52    | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.593%/VAR 05/04/2027                                                                | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1079505.78   | 0.03%             | 2027-05-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.85%/VAR 10/21/2033                                                                 | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    460000 | PA      | $486386.43    | 0.02%             | 2033-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#FM9783                                                                      | CUSIP: 3140XD2R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62793 | PA      | $49979.22     | 0.00%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                                       | AMERICOLD REALTY OPERATING PARTNERSHIP LP 5.6% 05/15/2032                                           | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152082.47    | 0.00%             | 2032-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6.55% 11/29/2027                                                        | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    230000 | PA      | $239950.72    | 0.01%             | 2027-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2049#MA3706                                                                    | CUSIP: 31418DDL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19093 | PA      | $19663.23     | 0.00%             | 2049-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT INC 3% 04/15/2052                                                                          | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $122482.53    | 0.00%             | 2052-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 5.2% 06/15/2062                                                       | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    320000 | PA      | $293166.02    | 0.01%             | 2062-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049                                                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393077.57    | 0.01%             | 2049-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/46#G08716                                                                         | CUSIP: 3128MJYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228723 | PA      | $211955.42    | 0.01%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 5.875% 06/15/2035                                                    | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $193634.38    | 0.01%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 11/30/2029                                                                         | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3970000 | PA      | $4003807.01   | 0.13%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 2.6% 10/01/2040                                                                 | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    580000 | PA      | $418213.55    | 0.01%             | 2040-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 5% 08/01/2030                                                                    | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403368.10    | 0.01%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/20/2049#MA5985                                                                      | CUSIP: 36179UUJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24259 | PA      | $22357.28     | 0.00%             | 2049-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2052#FS1948                                                                      | CUSIP: 3140XHEW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433782 | PA      | $405280.85    | 0.01%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 6% 11/22/2034                                                        | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90642.69     | 0.00%             | 2034-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2055#DC9727                                                                    | CUSIP: 3140AXYZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    472296 | PA      | $454342.83    | 0.01%             | 2055-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.375% 04/15/2040                                                                  | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88841.39     | 0.00%             | 2040-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 5% 02/15/2034                                                                        | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121453.38    | 0.00%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.645%/VAR 04/23/2027                                                           | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1562547.05   | 0.05%             | 2027-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2047#ZM4372                                                                    | CUSIP: 3131XX2D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135975 | PA      | $125165.58    | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 3.377% 04/05/2040                                                               | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119874.27    | 0.00%             | 2040-04-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 2.2% 03/15/2032                                                                 | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121152.93    | 0.00%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                        | SOUTHERN COPPER CORP DEL 5.25% 11/08/2042                                                           | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93788.00     | 0.00%             | 2042-11-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 1.1% 08/15/2030                                                                        | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    410000 | PA      | $358402.23    | 0.01%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029                                                  | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105384.32    | 0.00%             | 2029-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                                  | CARMAX AUTO OWNER TRUST 2024-4 4.6% 10/15/2029                                                      | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1008512.10   | 0.03%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2050#CA7810                                                                      | CUSIP: 3140QFVC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556050 | PA      | $488674.89    | 0.02%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                    | SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028                                                        | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160865.65    | 0.01%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2038#MA4861                                                                    | CUSIP: 31418EMK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485230 | PA      | $471249.23    | 0.01%             | 2038-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                            | TANGER PROPERTIES LP 3.125% 09/01/2026                                                              | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98461.67     | 0.00%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | KINDER MORGAN ENERGY PTNRS LP 7.3% 08/15/2033                                                       | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    530000 | PA      | $598037.73    | 0.02%             | 2033-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#RA6496                                                                    | CUSIP: 3133KNGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1281186 | PA      | $1075968.82   | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 4% 01/01/2039#ZA6152                                                                      | CUSIP: 31329PZR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187515 | PA      | $182753.94    | 0.01%             | 2039-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 5.45% 10/15/2032                                                                  | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146821.23    | 0.00%             | 2032-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#FS0208                                                                    | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187736 | PA      | $158896.72    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/2047#MA4780                                                                      | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5746 | PA      | $5662.02      | 0.00%             | 2047-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 5% 09/01/2040 #TBA                                                                        | CUSIP: 01F050494<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -825000 | PA      | $-833540.07   | -0.03%            | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 3.95% 03/01/2050                                                                          | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24833.84     | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 2.875% 02/07/2050                                                               | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $83566.36     | 0.00%             | 2050-02-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 01/01/2037#QN9295                                                                      | CUSIP: 3133GGKG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166567 | PA      | $153202.06    | 0.00%             | 2037-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 5.35% 09/15/2054                                                              | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103283.63    | 0.00%             | 2054-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | CAMDEN PROPERTY TRUST 3.15% 07/01/2029                                                              | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182555.83    | 0.01%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.625% 05/15/2031                                                                         | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9580000 | PA      | $8527322.68   | 0.27%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.4% 02/22/2062                                                                           | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84763.70     | 0.00%             | 2062-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 10/01/2053#QH3924                                                                      | CUSIP: 3133CGLD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492890 | PA      | $488060.05    | 0.02%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2053#FS4919                                                                    | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44193 | PA      | $36879.34     | 0.00%             | 2053-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 6.4% 03/15/2054                                                                            | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54092.93     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.03% 10/15/2047                                                              | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    328000 | PA      | $260126.90    | 0.01%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2051#QC0160                                                                      | CUSIP: 3133AJE90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53559 | PA      | $43390.10     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 4.875% 04/01/2030                                                                        | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384950.36    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 6.136%/VAR 08/24/2034                                                           | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $260789.87    | 0.01%             | 2034-08-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2051#MA7195                                                                      | CUSIP: 36179V7G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1911029 | PA      | $1759405.59   | 0.06%             | 2051-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                      | TOLL BROS FIN CORP 4.35% 02/15/2028                                                                 | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100235.18    | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 1.125% 01/13/2031                                                           | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    730000 | PA      | $636061.13    | 0.02%             | 2031-01-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030                                                   | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259309.93    | 0.01%             | 2030-07-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 2.875% 10/17/2029                                                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    400000 | PA      | $380980.05    | 0.01%             | 2029-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 08/20/2050#MA6823                                                                      | CUSIP: 36179VSL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55667 | PA      | $54589.23     | 0.00%             | 2050-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#MA3593                                                                    | CUSIP: 31418C7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12230 | PA      | $11935.02     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                         | CRH AMER FIN INC 5.5% 01/09/2035                                                                    | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206323.90    | 0.01%             | 2035-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.25% 11/09/2032                                                                        | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162075.48    | 0.01%             | 2032-11-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 5% 07/15/2052                                                                           | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108161.87    | 0.00%             | 2052-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/30/2031                                                                         | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6970000 | PA      | $7073460.94   | 0.22%             | 2031-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5% 04/15/2040                                                                         | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    330000 | PA      | $314628.38    | 0.01%             | 2040-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 5.45% 08/15/2033                                                                    | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71535.57     | 0.00%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 4.875% 05/15/2029                                                     | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305540.78    | 0.01%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5.55% 03/15/2054                                                       | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132922.33    | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                               | M and T BANK CORP 6.082%/VAR 03/13/2032                                                             | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106167.56    | 0.00%             | 2032-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.596%/VAR 07/26/2030                                                     | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101762.82    | 0.00%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 09/01/2051#QC7455                                                                    | CUSIP: 3133ASH89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    518008 | PA      | $392988.05    | 0.01%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 5.6% 06/15/2054                                                               | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128762.26    | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 08/01/2051#                                                                            | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593320 | PA      | $474740.00    | 0.02%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INVESTMENT BANK                                            | ASIAN INFRASTRUCTURE INVESTMENT BANK 4.25% 03/13/2034                                               | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |    300000 | PA      | $301651.30    | 0.01%             | 2034-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 2.8% 07/18/2029                                                             | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    310000 | PA      | $296359.62    | 0.01%             | 2029-07-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 6.05% 11/01/2035                                                              | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178613.56    | 0.01%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4.125% 12/15/2046                                                                        | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162337.97    | 0.01%             | 2046-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#CB2550                                                                    | CUSIP: 3140QMZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345739 | PA      | $292628.00    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#BK6549                                                                    | CUSIP: 3140HLH33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54378 | PA      | $53202.92     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2054#DB7434                                                                    | CUSIP: 3140AHHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1047638 | PA      | $1007813.78   | 0.03%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3% 09/01/2055 #TBA                                                                        | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $649804.65    | 0.02%             | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2054#SD8453                                                                    | CUSIP: 3132DWMA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38464 | PA      | $38723.47     | 0.00%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BN28                                                                  | BANK 2020-BN28 1.844% 03/15/2063                                                                    | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $336098.14    | 0.01%             | 2063-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 1.122%/VAR 01/28/2027                                                                 | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591938.96    | 0.02%             | 2027-01-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.3% 05/20/2047                                                                        | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    313000 | PA      | $260890.64    | 0.01%             | 2047-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.75% 06/01/2060                                                                       | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $70361.70     | 0.00%             | 2060-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#FS2824                                                                    | CUSIP: 3140XJD67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149084 | PA      | $123946.24    | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2053#CB6821                                                                    | CUSIP: 3140QSSK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63543 | PA      | $64110.10     | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 6.07% 07/12/2028                                                                | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209437.91    | 0.01%             | 2028-07-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.75% 11/15/2047                                                          | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $120810.45    | 0.00%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                       | ADOBE INC 2.15% 02/01/2027                                                                          | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234340.80    | 0.01%             | 2027-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 2.45% 12/14/2031                                                                         | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    240000 | PA      | $213244.95    | 0.01%             | 2031-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2037#CB5114                                                                    | CUSIP: 3140QQVG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    975024 | PA      | $914621.77    | 0.03%             | 2037-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2048#ZA5950                                                                    | CUSIP: 31329PTF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115896 | PA      | $113174.07    | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2044#Q24018                                                                      | CUSIP: 3132M4DX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37637 | PA      | $36291.83     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                     | HUBBELL INC 3.35% 03/01/2026                                                                        | CUSIP: 443510AG7<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109351.41    | 0.00%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4.4% 05/15/2044                                                                          | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95846.50     | 0.00%             | 2044-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 05/15/2041                                                        | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6995000 | PA      | $5068915.84   | 0.16%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                        | AFRICAN DEVELOPMENT BANK 0.875% 07/22/2026                                                          | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |    200000 | PA      | $194711.24    | 0.01%             | 2026-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2052#BW1502                                                                    | CUSIP: 3140MSU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209525 | PA      | $202640.92    | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2050#BQ4926                                                                      | CUSIP: 3140KQPL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677996 | PA      | $543975.60    | 0.02%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 06/15/2028                                                                         | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23390000 | PA      | $23570907.15  | 0.75%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DUPONT DE NEMOURS INC 4.725% 11/15/2028                                                             | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244781.73    | 0.01%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 4.2% 06/15/2049                                                                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    310000 | PA      | $239593.46    | 0.01%             | 2049-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2034#FM2743                                                                      | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87192 | PA      | $84977.13     | 0.00%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.963%/VAR 01/25/2033                                                         | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    630000 | PA      | $571486.62    | 0.02%             | 2033-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#Q54900                                                                    | CUSIP: 3132XXNS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180612 | PA      | $166186.45    | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2047#MA3210                                                                    | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    868606 | PA      | $799554.40    | 0.03%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | QUEST DIAGNOSTICS INC 4.6% 12/15/2027                                                               | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606543.52    | 0.02%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 0.9% 09/15/2025                                                                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499339.36    | 0.02%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 6.625%/VAR 05/15/2055                                                           | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225370.64    | 0.01%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2052#FS1169                                                                      | CUSIP: 3140XGJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82177 | PA      | $71295.00     | 0.00%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2049#ZA6691                                                                      | CUSIP: 31329QNG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    615327 | PA      | $582588.88    | 0.02%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#BK6017                                                                    | CUSIP: 3140HKVK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36168 | PA      | $35352.69     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.5% 02/23/2036                                                                           | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110426.57    | 0.00%             | 2036-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AUSTRALIA FIN PTY LTD                                                | BARRICK PD AUSTRALIA FIN P LTD 5.95% 10/15/2039                                                     | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $104114.15    | 0.00%             | 2039-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.875% 11/13/2043                                                                       | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    145000 | PA      | $132709.87    | 0.00%             | 2043-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | EPR PPTYS 3.75% 08/15/2029                                                                          | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124847.52    | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.987% 11/01/2063                                                                      | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $88992.28     | 0.00%             | 2063-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#MA2806                                                                      | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374344 | PA      | $334367.26    | 0.01%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 3.75% 04/01/2045                                                         | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77212.48     | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.75% 01/31/2029                                                                          | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4210000 | PA      | $3961182.43   | 0.13%             | 2029-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC 4.95% 08/15/2047                                                                    | CUSIP: 166756AW6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90432.23     | 0.00%             | 2047-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.875% 03/15/2046                                                         | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    240000 | PA      | $186262.20    | 0.01%             | 2046-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 3.875% 06/01/2030                                                                 | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68305.23     | 0.00%             | 2030-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                        | MOLSON COORS BEVERAGE CO 4.2% 07/15/2046                                                            | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    160000 | PA      | $126660.13    | 0.00%             | 2046-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 11/20/2047#MA4838                                                                        | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24673 | PA      | $23502.95     | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.25% 01/15/2029                                                             | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301195.29    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.7% 03/15/2052                                                             | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    230000 | PA      | $166116.69    | 0.01%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 1% 05/12/2026                                                                        | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195824.44    | 0.01%             | 2026-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2043#AU6988                                                                      | CUSIP: 3138X6XS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39244 | PA      | $37792.59     | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.3% 08/01/2040                                                         | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73952.12     | 0.00%             | 2040-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 5.5% 05/15/2055                                                                     | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99190.00     | 0.00%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 6.05% 08/15/2036                                                                    | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109503.94    | 0.00%             | 2036-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                                | ASSURED GTY US HLDGS INC 6.125% 09/15/2028                                                          | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189225.72    | 0.01%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 12/20/2052#MA8487                                                                      | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1732539 | PA      | $1580188.18   | 0.05%             | 2052-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 5% 05/20/2049                                                                      | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104560.63    | 0.00%             | 2049-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 5.15% 02/01/2034                                                               | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103326.09    | 0.00%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.6% 07/15/2030                                                                        | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    930000 | PA      | $938947.54    | 0.03%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2049#SD8003                                                                      | CUSIP: 3132DV3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108202 | PA      | $102411.15    | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2019-C16                                          | UBS COMMERCIAL MORTGAGE TRUST 2019-C16 3.6048% 04/15/2052                                           | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $337486.59    | 0.01%             | 2052-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#CB2644                                                                    | CUSIP: 3140QM5E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9390831 | PA      | $7804464.47   | 0.25%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | BIOGEN INC 3.25% 02/15/2051                                                                         | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94518.74     | 0.00%             | 2051-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2049#CA3816                                                                    | CUSIP: 3140QBG28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591057 | PA      | $546101.51    | 0.02%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.45% 03/01/2047                                                                     | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    153000 | PA      | $129175.48    | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 4.2% 05/01/2050                                                   | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72386.78     | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 10/01/2051#QC9344                                                                    | CUSIP: 3133AULZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    698171 | PA      | $529669.15    | 0.02%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.5% 05/02/2036                                                                   | CUSIP: 404280AG4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $108596.99    | 0.00%             | 2036-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 05/15/2049                                                       | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    361000 | PA      | $255280.59    | 0.01%             | 2049-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.00% 12/26 #AB4086                                                                       | CUSIP: 31417ARG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32322 | PA      | $32023.95     | 0.00%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA 5.488% 04/05/2054                                                          | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $228451.10    | 0.01%             | 2054-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 4.625% 06/15/2030                                                     | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123848.74    | 0.00%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                         | BANK OF NEW YORK MELLON 4.729%/VAR 04/20/2029                                                       | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    380000 | PA      | $386267.82    | 0.01%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.75% 11/15/2043                                                        | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     94000 | PA      | $81387.11     | 0.00%             | 2043-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/34#MA3864                                                                         | CUSIP: 31418DJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71754 | PA      | $68183.42     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-A                                        | WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.73% 03/15/2030                                           | CUSIP: 98164YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145000 | PA      | $146739.96    | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 4.65% 11/15/2034                                                                        | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212216.47    | 0.01%             | 2034-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | DR HORTON INC 5.5% 10/15/2035                                                                       | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102419.00    | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 6.45% 06/30/2033                                                        | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $149326.42    | 0.00%             | 2033-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 06/01/2034#ZT2092                                                                    | CUSIP: 3132AEKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17854 | PA      | $17506.84     | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                       | APOLLO DEBT SOLUTIONS BDC 6.55% 03/15/2032 144A                                                     | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260482.70    | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5.9% 11/15/2063                                                                | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153579.69    | 0.00%             | 2063-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 03/31/2031                                                                         | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8030000 | PA      | $8171779.69   | 0.26%             | 2031-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.75% 02/15/2051 144A                                                                  | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    630000 | PA      | $470466.06    | 0.01%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PWR and LT CO                                                         | WISCONSIN PWR and LT CO 3.95% 09/01/2032                                                            | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114924.54    | 0.00%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD 3.025% 07/09/2040                                                      | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    330000 | PA      | $248450.11    | 0.01%             | 2040-07-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2030                                                                             | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $1033427.34   | 0.03%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.5% 02/01/2061                                                                        | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    410000 | PA      | $261137.09    | 0.01%             | 2061-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 3.5% 09/15/2027                                                                          | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275432.16    | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 3.5% 03/30/2051                                                                  | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $68744.83     | 0.00%             | 2051-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 2.95% 02/01/2051                                                      | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $151329.38    | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SVC CO OF NEW HAMPSHIRE                                                  | PUBLIC SVC CO OF NEW HAMPSHIRE 5.35% 10/01/2033                                                     | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145800.62    | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 5.4% 03/15/2033                                                                   | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310767.71    | 0.01%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTL FIN BV                                                    | DEUTSCHE TELEKOM INTL FIN BV VAR 06/15/2030                                                         | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $437285.46    | 0.01%             | 2030-06-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 2.6% 03/15/2031                                                                    | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144760.85    | 0.00%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                     | REVVITY INC 3.3% 09/15/2029                                                                         | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143305.39    | 0.00%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.264% 12/11/2026                                                             | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $304245.86    | 0.01%             | 2026-12-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 4.35% 02/25/2050                                                                | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    180000 | PA      | $147505.48    | 0.00%             | 2050-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 1.5% 01/13/2027                                                             | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969592.25    | 0.03%             | 2027-01-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2050#QB1802                                                                      | CUSIP: 3133A8AB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61166 | PA      | $53716.26     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 6.15% 09/01/2036                                                               | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109808.92    | 0.00%             | 2036-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 2.25% 06/02/2026                                                      | CUSIP: 11070TAK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $345611.00    | 0.01%             | 2026-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 06/20/2052#MA8098                                                                        | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1422902 | PA      | $1261048.95   | 0.04%             | 2052-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTION INC                                                            | WASTE CONNECTION INC 3.05% 04/01/2050                                                               | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $274066.02    | 0.01%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2052#MA8042                                                                      | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2460394 | PA      | $2096831.15   | 0.07%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 5.7%/VAR 09/15/2048                                                             | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75175.71     | 0.00%             | 2048-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 3.75% 05/15/2030                                                                 | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    390000 | PA      | $378084.91    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.65% 05/20/2035                                                                       | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149356.56    | 0.00%             | 2035-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                   | BAT INTL FINANCE PLC 4.448% 03/16/2028                                                              | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1870000 | PA      | $1876724.76   | 0.06%             | 2028-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 04/20/2053#MA8799                                                                      | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262255 | PA      | $254308.46    | 0.01%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 5.65% 05/15/2055                                                      | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198346.75    | 0.01%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 07/01/2053#QG7072                                                                      | CUSIP: 3133C72D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58309 | PA      | $57719.22     | 0.00%             | 2053-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 5.75% 05/20/2035 144A                                                   | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102128.55    | 0.00%             | 2035-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 3.85% 01/05/2028                                                           | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157997.24    | 0.01%             | 2028-01-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2049#FM1294                                                                      | CUSIP: 3140X4NL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6948 | PA      | $6995.46      | 0.00%             | 2049-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 5% 10/16/2043                                                             | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $403095.37    | 0.01%             | 2043-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2055#MA5670                                                                      | CUSIP: 31418FJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252399 | PA      | $235598.83    | 0.01%             | 2055-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#FM9930                                                                      | CUSIP: 3140XEA87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    420263 | PA      | $334825.00    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C54                                                | WELLS FARGO COML MTG TR 2019-C54 3.146% 12/15/2052                                                  | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $475208.45    | 0.02%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2050#CA5729                                                                      | CUSIP: 3140QDLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386217 | PA      | $339178.62    | 0.01%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2050#FM8338                                                                      | CUSIP: 3140XCHQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326354 | PA      | $309194.63    | 0.01%             | 2050-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.9% 02/15/2039                                                                   | CUSIP: 17275RAD4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    400000 | PA      | $430675.47    | 0.01%             | 2039-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 1.375% 08/06/2030                                                                   | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $210587.22    | 0.01%             | 2030-08-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.85% 04/01/2060                                                                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $434086.50    | 0.01%             | 2060-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2050#BQ1318                                                                      | CUSIP: 3140KLPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352552 | PA      | $283083.41    | 0.01%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV 2.875% 05/07/2030                                                           | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    511000 | PA      | $476349.09    | 0.02%             | 2030-05-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 01/20/2053#MA8567                                                                        | CUSIP: 36179XQU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    493311 | PA      | $464175.13    | 0.01%             | 2053-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.7% 12/09/2035                                                                      | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98461.76     | 0.00%             | 2035-12-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.8% 09/15/2062                                                                    | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320470.68    | 0.01%             | 2062-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 03/47#Q46541                                                                           | CUSIP: 3132WLHT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25316 | PA      | $22878.59     | 0.00%             | 2047-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 5.25% 05/14/2034                                                            | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $412320.00    | 0.01%             | 2034-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | CORNING INC 5.75% 08/15/2040                                                                        | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102498.46    | 0.00%             | 2040-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2% 08/15/2050                                                                              | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    440000 | PA      | $235404.64    | 0.01%             | 2050-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 11/01/2038#MA5212                                                                    | CUSIP: 31418EYJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422791 | PA      | $422900.63    | 0.01%             | 2038-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2025-A                                                  | NISSAN AUTO LEASE TRUST 2025-A 4.75% 03/15/2028                                                     | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101179.68    | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 7.55% 04/15/2038                                                          | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $142141.43    | 0.00%             | 2038-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5% 04/27/2051                                                          | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1195000 | PA      | $938075.00    | 0.03%             | 2051-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 4.125% 02/01/2042                                                             | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    405000 | PA      | $344156.16    | 0.01%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.55% 02/15/2032                                                                       | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477754.45    | 0.02%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 5.45% 01/14/2028                                                         | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221937.93    | 0.01%             | 2028-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | INTERNATIONAL PAPER CO 5% 09/15/2035                                                                | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    328000 | PA      | $325861.19    | 0.01%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2047#BH4095                                                                      | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136816 | PA      | $129921.97    | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2051#SD8134                                                                      | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4618095 | PA      | $3698015.98   | 0.12%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC                           | FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM INC 3.914% 07/01/2049                             | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    120000 | PA      | $88619.35     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                       | LINCOLN NATIONAL CORP IND 6.3% 10/09/2037                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53027.48     | 0.00%             | 2037-10-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5% 02/01/2040#SB8363                                                                      | CUSIP: 3132D6JG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    424958 | PA      | $429317.67    | 0.01%             | 2040-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS and TRADERS TRUST COMPANY                                         | MANUFACTURERS and TRADERS TR CO 4.762%/VAR 07/06/2028                                               | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    620000 | PA      | $624845.76    | 0.02%             | 2028-07-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2048#Q57302                                                                      | CUSIP: 3132Y1DG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101703 | PA      | $96478.91     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 1.5% 10/15/2025                                                      | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99655.09     | 0.00%             | 2025-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.95% 06/25/2034                                                                     | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610285.18    | 0.02%             | 2034-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2049#CA3536                                                                    | CUSIP: 3140QA4W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15195 | PA      | $15648.40     | 0.00%             | 2049-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 4.9% 03/22/2033                                                                          | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264098.85    | 0.01%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 5.35% 01/15/2035                                                             | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130967.38    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                              | CNA FINANCIAL CORP 5.2% 08/15/2035                                                                  | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49496.43     | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.22% 09/15/2026                                                        | CUSIP: 59022CAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $489455.40    | 0.02%             | 2026-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LA LLC 3.12% 09/01/2027                                                                     | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    490000 | PA      | $481505.39    | 0.02%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2050#SD8059                                                                    | CUSIP: 3132DV5U5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76360 | PA      | $74399.73     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.95% 10/01/2041                                                                          | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185667.68    | 0.01%             | 2041-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 3.5% 12/01/2049                                                                     | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68240.12     | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6                                                                     | MORGAN STANLEY CAPITAL I L6 A4 CSTR 06/15/2054                                                      | CUSIP: 61692CBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $243654.07    | 0.01%             | 2054-06-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC T5Y+NA 03/01/2052                                                               | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137189.68    | 0.00%             | 2052-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.375% 10/31/2028                                                                         | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7420000 | PA      | $6931613.30   | 0.22%             | 2028-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2051#MA4465                                                                      | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8982642 | PA      | $7178964.71   | 0.23%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2054#                                                                          | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25595 | PA      | $25767.75     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 09/20/2047#MA4721                                                                      | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5914 | PA      | $5827.32      | 0.00%             | 2047-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/54 #QJ9672                                                                     | CUSIP: 3133D1W96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151911 | PA      | $146136.15    | 0.00%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 5.25% 02/15/2034                                                                  | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    370000 | PA      | $377315.35    | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2033#MA3391                                                                      | CUSIP: 31418CXV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13038 | PA      | $12682.23     | 0.00%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033                                                         | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1224787.47   | 0.04%             | 2033-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 2.2% 02/01/2031                                                             | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223788.24    | 0.01%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC T5Y+NA 03/15/2054                                                               | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168169.60    | 0.01%             | 2054-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 4.25% 09/17/2050                                                                 | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $132473.83    | 0.00%             | 2050-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#ZM8383                                                                      | CUSIP: 3131Y3J49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6579 | PA      | $6235.52      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 07/20/2055#MB0484                                                                        | CUSIP: 3618N5RE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1473544 | PA      | $1458217.61   | 0.05%             | 2055-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSINCOME TAX REV                                     | NEW YORK ST D 2.202% 3/15/2034                                                                      | CUSIP: 64990FE42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $253452.96    | 0.01%             | 2034-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 6.1% 11/15/2032                                                                           | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $360832.04    | 0.01%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2034#CA4490                                                                    | CUSIP: 3140QB7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14773 | PA      | $14509.19     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.875% 02/15/2041                                                       | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14910000 | PA      | $10246548.01  | 0.32%             | 2041-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.25% 03/01/2030                                                                            | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62001.40     | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2050#MA6540                                                                      | CUSIP: 36179VHR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121867 | PA      | $104296.76    | 0.00%             | 2050-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 2.75% 10/15/2033                                                      | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85527.56     | 0.00%             | 2033-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 04/01/2037#SB8148                                                                      | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    948786 | PA      | $870581.35    | 0.03%             | 2037-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032                                          | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105220.87    | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                         | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237289.10    | 0.01%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2044#FM6331                                                                    | CUSIP: 3140XAA93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2053584 | PA      | $1931342.79   | 0.06%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.207%/VAR 01/28/2031                                                 | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618249.32    | 0.02%             | 2031-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 4.25% 09/21/2048                                                      | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98600.17     | 0.00%             | 2048-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 3.7% 05/01/2028                                                      | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119352.19    | 0.00%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2051#FS5871                                                                      | CUSIP: 3140XMQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344146 | PA      | $276118.42    | 0.01%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 07/15/2028                                                                         | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19150000 | PA      | $19298113.38  | 0.61%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2052#BV9645                                                                      | CUSIP: 3140MPWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149689 | PA      | $130101.71    | 0.00%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 08/31/2027                                                                           | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2377000 | PA      | $2235308.50   | 0.07%             | 2027-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2048#MA3466                                                                    | CUSIP: 31418CZ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19876 | PA      | $18252.54     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.05% 02/15/2028                                                                   | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190430.55    | 0.01%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 1.95% 06/01/2030                                                                 | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90419.70     | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 5% 05/15/2037                                                           | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    391000 | PA      | $415437.50    | 0.01%             | 2037-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5% 04/01/2033                                                        | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101400.76    | 0.00%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.61%/VAR 09/29/2026                                                                  | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500356.83    | 0.02%             | 2026-09-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP STEP 02/01/2030                                                             | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223631.27    | 0.01%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2049#MA5931                                                                        | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75579 | PA      | $71640.74     | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.75% 08/15/2047                                                        | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    177000 | PA      | $124667.46    | 0.00%             | 2047-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 4% 07/25/2030                                                      | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758590.38    | 0.02%             | 2030-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 3.127% 05/29/2050                                                                    | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $65706.92     | 0.00%             | 2050-05-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 02/20/2049#MA5765                                                                        | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46994 | PA      | $47287.14     | 0.00%             | 2049-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.95% 08/14/2033                                                                     | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143552.39    | 0.00%             | 2033-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 4.772%/VAR 07/28/2030                                                           | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172068.95    | 0.01%             | 2030-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | PIEDMONT NATURAL GAS CO 3.35% 06/01/2050                                                            | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133865.64    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.3% 02/01/2052                                                                        | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $225963.32    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.1% 02/09/2064                                                                    | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $264146.58    | 0.01%             | 2064-02-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 4.7% 02/01/2030                                                                  | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112092.74    | 0.00%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 2% 08/12/2031                                                                            | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43327.06     | 0.00%             | 2031-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.375% 09/15/2027                                                                         | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3650000 | PA      | $3632890.63   | 0.12%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 3.375% 01/15/2050                                                                   | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    475000 | PA      | $310287.60    | 0.01%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.323%/VAR 04/26/2028                                                         | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550655.75    | 0.02%             | 2028-04-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.625% 05/15/2042                                                               | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131236.84    | 0.00%             | 2042-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                    | ANHEUSER-BUSCH INBEV FIN INC 4.7% 02/01/2036                                                        | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214709.04    | 0.01%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.897%/VAR 01/23/2049                                                         | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $275353.10    | 0.01%             | 2049-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 1.1% 09/14/2027                                                          | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    540000 | PA      | $511323.38    | 0.02%             | 2027-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 1.625% 05/01/2030                                                                       | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    309000 | PA      | $277068.75    | 0.01%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.85% 01/26/2027                                                      | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    960000 | PA      | $955535.93    | 0.03%             | 2027-01-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028                                                     | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    201000 | PA      | $202624.91    | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2033#MA3283                                                                      | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7862 | PA      | $7652.56      | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.75% 06/01/2043                                                              | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99148.41     | 0.00%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2041#A97259                                                                      | CUSIP: 312946B47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40710 | PA      | $39702.45     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 5.15% 05/01/2040                                                              | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147164.27    | 0.00%             | 2040-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 10/45#G08672                                                                         | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3614 | PA      | $3465.36      | 0.00%             | 2045-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 2.85% 10/01/2026                                                                      | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197106.67    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 08/20/2055#MB0555                                                                        | CUSIP: 3618N5TM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250000 | PA      | $247477.83    | 0.01%             | 2055-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 1.9% 09/12/2031                                                            | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    210000 | PA      | $182658.11    | 0.01%             | 2031-09-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 2.35% 01/08/2027                                                        | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    690000 | PA      | $673785.90    | 0.02%             | 2027-01-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 3.3% 03/15/2052                                                                         | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    440000 | PA      | $281963.11    | 0.01%             | 2052-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.55% 02/16/2055                                                          | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124068.87    | 0.00%             | 2055-02-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 1.8% 01/15/2031                                                           | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    575000 | PA      | $503064.57    | 0.02%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 08/15/2028                                                                         | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1186000 | PA      | $1162418.99   | 0.04%             | 2028-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.8% 02/08/2061                                                                           | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    590000 | PA      | $345201.35    | 0.01%             | 2061-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS INC                                                              | CONOCOPHILLIPS INC 6.5% 02/01/2039                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    120000 | PA      | $133988.72    | 0.00%             | 2039-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD 5.8% 07/05/2064                                                        | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    410000 | PA      | $399007.26    | 0.01%             | 2064-07-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | APPALACHIAN POWER CO 3.7% 05/01/2050                                                                | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70212.73     | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 4.65% 04/01/2028                                                                       | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $709463.99    | 0.02%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 06/15/2027                                                                         | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11480000 | PA      | $11667895.34  | 0.37%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 2.55% 11/13/2050                                                            | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    510000 | PA      | $295971.75    | 0.01%             | 2050-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 6.95% 03/06/2026                                                           | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262118.20    | 0.01%             | 2026-03-06      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.05% 03/01/2045                                                                        | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81469.66     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.989%/VAR 05/26/2033                                                           | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251789.43    | 0.01%             | 2033-05-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 4.75% 09/15/2044                                                                     | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    151000 | PA      | $136645.02    | 0.00%             | 2044-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP 3.25% 01/31/2032                                                        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144841.61    | 0.00%             | 2032-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036                                                         | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    930000 | PA      | $966859.53    | 0.03%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2055#MA5699                                                                      | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474999 | PA      | $468525.87    | 0.01%             | 2055-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 09/47#MA4720                                                                             | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12216 | PA      | $11644.57     | 0.00%             | 2047-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.125% 04/01/2040                                                                   | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36026.45     | 0.00%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/01/2051#SD8146                                                                      | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4401731 | PA      | $3524759.49   | 0.11%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIV                                                               | NORTHWESTERN UNIV 3.662% 12/01/2057                                                                 | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71494.67     | 0.00%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2054#SD6971                                                                    | CUSIP: 3132DUW86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    815672 | PA      | $832129.10    | 0.03%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 3.5% 04/03/2030                                                                 | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201874.28    | 0.01%             | 2030-04-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 3.43% 02/09/2052                                                                    | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $122598.44    | 0.00%             | 2052-02-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.2% 03/05/2035                                                         | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181070.91    | 0.01%             | 2035-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 5.247%/VAR 07/26/2030                                                          | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    470000 | PA      | $483342.81    | 0.02%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 5.213% 03/08/2047                                                          | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    160000 | PA      | $140499.96    | 0.00%             | 2047-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#FS0369                                                                    | CUSIP: 3140XFMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    929265 | PA      | $772577.33    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 4.25% 04/01/2040                                                              | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    204000 | PA      | $184165.32    | 0.01%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | COLGATE-PALMOLIVE CO 3.7% 08/01/2047                                                                | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $108685.67    | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 6.05% 05/15/2055                                                                       | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455212.04    | 0.01%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 1.3% 09/15/2025                                                                 | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119840.40    | 0.00%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.65% 01/15/2031                                                             | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253372.97    | 0.01%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#FM9693                                                                    | CUSIP: 3140XDXX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    907977 | PA      | $754595.32    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 12/31/2026                                                                          | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7670000 | PA      | $7421623.85   | 0.24%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2051#MA7140                                                                      | CUSIP: 36179V4Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64777 | PA      | $63705.32     | 0.00%             | 2051-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 5.875% 11/29/2032                                                                   | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129090.23    | 0.00%             | 2032-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 3.386% 06/29/2060                                                                    | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $244646.29    | 0.01%             | 2060-06-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 3.25% 03/01/2027                                                               | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177912.89    | 0.01%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3.25% 08/15/2029                                                                    | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239152.81    | 0.01%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.375% 05/15/2033                                                                         | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    960000 | PA      | $920137.50    | 0.03%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 3.031%/VAR 11/01/2034                                                             | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159503.04    | 0.01%             | 2034-11-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2038#AB9569                                                                    | CUSIP: 31417GT30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458315 | PA      | $438219.22    | 0.01%             | 2038-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC 6% 09/15/2033                                                        | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $168954.61    | 0.01%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                        | AGILENT TECHNOLOGIES INC 4.2% 09/09/2027                                                            | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140055.83    | 0.00%             | 2027-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 2% 08/15/2031                                                              | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    270000 | PA      | $237340.83    | 0.01%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3.1% 09/15/2027                                                       | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    535000 | PA      | $524532.40    | 0.02%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.5% 05/20/2030                                                                        | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325349.16    | 0.01%             | 2030-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2053#MA5107                                                                    | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1178284 | PA      | $1188800.98   | 0.04%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 09/30/2027                                                                         | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3744000 | PA      | $3503272.48   | 0.11%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                                       | BRIGHTHOUSE FINANCIAL INC 5.625% 05/15/2030                                                         | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    309000 | PA      | $316068.63    | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 6.625% 11/15/2030                                                                        | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1650000 | PA      | $1871442.11   | 0.06%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3.3% 04/15/2040                                                                      | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80305.46     | 0.00%             | 2040-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6% 04/20/2053#MA8802                                                                        | CUSIP: 36179XX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229494 | PA      | $235747.36    | 0.01%             | 2053-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 03/01/2054#MA5295                                                                      | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    915132 | PA      | $936651.31    | 0.03%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.778%/VAR 03/01/2035                                                             | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $418255.42    | 0.01%             | 2035-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027                                                           | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287333.12    | 0.01%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 3.4% 06/01/2030                                                                     | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69905.63     | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 3.15% 04/27/2027                                                                     | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    810000 | PA      | $799106.15    | 0.03%             | 2027-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 3.45% 05/01/2050                                                                | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $91345.36     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.50% 1/26 #AH3431                                                                        | CUSIP: 3138A4Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1321 | PA      | $1315.17      | 0.00%             | 2026-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 1.65% 04/15/2026                                                             | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $225992.90    | 0.01%             | 2026-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 2/41 #AE0949                                                                             | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11964 | PA      | $11644.32     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2051#FS6474                                                                      | CUSIP: 3140XNFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    929276 | PA      | $740067.37    | 0.02%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2054#                                                                            | CUSIP: 3132DWLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233032 | PA      | $230020.45    | 0.01%             | 2054-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 5.001% 04/28/2028                                                      | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $317222.82    | 0.01%             | 2028-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 6.875% 11/21/2036                                                                 | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    120000 | PA      | $131877.60    | 0.00%             | 2036-11-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/20/2046#MA3802                                                                        | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97796 | PA      | $87840.49     | 0.00%             | 2046-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 4.5% 06/10/2044                                                                        | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $99980.23     | 0.00%             | 2044-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                        | MASS GENERAL BRIGHAM INC 3.342% 07/01/2060                                                          | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $97275.17     | 0.00%             | 2060-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and NEW ZEALAND BANKING GROUP LTD NEW YORK BRANCH                     | AUSTRALIA and NZ BKG GRP LTD NEW YORK BRH 4.75% 01/18/2027                                          | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343563.35    | 0.01%             | 2027-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 1.7% 03/25/2026                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1143043.20   | 0.04%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 5.85% 05/17/2027                                                           | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1131187.83   | 0.04%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039                                                         | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    420000 | PA      | $439309.27    | 0.01%             | 2039-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                 | ENTERGY TEX INC 5.25% 04/15/2035                                                                    | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61048.61     | 0.00%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 7.05% 03/15/2033                                                                       | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    210000 | PA      | $240163.82    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 2.9% 11/15/2026                                                           | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $88412.81     | 0.00%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 4.875% 03/14/2030                                                             | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $215310.38    | 0.01%             | 2030-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.07% 12/15/2042                                                               | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92439.24     | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2049#FM2373                                                                      | CUSIP: 3140X5T78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62424 | PA      | $62670.84     | 0.00%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 11/20/2052#MA8428                                                                        | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    709254 | PA      | $705478.66    | 0.02%             | 2052-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 04/20/2055#MB0308                                                                      | CUSIP: 3618N5KW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    524495 | PA      | $528630.50    | 0.02%             | 2055-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 3.8% 06/01/2049                                                          | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    390000 | PA      | $289531.32    | 0.01%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.375% 08/31/2026                                                                         | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    366000 | PA      | $357161.67    | 0.01%             | 2026-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.7% 04/01/2029                                                                              | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166634.18    | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 6.401%/VAR 03/06/2035                                                                       | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64453.49     | 0.00%             | 2035-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2055#SL0588                                                                    | CUSIP: 31427MUN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    913296 | PA      | $826135.38    | 0.03%             | 2055-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2052#RA7783                                                                    | CUSIP: 3133KPUG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274424 | PA      | $265750.42    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 03/01/2037#SB8144                                                                    | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    672743 | PA      | $601148.50    | 0.02%             | 2037-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2052#BT2014                                                                      | CUSIP: 3140LQGY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395583 | PA      | $317511.05    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2312                                                                    | CUSIP: 3140QMSA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227465 | PA      | $190817.20    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.15% 03/01/2055                                                        | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174176.36    | 0.01%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.45% 01/15/2027                                                             | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $366903.16    | 0.01%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.75% 11/16/2032                                                                 | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $211574.00    | 0.01%             | 2032-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 2.875% 11/26/2041                                                                | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    440000 | PA      | $316197.10    | 0.01%             | 2041-11-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 5.55% 11/30/2048                                                                    | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71943.45     | 0.00%             | 2048-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                           | DEVON ENERGY CORP NEW 5.2% 09/15/2034                                                               | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48995.15     | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.125% 02/21/2030                                                                   | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163836.48    | 0.01%             | 2030-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.125% 11/16/2028                                                                          | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400431.09    | 0.01%             | 2028-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 5.65% 03/16/2052                                                                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46353.10     | 0.00%             | 2052-03-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIV CA REGTS MED CTR POOLED REV                                                | UNIV CA MED CTR 3.006% 5/15/2050                                                                    | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $95650.40     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 01/20/2055#MB0148                                                                        | CUSIP: 3618N5EW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1824779 | PA      | $1862095.08   | 0.06%             | 2055-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                     | MAYO CLINIC 3.196% 11/15/2061                                                                       | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    120000 | PA      | $75357.81     | 0.00%             | 2061-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 04/01/2055#MA5674                                                                      | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    951350 | PA      | $972234.13    | 0.03%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 4.25% 09/15/2052                                                         | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $123689.96    | 0.00%             | 2052-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 4.1% 08/15/2028                                                          | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441484.93    | 0.01%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 5.5% 01/15/2033                                                                              | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102728.95    | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 5.15% 02/27/2033                                                                           | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102714.00    | 0.00%             | 2033-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 12/20/2048#MA5654                                                                      | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11618 | PA      | $11995.04     | 0.00%             | 2048-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.375% 02/19/2030                                                                   | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    350000 | PA      | $359120.88    | 0.01%             | 2030-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 05/01/2036#MA4329                                                                      | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126645 | PA      | $116404.08    | 0.00%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#BU2287                                                                    | CUSIP: 3140M3RH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326373 | PA      | $291945.79    | 0.01%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4.049% 11/01/2052                                                                      | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11175.53     | 0.00%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 5.45% 06/01/2028                                                                           | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112577.30    | 0.00%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                                 | BANK 2022-BNK39 2.928% 02/15/2055                                                                   | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $270906.45    | 0.01%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 6.848%/VAR 01/03/2030                                                                 | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $254643.74    | 0.01%             | 2030-01-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 04/30/2029                                                                         | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $282659.38    | 0.01%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 4.812%/VAR 10/21/2032                                                | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505582.75    | 0.02%             | 2032-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.705% 05/01/2040                                                                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702366.68    | 0.02%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 01/20/2049#MA5712                                                                        | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6293 | PA      | $6332.53      | 0.00%             | 2049-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 3.362% 02/15/2050                                                               | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138612.22    | 0.00%             | 2050-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD 2.05% 03/31/2030                                                       | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $263229.76    | 0.01%             | 2030-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 2.55% 04/01/2032                                                       | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137327.38    | 0.00%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2052#                                                                          | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164753 | PA      | $149918.26    | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 6.4% 01/09/2033                                                            | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $275685.81    | 0.01%             | 2033-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 3.6% 03/25/2050                                                               | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    160000 | PA      | $120607.36    | 0.00%             | 2050-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                             | AMERIPRISE FINL INC 5.7% 12/15/2028                                                                 | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136237.74    | 0.00%             | 2028-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.2% 06/01/2029                                                                    | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197057.16    | 0.01%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER CO                                                       | POTOMAC ELECTRIC POWER CO 6.5% 11/15/2037                                                           | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66942.50     | 0.00%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.35% 04/01/2035 144A                                                    | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205602.64    | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5% 03/15/2035                                                            | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100398.33    | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4.875% 02/12/2030                                                                | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $410400.00    | 0.01%             | 2030-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 3.125% 06/15/2026                                                     | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    510000 | PA      | $505144.90    | 0.02%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 2.95% 09/01/2027                                                                | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    430000 | PA      | $421300.15    | 0.01%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 5.6% 10/15/2054                                                       | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323216.66    | 0.01%             | 2054-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/20/2050#MA7055                                                                        | CUSIP: 36179VZU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78368 | PA      | $74039.08     | 0.00%             | 2050-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.969% 11/01/2047                                                                      | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    170000 | PA      | $130041.78    | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3% 10/23/2026                                                                | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    710000 | PA      | $700699.74    | 0.02%             | 2026-10-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.05% 11/15/2027                                                          | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147448.15    | 0.00%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 3% 01/15/2027                                                                    | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    640000 | PA      | $630052.36    | 0.02%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.15% 01/01/2026                                                        | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109335.14    | 0.00%             | 2026-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 MTG TR                                                              | BMO 2024-C9 MTG TR 5.7592% 07/15/2057                                                               | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2245000 | PA      | $2380782.99   | 0.08%             | 2057-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2044#AV5019                                                                      | CUSIP: 3138XGSH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30440 | PA      | $29297.92     | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2042#AJ4894                                                                      | CUSIP: 3138AWNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58736 | PA      | $57065.22     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                     | CENTERPOINT ENERGY RES CORP 4.4% 07/01/2032                                                         | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78416.16     | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 10/20/2052#MA8347                                                                      | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    483801 | PA      | $470086.45    | 0.01%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 3.2% 03/02/2027                                                                 | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    910000 | PA      | $898571.47    | 0.03%             | 2027-03-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                              | AUTONATION INC DEL 5.89% 03/15/2035                                                                 | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91968.98     | 0.00%             | 2035-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                    | GLP CAP LP / GLP FING II INC 4% 01/15/2031                                                          | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $180872.63    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2054#QJ9874                                                                      | CUSIP: 3133D16K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196515 | PA      | $194085.63    | 0.01%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.75% 11/13/2047                                                                          | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70945.29     | 0.00%             | 2047-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BN0601                                                                    | CUSIP: 3140JGU37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25965 | PA      | $25338.83     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 03/01/2043#AR9198                                                                    | CUSIP: 3138W7GG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6596 | PA      | $6023.72      | 0.00%             | 2043-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.3% 02/06/2027                                                                      | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1638023.67   | 0.05%             | 2027-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/15/2032                                                                         | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9650000 | PA      | $9757808.64   | 0.31%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                             | CRH SMW FINANCE DAC 5.125% 01/09/2030                                                               | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $514454.59    | 0.02%             | 2030-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.15% 12/15/2048                                                     | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $81165.40     | 0.00%             | 2048-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2049#FM5659                                                                    | CUSIP: 3140X9JD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170359 | PA      | $157561.21    | 0.00%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 11/24/2032                                                                      | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $465826.05    | 0.01%             | 2032-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 2.8% 08/19/2029                                                    | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    490000 | PA      | $464772.33    | 0.01%             | 2029-08-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2046#BC0909                                                                      | CUSIP: 3140EVAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61524 | PA      | $58904.80     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 02/15/2027                                                                          | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4017000 | PA      | $3933678.62   | 0.12%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 03/31/2027                                                                         | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    884000 | PA      | $842804.22    | 0.03%             | 2027-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 03/31/2032                                                                         | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6630000 | PA      | $6719349.59   | 0.21%             | 2032-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.914% 05/25/2031                                                    | CUSIP: 3137H13P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540000 | PA      | $481256.10    | 0.02%             | 2031-05-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.937% 11/01/2056                                                                      | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    660000 | PA      | $379995.59    | 0.01%             | 2056-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2% 06/01/2027#CA0054                                                                      | CUSIP: 3140Q7BY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11113 | PA      | $10916.20     | 0.00%             | 2027-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 2.55% 06/15/2026                                                             | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    470000 | PA      | $464306.57    | 0.01%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2049#BN6594                                                                      | CUSIP: 3140JPKG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14267 | PA      | $13503.89     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 01/31/2030                                                                          | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10630000 | PA      | $10880386.35  | 0.34%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 06/01/2034#SB0566                                                                      | CUSIP: 3132CWTX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18227 | PA      | $18305.00     | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 06/01/2051#SD0639                                                                      | CUSIP: 3132DMV85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474339 | PA      | $414789.60    | 0.01%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 4.1% 06/15/2049                                                       | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101206.67    | 0.00%             | 2049-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 10/20/2047#MA4781                                                                        | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30993 | PA      | $31447.48     | 0.00%             | 2047-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.15% 03/15/2034                                                                   | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130325.96    | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 6.9% 05/15/2053                                                                     | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178518.82    | 0.01%             | 2053-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 2.236% 05/11/2030                                                                  | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $64553.26     | 0.00%             | 2030-05-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 2.75% 08/14/2050                                                                  | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    310000 | PA      | $195005.00    | 0.01%             | 2050-08-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.511%/VAR 01/24/2036                                                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721135.21    | 0.02%             | 2036-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2040#ZT2295                                                                    | CUSIP: 3132AERQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    757788 | PA      | $757096.68    | 0.02%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2049#                                                                            | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88578 | PA      | $77845.14     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2055#MA5790                                                                    | CUSIP: 31418FNG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $360744.66    | 0.01%             | 2055-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 4% 06/22/2050                                                                           | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46118.67     | 0.00%             | 2050-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 2.75% 11/16/2027                                                        | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    760000 | PA      | $742838.30    | 0.02%             | 2027-11-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 2.722% 02/15/2030                                                               | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    410000 | PA      | $385178.35    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 09/01/2054#SD6620                                                                    | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    607678 | PA      | $641210.19    | 0.02%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.375% 08/15/2042                                                       | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14140000 | PA      | $11793643.75  | 0.37%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 5.085% 05/25/2048                                                              | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105298.09    | 0.00%             | 2048-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.087%/VAR 06/14/2029                                                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1143275.63   | 0.04%             | 2029-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2049#                                                                          | CUSIP: 3132DV3Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86312 | PA      | $72810.66     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 5.17% 10/13/2027                                                            | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1200000 | PA      | $1223856.00   | 0.04%             | 2027-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.75% 03/15/2029                                                         | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    230000 | PA      | $240824.55    | 0.01%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 3.35% 03/12/2071                                                              | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    270000 | PA      | $172921.50    | 0.01%             | 2071-03-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 5.9% 08/15/2055                                                           | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129508.54    | 0.00%             | 2055-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.572%/VAR 10/20/2032                                                   | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1508187.35   | 0.05%             | 2032-10-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.561%/VAR 11/19/2045                                                 | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494241.89    | 0.02%             | 2045-11-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.8% 07/15/2046                                                                   | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    230000 | PA      | $199987.66    | 0.01%             | 2046-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2047#FS1789                                                                    | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79518 | PA      | $74963.38     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/50#MA6766                                                                             | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    494705 | PA      | $439399.50    | 0.01%             | 2050-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2053#BY2022                                                                      | CUSIP: 3140NJG81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636065 | PA      | $630030.34    | 0.02%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#CB2622                                                                    | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278560 | PA      | $235769.12    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.375% 04/15/2027                                                            | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217622.42    | 0.01%             | 2027-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 4.4% 07/01/2046                                                                    | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    383000 | PA      | $318161.87    | 0.01%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 3.9% 03/15/2028                                                                         | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377641.74    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 10/01/2036#MA4441                                                                    | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2692302 | PA      | $2408305.58   | 0.08%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                  | LANDWIRTSCHAFTLICHE RENTENBANK 3.875% 09/28/2027                                                    | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1110000 | PA      | $1113978.18   | 0.04%             | 2027-09-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2047#BE3702                                                                      | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63485 | PA      | $60345.65     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 03/20/2050#MA6543                                                                        | CUSIP: 36179VHU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    696835 | PA      | $660524.36    | 0.02%             | 2050-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.45% 08/15/2052                                                                       | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    645000 | PA      | $344992.61    | 0.01%             | 2052-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2049#BO5379                                                                      | CUSIP: 3140K06R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84025 | PA      | $74448.26     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATION PLC                                                   | BRITISH TELECOMMUNICATION PLC STEP 12/15/2030                                                       | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    154000 | PA      | $189597.00    | 0.01%             | 2030-12-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2039#AS1772                                                                      | CUSIP: 3138WA6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102878 | PA      | $100440.61    | 0.00%             | 2039-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2031#V61246                                                                    | CUSIP: 3132KFL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6560 | PA      | $6351.52      | 0.00%             | 2031-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 5.55% 08/15/2055                                                                | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205194.43    | 0.01%             | 2055-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE PWR CORP                                                             | OGLETHORPE PWR CORP 5.8% 06/01/2054                                                                 | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96534.94     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.5% 05/15/2046                                                         | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    122000 | PA      | $83407.97     | 0.00%             | 2046-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.52% 01/13/2028                                                       | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $516564.97    | 0.02%             | 2028-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.95% 01/15/2042                                                     | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    230000 | PA      | $216684.37    | 0.01%             | 2042-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.1% 02/12/2035                                                                    | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102491.58    | 0.00%             | 2035-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.95% 06/15/2029                                                                     | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318064.99    | 0.01%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.0% 01/01/2027#AJ9354                                                                    | CUSIP: 3138E2MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62211 | PA      | $61614.22     | 0.00%             | 2027-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 5.5% 11/15/2054                                                                 | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243125.85    | 0.01%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/20/2050#MA7056                                                                      | CUSIP: 36179VZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268769 | PA      | $263312.98    | 0.01%             | 2050-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2052#BX2555                                                                    | CUSIP: 3140N6ZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    721043 | PA      | $732887.37    | 0.02%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 3.75% 04/01/2030                                                               | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $775713.98    | 0.02%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2053#FS6668                                                                    | CUSIP: 3140XNMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    994524 | PA      | $1003090.11   | 0.03%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029                                                  | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43608.22     | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 4.3% 12/14/2045                                                                            | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    402000 | PA      | $347816.07    | 0.01%             | 2045-12-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4.625% 03/18/2029                                                                | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    560000 | PA      | $569811.20    | 0.02%             | 2029-03-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.5% 05/22/2054                                                           | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    380000 | PA      | $364585.57    | 0.01%             | 2054-05-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 09/20/2053#MA9170                                                                        | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    697869 | PA      | $693935.62    | 0.02%             | 2053-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 2.375% 04/24/2030                                                            | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91325.13     | 0.00%             | 2030-04-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/20/2049#MA6338                                                                        | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    478924 | PA      | $425532.32    | 0.01%             | 2049-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 2.45% 05/01/2050                                                       | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $169469.61    | 0.01%             | 2050-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 3.15% 09/30/2051                                                                | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    250000 | PA      | $157938.69    | 0.01%             | 2051-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 4.125% 03/15/2035                                                                       | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $136957.66    | 0.00%             | 2035-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 1.25% 09/15/2026                                                               | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $383556.01    | 0.01%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 4.85% 01/15/2027                                                      | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110794.42    | 0.00%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2033#ZS8686                                                                      | CUSIP: 3132A9UK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4920 | PA      | $4788.90      | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT K-163 A2 VAR 03/25/2034                                              | CUSIP: 3137HCXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $985639.73    | 0.03%             | 2034-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2054#QJ6342                                                                    | CUSIP: 3133CXBK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1049289 | PA      | $1009484.15   | 0.03%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.297%/VAR 04/20/2037                                                                | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332021.50    | 0.01%             | 2037-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2049#                                                                            | CUSIP: 3132DV3M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80120 | PA      | $70437.21     | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.25% 02/15/2048                                                          | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $217809.26    | 0.01%             | 2048-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 2.999% 01/22/2032                                                               | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    565000 | PA      | $508089.27    | 0.02%             | 2032-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.45% 02/01/2050                                                                       | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    230000 | PA      | $156439.31    | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2054#DB2558                                                                    | CUSIP: 3140ABZY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38711 | PA      | $38947.64     | 0.00%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 2.5% 07/20/2052#MA8147                                                                      | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    342947 | PA      | $292377.83    | 0.01%             | 2052-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.603%/VAR 10/22/2030                                                         | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    880000 | PA      | $889601.87    | 0.03%             | 2030-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2045#FM5678                                                                      | CUSIP: 3140X9JY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63278 | PA      | $61392.68     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 1.65% 01/15/2031                                                                         | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    290000 | PA      | $253763.94    | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 3.95% 08/01/2047                                                              | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78460.55     | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2044#AV7092                                                                      | CUSIP: 3138XJ3A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53036 | PA      | $51143.22     | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2029#AV7130                                                                    | CUSIP: 3138XJ4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29567 | PA      | $29276.31     | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.25% 04/15/2029                                                                 | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1336758.12   | 0.04%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 07/01/2038#SB1093                                                                      | CUSIP: 3132CXGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1621651 | PA      | $1550884.87   | 0.05%             | 2038-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.875% 05/05/2041                                                                      | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    210000 | PA      | $158360.48    | 0.01%             | 2041-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                          | FRANKLIN RESOURCES INC 1.6% 10/30/2030                                                              | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193116.77    | 0.01%             | 2030-10-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 10/20/2050#MA6930                                                                        | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106950 | PA      | $87589.42     | 0.00%             | 2050-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.794%/VAR 02/13/2032                                                                | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    390000 | PA      | $338276.76    | 0.01%             | 2032-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2% 08/15/2051                                                           | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8892000 | PA      | $5018422.50   | 0.16%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 1.2% 10/29/2030                                                               | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    710000 | PA      | $619696.21    | 0.02%             | 2030-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.25% 02/01/2041                                                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $236132.20    | 0.01%             | 2041-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                                   | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    510000 | PA      | $498366.59    | 0.02%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 4.35% 05/01/2050                                                                       | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $143980.12    | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 6%/VAR 02/15/2056                                                               | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151457.63    | 0.00%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.55% 03/01/2048                                                                | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65879.55     | 0.00%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 8.1% 07/15/2036                                                                  | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    420000 | PA      | $508603.27    | 0.02%             | 2036-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 2.05% 01/21/2027                                                               | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2730000 | PA      | $2656737.94   | 0.08%             | 2027-01-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                            | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                                | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90356.60     | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                    | COMERICA INC 5.982%/VAR 01/30/2030                                                                  | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145244.53    | 0.00%             | 2030-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 4.626%/VAR 06/06/2033                                                | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216491.16    | 0.01%             | 2033-06-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.2% 10/21/2026                                                                       | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79098.30     | 0.00%             | 2026-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.95% 01/22/2027                                                                 | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216540.53    | 0.01%             | 2027-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.087%/VAR 11/26/2028                                                      | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203344.04    | 0.01%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2035#CA5628                                                                    | CUSIP: 3140QDHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156911 | PA      | $147876.85    | 0.00%             | 2035-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 5.576% 01/25/2049                                                                          | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    166000 | PA      | $156498.70    | 0.00%             | 2049-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 2.4% 04/30/2030                                                                       | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    550000 | PA      | $511140.74    | 0.02%             | 2030-04-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 09/01/2033#ZS8716                                                                    | CUSIP: 3132A9VH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34308 | PA      | $33801.55     | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2050#BO9354                                                                    | CUSIP: 3140K5MC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4419 | PA      | $4034.43      | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2054#                                                                            | CUSIP: 3132DWMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    479252 | PA      | $472758.48    | 0.01%             | 2054-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2052#                                                                            | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478164 | PA      | $415743.81    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2044#FM7604                                                                      | CUSIP: 3140XBNW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209345 | PA      | $191027.51    | 0.01%             | 2044-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 5.1% 01/15/2035                                                                     | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200657.25    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 4.25% 09/15/2065                                                         | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    210000 | PA      | $166840.47    | 0.01%             | 2065-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020                                 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 2.1798% 05/13/2053                                  | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $422006.05    | 0.01%             | 2053-05-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 3.16% 01/23/2030                                                                 | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    800000 | PA      | $736800.00    | 0.02%             | 2030-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 4.65% 09/17/2034                                                                 | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97389.26     | 0.00%             | 2034-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 3.625% 09/10/2028                                                                       | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    130000 | PA      | $128826.89    | 0.00%             | 2028-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 09/01/2055 #TBA                                                                        | CUSIP: 01F020695<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -500000 | PA      | $-396992.20   | -0.01%            | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5% 04/01/2032                                                                          | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    370000 | PA      | $377466.53    | 0.01%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 04/01/2052#RA7138                                                                      | CUSIP: 3133KN4X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    574771 | PA      | $461334.77    | 0.01%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6% 08/03/2055                                                                           | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332138.69    | 0.01%             | 2055-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 4% 03/01/2048                                                                | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    208000 | PA      | $164094.88    | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 2.5% 11/15/2050                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $88006.87     | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/2026                                                   | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    140000 | PA      | $139395.75    | 0.00%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME GROUP INC 3.75% 06/15/2028                                                                      | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139491.17    | 0.00%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 7.3% 11/27/2028                                                      | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53443.41     | 0.00%             | 2028-11-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                         | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    360000 | PA      | $336077.73    | 0.01%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP 5.75% 08/15/2034                                                        | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184875.75    | 0.01%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 7.625% 03/29/2041                                                               | CUSIP: 445545AF3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    110000 | PA      | $126920.20    | 0.00%             | 2041-03-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                        | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                           | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    193000 | PA      | $191875.57    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                         | PILGRIMS PRIDE CORP NEW 4.25% 04/15/2031                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134799.45    | 0.00%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 04/30/2030                                                                           | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7080000 | PA      | $7025517.21   | 0.22%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 1.9% 04/21/2031                                                                 | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    600000 | PA      | $537342.00    | 0.02%             | 2031-04-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.375% 05/15/2055                                                                       | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152212.81    | 0.00%             | 2055-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                                       | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19240000 | PA      | $17477585.99  | 0.55%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | HIGHWOODS REALTY LP 4.125% 03/15/2028                                                               | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137922.13    | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 08/15/2048                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    188000 | PA      | $137195.94    | 0.00%             | 2048-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                    | REXFORD INDUSTRIAL REALTY LP 5% 06/15/2028                                                          | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101487.65    | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 3.75% 07/21/2026                                                           | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $248389.58    | 0.01%             | 2026-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4% 05/10/2028                                                                             | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503378.12    | 0.02%             | 2028-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 02/15/2036                                                         | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    223000 | PA      | $228714.38    | 0.01%             | 2036-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2037#CB3208                                                                    | CUSIP: 3140QNR61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268939 | PA      | $252362.42    | 0.01%             | 2037-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 4.875% 06/19/2049                                                                | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $243202.28    | 0.01%             | 2049-06-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                      | SOUTHWESTERN ELEC POWER CO 5.3% 04/01/2033                                                          | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193020.02    | 0.01%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.846% 01/25/2031                                                    | CUSIP: 3137F9Z79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $401381.55    | 0.01%             | 2031-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2051#SD8156                                                                    | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1598642 | PA      | $1337080.91   | 0.04%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.012% 08/21/2054                                                        | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    214000 | PA      | $189358.26    | 0.01%             | 2054-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 06/30/2030                                                                          | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6970000 | PA      | $6988786.31   | 0.22%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 02/20/2055#MB0202                                                                        | CUSIP: 3618N5GL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1549998 | PA      | $1445375.62   | 0.05%             | 2055-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.75% 03/15/2045                                                                         | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    420000 | PA      | $379267.02    | 0.01%             | 2045-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2051#BT6809                                                                      | CUSIP: 3140LVR76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154855 | PA      | $123761.01    | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2032#BH5772                                                                    | CUSIP: 3140GUMW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17129 | PA      | $16505.66     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 01/20/2052#MA7826                                                                        | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    664575 | PA      | $544269.66    | 0.02%             | 2052-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 4.875% 09/01/2029                                                                | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123593.05    | 0.00%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | HEALTHPEAK OP LLC 2.875% 01/15/2031                                                                 | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    430000 | PA      | $395952.63    | 0.01%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 09/30/2031                                                                         | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9740000 | PA      | $9630425.00   | 0.31%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.85% 11/05/2027                                                                | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    420000 | PA      | $435814.18    | 0.01%             | 2027-11-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 2.95% 11/21/2026                                                                         | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1164532.68   | 0.04%             | 2026-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2020-C55                                                | WELLS FARGO COML MTG TR 2020-C55 2.725% 02/15/2053                                                  | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |    135000 | PA      | $125810.62    | 0.00%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 3.4% 01/15/2038                                                                 | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    388000 | PA      | $336116.07    | 0.01%             | 2038-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 5.75% 12/01/2043                                                           | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $259651.80    | 0.01%             | 2043-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 3.2% 02/15/2052                                                           | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $188390.43    | 0.01%             | 2052-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 06/01/2054#CB8715                                                                      | CUSIP: 3140QUVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90899 | PA      | $92914.02     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                      | CNH INDUSTRIAL CAPITAL LLC 5.5% 01/12/2029                                                          | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124407.82    | 0.00%             | 2029-01-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2040#190405                                                                      | CUSIP: 31368HNW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5082 | PA      | $4953.48      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.15% 04/15/2032                                                           | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216419.26    | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                                       | TYCO ELECTRONICS GROUP SA 2.5% 02/04/2032                                                           | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $97732.63     | 0.00%             | 2032-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.95% 02/15/2035                                                          | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129745.53    | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2048#CA1565                                                                    | CUSIP: 3140Q8W35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156990 | PA      | $153548.59    | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2049#FM5663                                                                    | CUSIP: 3140X9JH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97068 | PA      | $89715.32     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2054#DB0084                                                                    | CUSIP: 3140A9CW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491769 | PA      | $495697.58    | 0.02%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 4.839%/VAR 02/01/2034                                                                | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    490000 | PA      | $487064.45    | 0.02%             | 2034-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2045#G61180                                                                      | CUSIP: 31335BJZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51935 | PA      | $50560.58     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 10/20/2047#MA4776                                                                      | CUSIP: 36179TJV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21856 | PA      | $18930.67     | 0.00%             | 2047-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 03/20/2055#MB0260                                                                        | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197507 | PA      | $201592.00    | 0.01%             | 2055-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 2.25% 05/28/2031                                                            | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $153677.58    | 0.00%             | 2031-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 3% 08/15/2031                                                                               | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229469.06    | 0.01%             | 2031-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.611%/VAR 04/25/2053                                                        | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $983227.25    | 0.03%             | 2053-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 2.6% 08/15/2029                                                           | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150176.77    | 0.00%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#FM3160                                                                    | CUSIP: 3140X6QN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169519 | PA      | $165803.64    | 0.01%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 6.75%/VAR 06/15/2054                                                   | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    580000 | PA      | $612775.22    | 0.02%             | 2054-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                             | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381458.93    | 0.01%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/46#MA3663                                                                           | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109802 | PA      | $101879.57    | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5.5% 01/01/2040#SB1456                                                                    | CUSIP: 3132CXTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1029992 | PA      | $1053259.70   | 0.03%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 06/30/2030                                                                         | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12400000 | PA      | $12501718.69  | 0.40%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2041#AL0935                                                                      | CUSIP: 3138EHBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9002 | PA      | $8760.46      | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#QD3619                                                                    | CUSIP: 3133B1AU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399052 | PA      | $331765.80    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2036#MA4361                                                                    | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1290905 | PA      | $1214564.57   | 0.04%             | 2036-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 3.6% 06/05/2027                                                                            | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188463.95    | 0.01%             | 2027-06-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 2.5% 11/22/2027                                                    | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1306488.74   | 0.04%             | 2027-11-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 5.25% 06/15/2031                                                                     | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103581.37    | 0.00%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5% 07/15/2032                                                          | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81303.12     | 0.00%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2048#MA5397                                                                      | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161184 | PA      | $148848.97    | 0.00%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.24% 04/15/2030                                                       | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207076.24    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                        | AGILENT TECHNOLOGIES INC 4.75% 09/09/2034                                                           | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138038.70    | 0.00%             | 2034-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031                                                       | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    227000 | PA      | $210942.49    | 0.01%             | 2031-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2052#BV5789                                                                      | CUSIP: 3140MKNF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399999 | PA      | $346782.65    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 4.55% 08/12/2043                                                               | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $379415.04    | 0.01%             | 2043-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.55% 08/20/2060                                                                          | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    110000 | PA      | $62362.41     | 0.00%             | 2060-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.5% 04/15/2050                                                                    | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    480000 | PA      | $392293.05    | 0.01%             | 2050-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2041#G06229                                                                      | CUSIP: 3128M8HE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62377 | PA      | $60809.51     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.25% 05/15/2051                                                             | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65253.93     | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2049#BN6701                                                                    | CUSIP: 3140JPNT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11366 | PA      | $11670.08     | 0.00%             | 2049-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                               | TIME WARNER CABLE ENTERPRISES LLC 8.375% 07/15/2033                                                 | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $116630.93    | 0.00%             | 2033-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                              | KAISER FNDTN HOSPS 2.81% 06/01/2041                                                                 | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    290000 | PA      | $208780.11    | 0.01%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C52                                                | WELLS FARGO COML MTG TR 2019-C52 2.892% 08/15/2052                                                  | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $188302.90    | 0.01%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.3% 12/05/2043                                                                     | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $282142.21    | 0.01%             | 2043-12-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 06/01/2052#QE4514                                                                      | CUSIP: 3133BEAP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    648317 | PA      | $562063.32    | 0.02%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2035#SB8032                                                                      | CUSIP: 3132D54R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103275 | PA      | $99671.91     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 2.67% 12/01/2026                                                             | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $420675.32    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2051#MA7257                                                                      | CUSIP: 36179WB23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123509 | PA      | $113709.50    | 0.00%             | 2051-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 06/01/2053#BY2305                                                                      | CUSIP: 3140NJR30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230176 | PA      | $227920.46    | 0.01%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 5% 10/15/2034                                                         | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265449.27    | 0.01%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.572%/VAR 06/03/2031                                                                 | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    380000 | PA      | $348844.25    | 0.01%             | 2031-06-03      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2052#MA4564                                                                      | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230436 | PA      | $200858.93    | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5% 09/15/2034                                                                             | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129568.73    | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 06/49#MA5987                                                                           | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21502 | PA      | $21065.67     | 0.00%             | 2049-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 04/01/2035#SB8041                                                                      | CUSIP: 3132D55A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15901 | PA      | $15346.25     | 0.00%             | 2035-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 6% 10/01/2028#ZS8908                                                                      | CUSIP: 3132A93R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1010 | PA      | $1023.90      | 0.00%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | NORTHERN TRUST CORP 1.95% 05/01/2030                                                                | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136423.22    | 0.00%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.65% 06/01/2044                                                                       | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94770.94     | 0.00%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2049#ZN3949                                                                    | CUSIP: 3131YAL65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48718 | PA      | $44601.53     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2049#MA5816                                                                      | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    242592 | PA      | $223648.10    | 0.01%             | 2049-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 3.125% 11/07/2049                                                                | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $66636.51     | 0.00%             | 2049-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/20/2048#MA5652                                                                      | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15500 | PA      | $15200.27     | 0.00%             | 2048-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2052#CB4371                                                                    | CUSIP: 3140QP2D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857191 | PA      | $776791.36    | 0.02%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5% 03/01/2026                                                                             | CUSIP: 682680BR3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    147000 | PA      | $147101.82    | 0.00%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | LEAR CORP 3.8% 09/15/2027                                                                           | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237700.61    | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 02/20/2050#MA6476                                                                        | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101768 | PA      | $96465.37     | 0.00%             | 2050-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.25% 08/22/2057                                                                     | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81375.87     | 0.00%             | 2057-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 6.125% 07/15/2038                                                                          | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    640000 | PA      | $693689.97    | 0.02%             | 2038-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 5% 03/15/2049                                                                              | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91536.78     | 0.00%             | 2049-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                             | MID AMERICA APTS LP 5% 03/15/2034                                                                   | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50336.76     | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.1% 01/14/2042                                                                   | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $255691.90    | 0.01%             | 2042-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 02/01/2055#SD8505                                                                      | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    566457 | PA      | $558781.72    | 0.02%             | 2055-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5% 04/15/2030                                                                          | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    292000 | PA      | $300381.35    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 4.375% 09/08/2028                                                           | CUSIP: 3130AWTR1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     30000 | PA      | $30650.25     | 0.00%             | 2028-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 5.85% 09/01/2043                                                                   | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    239000 | PA      | $215028.43    | 0.01%             | 2043-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 11/01/2034#SB8016                                                                      | CUSIP: 3132D53Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43780 | PA      | $42266.71     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2053#FS3904                                                                      | CUSIP: 3140XKKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58017 | PA      | $57461.75     | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2032#MA3188                                                                      | CUSIP: 31418CRJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94828 | PA      | $92361.49     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2348                                                                      | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1080218 | PA      | $873104.17    | 0.03%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2034#MA3798                                                                      | CUSIP: 31418DGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74790 | PA      | $72321.24     | 0.00%             | 2034-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN INTERNATIONAL COOPERATION AGENCY                                          | JAPAN INTERNATL CO OPEA AGENCY 1.75% 04/28/2031                                                     | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $175611.44    | 0.01%             | 2031-04-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 2.65% 08/15/2052                                                                | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    115000 | PA      | $69202.57     | 0.00%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2050#MA3938                                                                      | CUSIP: 31418DLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5062 | PA      | $4783.59      | 0.00%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.946%/VAR 01/23/2049                                                   | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    360000 | PA      | $282938.73    | 0.01%             | 2049-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2041#G07479                                                                      | CUSIP: 3128M9UC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10988 | PA      | $10695.41     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 5.7% 04/01/2028                                                                            | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    154000 | PA      | $159163.45    | 0.01%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                            | TELEFONICA EUROPE BV 8.25% 09/15/2030                                                               | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    608000 | PA      | $703323.74    | 0.02%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.3% 05/15/2035                                                                        | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357068.83    | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 3.6% 03/01/2035                                                                | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    450000 | PA      | $410197.36    | 0.01%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 03/01/2037#FS3312                                                                      | CUSIP: 3140XJVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26433 | PA      | $24344.81     | 0.00%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 1.995% 05/11/2027                                                                  | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67932.57     | 0.00%             | 2027-05-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 12/20/2051#MA7766                                                                        | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336216 | PA      | $275352.61    | 0.01%             | 2051-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2042#AJ7547                                                                      | CUSIP: 3138E0L56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56973 | PA      | $55253.30     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.9% 10/15/2035                                                                    | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351963.92    | 0.01%             | 2035-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 03/01/2055#MA5647                                                                      | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    595654 | PA      | $608729.52    | 0.02%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 3% 03/15/2052                                                                      | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    170000 | PA      | $108888.13    | 0.00%             | 2052-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 5% 04/01/2040#MA5683                                                                      | CUSIP: 31418FJ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    951890 | PA      | $961656.51    | 0.03%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.7% 04/15/2050                                                                               | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     96000 | PA      | $69772.99     | 0.00%             | 2050-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 3.25% 03/15/2027                                                     | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137070.39    | 0.00%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 3.65% 06/15/2026                                                                 | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169135.10    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2051#BR7527                                                                    | CUSIP: 3140L6LH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273219 | PA      | $228516.12    | 0.01%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC 5.55% 03/15/2054                                                               | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48546.65     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 8/39 #AC1578                                                                             | CUSIP: 31417KXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13987 | PA      | $13644.55     | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                                                   | ALBEMARLE CORP US 5.05% 06/01/2032                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127244.32    | 0.00%             | 2032-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 3.65% 03/01/2052                                                                        | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    190000 | PA      | $137687.57    | 0.00%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                   | SUTTER HEALTH 5.164% 08/15/2033                                                                     | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162819.31    | 0.01%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 3.25% 07/01/2026                                                                   | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    765000 | PA      | $758066.28    | 0.02%             | 2026-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                           | REGIONS FINL CORP NEW 5.502%/VAR 09/06/2035                                                         | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203029.98    | 0.01%             | 2035-09-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 01/01/2053#SD8288                                                                      | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33195 | PA      | $32921.29     | 0.00%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2052#MA4842                                                                    | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233460 | PA      | $236346.90    | 0.01%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.375% 10/15/2030                                                           | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352770.78    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2050#FS3237                                                                      | CUSIP: 3140XJS38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157123 | PA      | $149352.48    | 0.00%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 5.272%/VAR 01/15/2031                                                  | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360832.62    | 0.01%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/44#MA1919                                                                        | CUSIP: 36179QDY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3922 | PA      | $3645.81      | 0.00%             | 2044-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 11/15/2046                                                       | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    359000 | PA      | $261396.88    | 0.01%             | 2046-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 05/31/2027                                                                         | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10760000 | PA      | $10796146.93  | 0.34%             | 2027-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 3.05% 02/15/2051                                                     | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $19583.06     | 0.00%             | 2051-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                       | KELLANOVA 7.45% 04/01/2031                                                                          | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    110000 | PA      | $126143.45    | 0.00%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | NORTHERN TRUST CORP 6.125% 11/02/2032                                                               | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108894.52    | 0.00%             | 2032-11-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 5.65% 03/15/2033                                                                | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    370000 | PA      | $386422.72    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.875% 08/15/2059                                                            | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $118354.68    | 0.00%             | 2059-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 4.3% 12/01/2042                                                                 | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85174.49     | 0.00%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | APPALACHIAN POWER CO 7% 04/01/2038                                                                  | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112245.71    | 0.00%             | 2038-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 5.2% 05/15/2035                                                                     | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102463.18    | 0.00%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2049#MA3804                                                                      | CUSIP: 31418DGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184422 | PA      | $174494.40    | 0.01%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.776% 07/13/2033                                                      | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $297326.39    | 0.01%             | 2033-07-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 5.15% 03/01/2034                                                                | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102315.42    | 0.00%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 5.8% 01/15/2033                                                         | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117102.64    | 0.00%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 3% 03/01/2032                                                                           | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    180000 | PA      | $165659.19    | 0.01%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE CO                                                       | TENNESSEE GAS PIPELINE CO 7% 10/15/2028                                                             | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $678379.86    | 0.02%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE PWR CORP                                                             | OGLETHORPE PWR CORP 5.05% 10/01/2048                                                                | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44386.17     | 0.00%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FREDDIE MAC 15Y 15YR 2% 11/01/2035#QN4280                                                           | CUSIP: 3133GAXH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232887 | PA      | $214491.96    | 0.01%             | 2035-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 3.8% 10/01/2060                                                   | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    140000 | PA      | $87645.84     | 0.00%             | 2060-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047   | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84977.25     | 0.00%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2049#ZT2086                                                                    | CUSIP: 3132AEJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510118 | PA      | $466377.03    | 0.01%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 4.75% 03/10/2034                                                            | CUSIP: 3130B0X87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1033304.16   | 0.03%             | 2034-03-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVESCO FIN PLC                                                                 | INVESCO FIN PLC 5.375% 11/30/2043                                                                   | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $47720.58     | 0.00%             | 2043-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.125% 11/17/2027                                                            | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173605.38    | 0.01%             | 2027-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 2.75% 09/01/2051                                                             | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    330000 | PA      | $197584.22    | 0.01%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2041#AI9851                                                                    | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26619 | PA      | $26560.88     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2048#BK0916                                                                      | CUSIP: 3140HEAS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10929 | PA      | $11026.51     | 0.00%             | 2048-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.45% 04/01/2031                                                                            | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1245567.58   | 0.04%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2050#CA5659                                                                    | CUSIP: 3140QDJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32482 | PA      | $26984.50     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.45% 11/16/2038                                                                           | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    360000 | PA      | $333083.51    | 0.01%             | 2038-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.5% 10/15/2040                                                               | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    430000 | PA      | $439479.38    | 0.01%             | 2040-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 5.625% 05/15/2033                                                 | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163769.01    | 0.01%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 02/01/2051#SD8127                                                                    | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264087 | PA      | $200433.03    | 0.01%             | 2051-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5% 01/15/2035                                                                     | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289984.69    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 02/15/2028                                                                          | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    629000 | PA      | $616641.13    | 0.02%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#BN2000                                                                    | CUSIP: 3140JJGJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24765 | PA      | $24183.53     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.8% 02/01/2038                                                                              | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    270000 | PA      | $227473.40    | 0.01%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 3.625% 10/30/2042                                                                 | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    394000 | PA      | $318943.00    | 0.01%             | 2042-10-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.95% 07/14/2028                                                            | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462347.89    | 0.01%             | 2028-07-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2052#FS4421                                                                      | CUSIP: 3140XK4F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223013 | PA      | $194388.14    | 0.01%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 4.35% 04/01/2047                                                              | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76710.68     | 0.00%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 9.5% 02/02/2030                                                             | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    170000 | PA      | $205058.51    | 0.01%             | 2030-02-02      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.25% 10/26/2049                                                            | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80052.31     | 0.00%             | 2049-10-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.65% 09/15/2059                                                                       | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    419000 | PA      | $277368.05    | 0.01%             | 2059-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3.017% 01/16/2027                                                        | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    635000 | PA      | $627292.27    | 0.02%             | 2027-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 2.95% 06/01/2041                                                           | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $96047.05     | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                  | MORGAN STANLEY PRIVATE BANK NA 4.734%/VAR 07/18/2031                                                | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405619.12    | 0.01%             | 2031-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2052#SD4673                                                                      | CUSIP: 3132DSFN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    563513 | PA      | $488894.07    | 0.02%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX CORP 6.05% 03/15/2034                                                                          | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425238.24    | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 6.092% 10/03/2033                                                      | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $200784.01    | 0.01%             | 2033-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 5.95% 02/14/2049                                                                   | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238578.52    | 0.01%             | 2049-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                           | DEVON ENERGY CORP NEW 5% 06/15/2045                                                                 | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    315000 | PA      | $264550.37    | 0.01%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                  | GLOBE LIFE INC 2.15% 08/15/2030                                                                     | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    270000 | PA      | $241383.90    | 0.01%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 05/31/2028                                                                          | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2807000 | PA      | $2636496.67   | 0.08%             | 2028-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 2.65% 01/13/2031                                                                     | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185942.20    | 0.01%             | 2031-01-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                      | CNH INDUSTRIAL CAPITAL LLC 4.55% 04/10/2028                                                         | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181622.04    | 0.01%             | 2028-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2052#QF0922                                                                      | CUSIP: 3133BNAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    713438 | PA      | $707159.30    | 0.02%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 15YR 2% 02/01/2038#FA0539                                                                 | CUSIP: 3140W0S55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    682821 | PA      | $626538.58    | 0.02%             | 2038-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2054#CB9677                                                                      | CUSIP: 3140QVXF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    789508 | PA      | $813501.44    | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 6.2% 06/30/2055                                                                    | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    370000 | PA      | $374810.00    | 0.01%             | 2055-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                          | ARCH CAPITAL GROUP LTD 3.635% 06/30/2050                                                            | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    187000 | PA      | $135054.42    | 0.00%             | 2050-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 5.7% 07/15/2043                                                                  | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49170.07     | 0.00%             | 2043-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 1.2% 03/01/2026                                                                 | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344378.04    | 0.01%             | 2026-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 3.15% 03/15/2027                                                               | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256465.71    | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                             | FORD CREDIT AUTO OWNER TRUST 2023-A 4.65% 02/15/2028                                                | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    194463 | PA      | $194894.66    | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | INTERNATIONAL PAPER CO 5.15% 05/15/2046                                                             | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98982.66     | 0.00%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 2.85% 10/15/2050                                                        | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    340000 | PA      | $215566.73    | 0.01%             | 2050-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 5% 09/01/2040 #TBA                                                                        | CUSIP: 01F050494<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    825000 | PA      | $833540.07    | 0.03%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 09/01/2050#                                                                          | CUSIP: 3132DV7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    973822 | PA      | $815707.51    | 0.03%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                     | ONE GAS INC 2% 05/15/2030                                                                           | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    260000 | PA      | $236396.76    | 0.01%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2042#BM4320                                                                      | CUSIP: 3140J8YS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239644 | PA      | $233007.98    | 0.01%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2049#ZT1953                                                                    | CUSIP: 3132AEE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21595 | PA      | $21074.79     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2050#MA6657                                                                      | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118302 | PA      | $108915.56    | 0.00%             | 2050-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 09/01/2055 #TBA                                                                        | CUSIP: 21H032696<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -4850000 | PA      | $-4414135.84  | -0.14%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                               | SUNCOR ENERGY INC 4% 11/15/2047                                                                     | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    234000 | PA      | $172593.86    | 0.01%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.518%/VAR 10/25/2035                                                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242139.17    | 0.01%             | 2035-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA PLC                                                     | PRUDENTIAL FUNDING ASIA PLC 3.125% 04/14/2030                                                       | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $95556.25     | 0.00%             | 2030-04-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2050#SD8111                                                                    | CUSIP: 3132DWAL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17736 | PA      | $17435.56     | 0.00%             | 2050-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.33%/VAR 03/15/2050                                                    | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164869.92    | 0.01%             | 2050-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% #MA2642                                                                              | CUSIP: 31418B5C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46236 | PA      | $42835.07     | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.817%/VAR 02/01/2034                                                    | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72864.49     | 0.00%             | 2034-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2042#Z40054                                                                      | CUSIP: 3132FCBX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11043 | PA      | $10761.40     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 2.757% 09/13/2026                                                        | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1050000 | PA      | $1034595.72   | 0.03%             | 2026-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 4.4% 04/05/2052                                                            | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    290000 | PA      | $231580.73    | 0.01%             | 2052-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.5% 09/15/2037                                                                   | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $150864.97    | 0.00%             | 2037-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 4.25% 12/15/2047                                                      | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97405.37     | 0.00%             | 2047-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.5% 05/14/2035                                                                          | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290700.68    | 0.01%             | 2035-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 4.75% 08/01/2043                                                                     | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43316.82     | 0.00%             | 2043-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2035#MA3957                                                                    | CUSIP: 31418DMF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3367 | PA      | $3296.10      | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.875% 09/15/2033                                                             | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105154.66    | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA                                                                | CITIZENS BANK NA 3.75% 02/18/2026                                                                   | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    960000 | PA      | $955852.49    | 0.03%             | 2026-02-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2049#BN8917                                                                    | CUSIP: 3140JR4B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19134 | PA      | $18666.97     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 4.1% 04/15/2033                                                                         | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294727.39    | 0.01%             | 2033-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2048#ZM7652                                                                      | CUSIP: 3131Y2QD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14273 | PA      | $13522.73     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL INDS NV                                                          | LYONDELLBASELL INDS NV 4.625% 02/26/2055                                                            | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    140000 | PA      | $107623.62    | 0.00%             | 2055-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 01/31/2028                                                                           | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5420000 | PA      | $5407508.58   | 0.17%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 01/20/2053#MA8566                                                                      | CUSIP: 36179XQT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132148 | PA      | $120496.80    | 0.00%             | 2053-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 10/20/2048#MA5528                                                                        | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71205 | PA      | $67628.31     | 0.00%             | 2048-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 3.55% 03/10/2051                                                                   | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $172000.00    | 0.01%             | 2051-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2043#AV0681                                                                      | CUSIP: 3138XBXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33367 | PA      | $32128.50     | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3% 02/24/2050                                                            | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    130000 | PA      | $82691.59     | 0.00%             | 2050-02-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 11/20/2052#MA8425                                                                      | CUSIP: 36179XLE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    880909 | PA      | $803997.13    | 0.03%             | 2052-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.6% 03/25/2040                                                                          | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96788.09     | 0.00%             | 2040-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 5.2% 07/01/2030                                                      | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91297.22     | 0.00%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 6% 03/01/2055#QX7992                                                                      | CUSIP: 31426D3A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49907 | PA      | $51002.34     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 4.95% 06/15/2028                                                                 | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    567000 | PA      | $575825.55    | 0.02%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 06/15/2026                                                                         | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13040000 | PA      | $13058464.90  | 0.41%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2053#BX8165                                                                    | CUSIP: 3140NDCB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246837 | PA      | $238495.49    | 0.01%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2049#MA3885                                                                      | CUSIP: 31418DJ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17491 | PA      | $17559.97     | 0.00%             | 2049-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4.15% 10/15/2028                                                                       | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150478.38    | 0.00%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.041% 03/17/2062                                                                    | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    460000 | PA      | $290061.67    | 0.01%             | 2062-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 5.1% 06/18/2050                                                       | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    100000 | PA      | $92350.00     | 0.00%             | 2050-06-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.3% 01/27/2045                                                                      | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102581.88    | 0.00%             | 2045-01-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2053#QH6120                                                                      | CUSIP: 3133CJYR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390137 | PA      | $385581.69    | 0.01%             | 2053-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 6.45%/VAR 09/01/2054                                                           | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155305.80    | 0.00%             | 2054-09-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.1% 02/15/2060                                                                          | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    210000 | PA      | $116707.46    | 0.00%             | 2060-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST                               | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.8% 07/15/2037                                   | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242572 | PA      | $249442.39    | 0.01%             | 2037-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 12/01/2061     | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $81485.42     | 0.00%             | 2061-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF OK                                                         | PUBLIC SERVICE CO OF OK 5.2% 01/15/2035                                                             | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160443.46    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/20/2049#MA6038                                                                        | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    263811 | PA      | $235389.71    | 0.01%             | 2049-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 07/20/2042#MA0219                                                                      | CUSIP: 36179MG46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43187 | PA      | $39608.89     | 0.00%             | 2042-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2047#MA3182                                                                    | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14483 | PA      | $13331.57     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 7.4% 11/01/2046                                                                       | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125362.27    | 0.00%             | 2046-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 2.639% 06/15/2031                                                               | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $115694.07    | 0.00%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP TRANSMISSION CO LLC 5.4% 03/15/2053                                                             | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95795.74     | 0.00%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 7.964%/VAR 11/02/2034                                                          | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $58503.96     | 0.00%             | 2034-11-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.675% 06/01/2060                                                                    | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $115862.90    | 0.00%             | 2060-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 3.4% 08/01/2051                                                                        | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $125566.17    | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 07/01/2033#ZS8705                                                                    | CUSIP: 3132A9U62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11295 | PA      | $11142.62     | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 7% 11/01/2053#MA5193                                                                      | CUSIP: 31418EXX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2947182 | PA      | $3106600.80   | 0.10%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.25% 04/01/2046                                                                     | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    510000 | PA      | $428341.50    | 0.01%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 1.85% 08/01/2031                                                                   | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    240000 | PA      | $209794.37    | 0.01%             | 2031-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 5.926% 10/02/2026                                                      | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $213867.56    | 0.01%             | 2026-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                                | ASSURED GTY US HLDGS INC 3.6% 09/15/2051                                                            | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23901.84     | 0.00%             | 2051-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 04/30/2032                                                                             | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23490000 | PA      | $23625801.56  | 0.75%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH                                     | NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 4.9% 06/13/2028                                            | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307518.32    | 0.01%             | 2028-06-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 3.25% 04/06/2050                                                               | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $164041.03    | 0.01%             | 2050-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 03/20/2051#MA7256                                                                        | CUSIP: 36179WBZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1021484 | PA      | $906967.35    | 0.03%             | 2051-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 6.05% 06/01/2054                                                                    | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291389.38    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 3.6% 09/15/2042                                                                    | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102924.91    | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 02/20/2051#MA7192                                                                        | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2200441 | PA      | $1802447.78   | 0.06%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 02/01/2052#QD7087                                                                      | CUSIP: 3133B42U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    595739 | PA      | $473882.64    | 0.02%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                             | BANCO BILBAO VIZ ARGENTARIA SA 1.125% 09/18/2025                                                    | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199696.76    | 0.01%             | 2025-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 4.9% 09/15/2030                                                                      | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101530.19    | 0.00%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.164%/VAR 08/04/2033                                                             | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106655.56    | 0.00%             | 2033-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/20/2049#MA5878                                                                        | CUSIP: 36179UQ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8623 | PA      | $8682.37      | 0.00%             | 2049-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 4.252%/VAR 03/28/2033                                                                  | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $194135.18    | 0.01%             | 2033-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.05% 03/22/2028                                                                         | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143540.70    | 0.00%             | 2028-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 4.125% 05/11/2035                                                              | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $161478.56    | 0.01%             | 2035-05-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 5.625% 04/01/2034                                                             | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148875.92    | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5.85% 04/01/2055                                                                       | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245828.97    | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2050#SD8038                                                                    | CUSIP: 3132DV4X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203791 | PA      | $186125.41    | 0.01%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2035#CA6563                                                                    | CUSIP: 3140QEJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176342 | PA      | $166795.21    | 0.01%             | 2035-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032                                                   | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $309037.00    | 0.01%             | 2032-03-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FUND                                              | MORGAN STANLEY DIRECT LENDING FUND 6.15% 05/17/2029                                                 | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92907.29     | 0.00%             | 2029-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 3.2% 11/15/2031                                                                   | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133615.41    | 0.00%             | 2031-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 2.82% 09/01/2051                                                                           | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    210000 | PA      | $127802.73    | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.375% 11/15/2048                                                       | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     68000 | PA      | $53063.91     | 0.00%             | 2048-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B19 MTG TR                                                       | BENCHMARK 2020-B19 A5 1.85% 09/15/2053                                                              | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $305921.25    | 0.01%             | 2053-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2051#BR2225                                                                      | CUSIP: 3140L0PK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    997467 | PA      | $794374.55    | 0.03%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2050#BQ9291                                                                      | CUSIP: 3140KVKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1380203 | PA      | $1097025.71   | 0.03%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2033#CA1961                                                                      | CUSIP: 3140Q9FB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12376 | PA      | $12046.30     | 0.00%             | 2033-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.3% 03/01/2048                                                                            | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173192.84    | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2053#MA5136                                                                    | CUSIP: 31418EV64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372934 | PA      | $359515.53    | 0.01%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 4.45% 04/15/2070                                                              | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    150000 | PA      | $119812.50    | 0.00%             | 2070-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL OHARE INTL ARPT REV                                                  | CHICAGO ILL O HARE INTL ARPT BUILD AMERICA BONDS                                                    | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $330782.34    | 0.01%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.375% 09/15/2025                                                                     | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209909.47    | 0.01%             | 2025-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                              | DOMINION ENERGY SOUTH CAROLINA INC 5.1% 06/01/2065                                                  | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52936.89     | 0.00%             | 2065-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 8% 04/29/2027                                                                 | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1126429.38   | 0.04%             | 2027-04-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 5.25% 01/14/2035                                                           | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $211085.59    | 0.01%             | 2035-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2052#CB4276                                                                      | CUSIP: 3140QPXE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1531529 | PA      | $1436166.48   | 0.05%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 02/01/2049#G08864                                                                      | CUSIP: 3128MJ6A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50118 | PA      | $50520.00     | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC 4.5% 09/15/2028                                                            | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    504000 | PA      | $508397.67    | 0.02%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2053#MA5105                                                                    | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1297585 | PA      | $1251706.60   | 0.04%             | 2053-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | PUGET SOUND ENERGY INC 4.3% 05/20/2045                                                              | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    180000 | PA      | $146707.85    | 0.00%             | 2045-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2047#AL9603                                                                    | CUSIP: 3138ERU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12107 | PA      | $11189.92     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 6.2% 06/15/2036                                                        | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $325445.21    | 0.01%             | 2036-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 01/20/2051#MA7136                                                                      | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    788418 | PA      | $672286.25    | 0.02%             | 2051-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 6.05% 08/15/2056                                                                       | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    530000 | PA      | $532885.92    | 0.02%             | 2056-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 3.05% 06/08/2051                                                                  | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64973.53     | 0.00%             | 2051-06-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 5% 12/15/2033                                                                 | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143310.22    | 0.00%             | 2033-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP TRANSMISSION CO LLC 5.375% 06/15/2035                                                           | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348299.88    | 0.01%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6.35% 06/17/2054                                                        | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $101277.50    | 0.00%             | 2054-06-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 12/15/2026                                                                         | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10577109.38  | 0.34%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.272% 01/15/2036                                                        | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    106000 | PA      | $98592.85     | 0.00%             | 2036-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.75% 03/12/2054                                                                    | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $184845.99    | 0.01%             | 2054-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 6.25% 04/01/2054                                                                 | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98747.51     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 4.66% 02/21/2028                                       | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $181369.94    | 0.01%             | 2028-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 4.25% 09/15/2027                                                           | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    430000 | PA      | $432481.48    | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.6% 01/13/2051                                                                      | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220187.06    | 0.01%             | 2051-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.405%/VAR 08/10/2033                                                          | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $102158.70    | 0.00%             | 2033-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 4.75% 11/30/2036                                                                | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168960.55    | 0.01%             | 2036-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2053#QG9525                                                                    | CUSIP: 3133CASN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    493022 | PA      | $497268.90    | 0.02%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                                       | TELEDYNE TECHNOLOGIES INC 2.25% 04/01/2028                                                          | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95264.83     | 0.00%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 1.5% 07/15/2028                                                                      | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131244.28    | 0.00%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 03/31/2030                                                                         | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $409103.13    | 0.01%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 4.8% 10/01/2032                                                                            | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169346.08    | 0.01%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 12/01/2052#SD8278                                                                      | CUSIP: 3132DWFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    490581 | PA      | $503803.05    | 0.02%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 08/01/2037#FS4794                                                                      | CUSIP: 3140XLKG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869463 | PA      | $797796.60    | 0.03%             | 2037-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2032#BJ2986                                                                    | CUSIP: 3140H4J88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23321 | PA      | $22434.31     | 0.00%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.45% 09/01/2060                                                                | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    310000 | PA      | $170015.97    | 0.01%             | 2060-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.375% 02/15/2033                                                            | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $496890.81    | 0.02%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.05% 04/15/2053                                                             | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    360000 | PA      | $315965.54    | 0.01%             | 2053-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 4.7%/VAR 01/23/2048                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58225.09     | 0.00%             | 2048-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 6.1% 03/15/2055                                                         | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49308.86     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5.25% 03/01/2052                                                        | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $196021.94    | 0.01%             | 2052-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AU CA BRIDGE REV                                                  | BAY AREA TA CA 6.263% 4/1/49                                                                        | CUSIP: 072024ND0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $337180.29    | 0.01%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 2.2% 01/15/2027                                                                      | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136251.95    | 0.00%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2046#MA3874                                                                      | CUSIP: 36179SJT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29509 | PA      | $27352.59     | 0.00%             | 2046-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 6.75% 03/15/2034                              | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    110000 | PA      | $120630.29    | 0.00%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 5.5% 09/01/2040 #TBA                                                                      | CUSIP: 01F052490<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    725000 | PA      | $741029.32    | 0.02%             | 2040-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELEC PWR CO                                                           | WISCONSIN ELEC PWR CO 5.05% 10/01/2054                                                              | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99310.76     | 0.00%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 3.75% 09/01/2047                                                                | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    413000 | PA      | $312592.43    | 0.01%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 10/01/2051#SD8171                                                                    | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    568016 | PA      | $430926.50    | 0.01%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                 | BANK 2023-BNK45 5.203% 02/15/2056                                                                   | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1473480.58   | 0.05%             | 2056-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.125% 02/15/2030                                                            | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    520000 | PA      | $538134.81    | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2.9% 05/15/2050                                                              | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $736595.26    | 0.02%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC 5.05% 03/15/2029                                                           | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163153.42    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2049#MA3851                                                                    | CUSIP: 31418DH54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121032 | PA      | $118001.03    | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 1.5% 03/15/2031                                                            | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $121122.20    | 0.00%             | 2031-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 03/20/2051#MA7259                                                                      | CUSIP: 36179WB49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43323 | PA      | $42524.67     | 0.00%             | 2051-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.449%/VAR 06/11/2035                                                                 | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308386.03    | 0.01%             | 2035-06-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | HEALTHPEAK OP LLC 4.75% 01/15/2033                                                                  | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19863.62     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.375% 06/30/2050                                                    | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $287296.28    | 0.01%             | 2050-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.625% 07/15/2054                                                            | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142779.60    | 0.00%             | 2054-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#MA3564                                                                    | CUSIP: 31418C6A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93492 | PA      | $91238.13     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2054#                                                                          | CUSIP: 31418E4L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744246 | PA      | $716233.34    | 0.02%             | 2054-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 2.8% 10/15/2041                                                        | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    410000 | PA      | $295761.21    | 0.01%             | 2041-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | EXPAND ENERGY CORP 5.375% 03/15/2030                                                                | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242420.88    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.615%/VAR 07/23/2036                                                         | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265201.82    | 0.01%             | 2036-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TEXAS STATE                                                                     | TEXAS ST BUILD AMERICA BONDS-SER A                                                                  | CUSIP: 882722VN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $289185.27    | 0.01%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX CAPITAL INC 4% 03/18/2029                                                                      | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239188.93    | 0.01%             | 2029-03-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.829%/VAR 05/09/2027                                                                  | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $403625.98    | 0.01%             | 2027-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.75% 04/01/2048                                                     | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35089.25     | 0.00%             | 2048-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 2.8% 10/01/2026                                                                 | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    216000 | PA      | $212589.17    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2037#MA4568                                                                    | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1005417 | PA      | $943445.80    | 0.03%             | 2037-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 3% 09/12/2027                                                                            | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48999.05     | 0.00%             | 2027-09-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC 2.5% 05/15/2031                                                                         | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188350.43    | 0.01%             | 2031-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 2.7% 05/15/2040                                                      | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    320000 | PA      | $233854.79    | 0.01%             | 2040-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 07/20/2054#MA9781                                                                      | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    914116 | PA      | $940337.61    | 0.03%             | 2054-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039                                                           | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89089.60     | 0.00%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2052#MA4785                                                                      | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515672 | PA      | $511746.18    | 0.02%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2047#BJ2479                                                                    | CUSIP: 3140H3XH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57950 | PA      | $53343.23     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/01/2034#QN0507                                                                    | CUSIP: 3133G6R49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3839 | PA      | $3663.25      | 0.00%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 5% 07/23/2035                                                                           | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413799.16    | 0.01%             | 2035-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                                      | BERKSHIRE HATHAWAY INC DEL 4.5% 02/11/2043                                                          | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101984.69    | 0.00%             | 2043-02-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2052#FS5636                                                                      | CUSIP: 3140XMHN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4743453 | PA      | $3795433.95   | 0.12%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                       | KELLANOVA 2.1% 06/01/2030                                                                           | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145105.47    | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.11% 05/19/2043                                              | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $189469.54    | 0.01%             | 2043-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                               | NATIONAL GRID PLC 5.418% 01/11/2034                                                                 | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $61744.68     | 0.00%             | 2034-01-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 3.375% 09/15/2049                                                                 | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138053.19    | 0.00%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                             | PROGRESS ENERGY INC 7.75% 03/01/2031                                                                | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    240000 | PA      | $278037.65    | 0.01%             | 2031-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036                                                          | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82755.20     | 0.00%             | 2036-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                  | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 2.15% 02/15/2032                                     | CUSIP: 0778FPAG4<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $196522.66    | 0.01%             | 2032-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP 4% 03/01/2031                                                           | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269829.43    | 0.01%             | 2031-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2050#SD8043                                                                    | CUSIP: 3132DV5C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47368 | PA      | $39869.88     | 0.00%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.75% 07/15/2045                                                             | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    182000 | PA      | $160675.55    | 0.01%             | 2045-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                                       | KEYSIGHT TECHNOLOGIES 4.95% 10/15/2034                                                              | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119052.11    | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 04/01/2026#890329                                                                      | CUSIP: 31410LEA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4932 | PA      | $4913.07      | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 4.5% 05/23/2030                                                               | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365641.14    | 0.01%             | 2030-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2051#BR5458                                                                      | CUSIP: 3140L4B40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28673 | PA      | $22798.98     | 0.00%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 2.75% 05/14/2031                                                                 | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100497.31    | 0.00%             | 2031-05-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.125% 09/06/2029                                                                      | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130758.99    | 0.00%             | 2029-09-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2054#DC1075                                                                      | CUSIP: 3140ANFR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29649 | PA      | $30308.83     | 0.00%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS B PASS THROUGH TRUST                               | UNITED AIRLINES 2020-1 CLASS B PASS THROUGH TRUST 4.875% 07/15/2027                                 | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55027 | PA      | $55005.53     | 0.00%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.65% 02/23/2046                                                                          | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    201000 | PA      | $183854.75    | 0.01%             | 2046-02-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2049#SD8011                                                                    | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52798 | PA      | $48270.72     | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-A                                           | HYUNDAI AUTO RECEIVABLES TRUST 2023-A 4.58% 04/15/2027                                              | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    189115 | PA      | $189238.39    | 0.01%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                                                  | OHIO EDISON CO 6.875% 07/15/2036                                                                    | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $79311.58     | 0.00%             | 2036-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 4.9% 05/01/2033                                                            | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79796.58     | 0.00%             | 2033-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 3.5% 04/08/2030                                                                            | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280271.24    | 0.01%             | 2030-04-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.9% 05/01/2049                                                                           | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $94572.15     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | NUCOR CORP 2.979% 12/15/2055                                                                        | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $66668.82     | 0.00%             | 2055-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 02/15/2049                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    264000 | PA      | $191760.94    | 0.01%             | 2049-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 2.75% 04/12/2027                                                                | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    320000 | PA      | $314531.20    | 0.01%             | 2027-04-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 4.6% 05/15/2044                                                                 | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96952.46     | 0.00%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIV                                                               | NORTHWESTERN UNIV 3.868% 12/01/2048                                                                 | CUSIP: 668444AN2<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $93575.02     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6% 10/01/2055 #TBA                                                                        | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3075000 | PA      | $3139142.66   | 0.10%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL OILWELL VARCO INC                                                      | NATIONAL OILWELL VARCO INC 3.6% 12/01/2029                                                          | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270675.90    | 0.01%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 3.25% 04/15/2028                                                  | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441687.89    | 0.01%             | 2028-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                  | ITC HLDGS CORP 5.3% 07/01/2043                                                                      | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32667.35     | 0.00%             | 2043-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 6.5% 02/15/2053                                                                      | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194168.56    | 0.01%             | 2053-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 11/01/2036#MA4470                                                                      | CUSIP: 31418D6G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2652226 | PA      | $2434442.89   | 0.08%             | 2036-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 2.25% 03/12/2030                                                                     | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174646.10    | 0.01%             | 2030-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 5.5% 06/15/2041                                                                   | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100812.34    | 0.00%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DALLAS FORT WORTH TX INTL ARPT                                                  | DFW ARPT 3.144% 11/1/2045                                                                           | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $14916.22     | 0.00%             | 2045-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.45% 03/01/2027                                                                 | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292991.38    | 0.01%             | 2027-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 4.5% 01/30/2043                                                                     | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $169315.40    | 0.01%             | 2043-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                             | PECO ENERGY COMPANY 3.7% 09/15/2047                                                                 | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    220000 | PA      | $165458.47    | 0.01%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 0.75% 08/26/2030                                                   | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1239213.96   | 0.04%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 6.625% 09/01/2053                                                                         | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133484.35    | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND                                               | GOLUB CAPITAL PRIVATE CREDIT FUND 5.875% 05/01/2030                                                 | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131869.10    | 0.00%             | 2030-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 5.2% 03/15/2035                                                                    | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    440000 | PA      | $446626.39    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 6.25% 01/25/2031                                                     | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52175.24     | 0.00%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 05/51#MA7368                                                                             | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1696014 | PA      | $1503756.64   | 0.05%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST WTR RES AUTH                                                   | MA WTR 2.823% 8/1/2041                                                                              | CUSIP: 576051ZT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $240172.74    | 0.01%             | 2041-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 03/31/2028                                                                          | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4619000 | PA      | $4354850.94   | 0.14%             | 2028-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 8.875% 11/15/2038                                                    | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $212621.00    | 0.01%             | 2038-11-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                           | DEVON ENERGY CORP NEW 5.6% 07/15/2041                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93659.38     | 0.00%             | 2041-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 5.25% 06/15/2053                                                                        | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93510.24     | 0.00%             | 2053-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 10/20/2054#MA9963                                                                      | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    872206 | PA      | $841552.63    | 0.03%             | 2054-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | CAMDEN PROPERTY TRUST 2.8% 05/15/2030                                                               | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159451.86    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#FS7385                                                                      | CUSIP: 3140XPF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1432952 | PA      | $1139399.59   | 0.04%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                    | LINDE INC/CT 2% 08/10/2050                                                                          | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $52015.28     | 0.00%             | 2050-08-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 02/20/2046#MA3453                                                                        | CUSIP: 36179RZS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239919 | PA      | $215571.03    | 0.01%             | 2046-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 5.15% 02/20/2034                                                                        | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122887.79    | 0.00%             | 2034-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 2.125% 10/15/2050                                                                       | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $53004.01     | 0.00%             | 2050-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2052#SD8227                                                                      | CUSIP: 3132DWD83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23415 | PA      | $21957.28     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 4.4% 03/15/2048                                                    | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $176602.94    | 0.01%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 4.8% 03/03/2033                                                      | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120913.56    | 0.00%             | 2033-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5.3% 02/21/2035                                                            | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    230000 | PA      | $236342.05    | 0.01%             | 2035-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.35% 06/01/2040                                                     | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161938.32    | 0.01%             | 2040-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2054#SD6319                                                                    | CUSIP: 3132DUAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478378 | PA      | $481302.60    | 0.02%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.3% 01/19/2034                                  | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202668.90    | 0.01%             | 2034-01-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 5.375% 07/15/2033                                                                       | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    320000 | PA      | $334923.56    | 0.01%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-B41 MTG TR                                                       | BENCHMARK 2025-B41 MTG TR 5.40721% 08/15/2035                                                       | CUSIP: 081935AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $566500.00    | 0.02%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.875% 11/15/2043                                                            | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    224000 | PA      | $204235.83    | 0.01%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 4.8% 01/15/2053                                                                         | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176215.01    | 0.01%             | 2053-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | HALEON US CAPITAL LLC 3.625% 03/24/2032                                                             | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235727.92    | 0.01%             | 2032-03-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 5.25% 01/15/2034                                                                    | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133030.00    | 0.00%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.7% 03/08/2033                                                                        | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208638.81    | 0.01%             | 2033-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2046#MA3936                                                                        | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229035 | PA      | $205719.86    | 0.01%             | 2046-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP TSFR3M+319.961 08/15/2053                                                             | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160400.00    | 0.01%             | 2053-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.65% 09/15/2064                                                                          | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121960.27    | 0.00%             | 2064-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2.75% 04/15/2031                                                         | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180273.89    | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | CITIBANK NA 5.803% 09/29/2028                                                                       | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2096260.24   | 0.07%             | 2028-09-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 2.5% 12/21/2040                                                                          | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69612.20     | 0.00%             | 2040-12-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.15% 02/15/2035                                                       | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120337.86    | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                             | AMERIPRISE FINL INC 5.15% 05/15/2033                                                                | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71912.89     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 11/15/2027                                                                          | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $247698.63    | 0.01%             | 2027-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 4.75% 06/09/2027                                                                      | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552632.73    | 0.02%             | 2027-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 1.95% 01/15/2027                                                                        | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272707.15    | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.4% 01/15/2049                                                                           | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65366.61     | 0.00%             | 2049-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/20/2054#MB0091                                                                        | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1152435 | PA      | $1140448.25   | 0.04%             | 2054-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 4.55% 02/15/2031                                                                         | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249955.22    | 0.01%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2043#Q15942                                                                      | CUSIP: 3132J7BL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54989 | PA      | $53111.62     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 11/20/2053#MA9301                                                                      | CUSIP: 36179YKN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    443964 | PA      | $406970.63    | 0.01%             | 2053-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 5.1% 04/01/2035                                                                    | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202228.19    | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                               | HUNTINGTON INGALLS INDUSTRIES INC 3.483% 12/01/2027                                                 | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166930.46    | 0.01%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2049#BN6064                                                                      | CUSIP: 3140JNW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46196 | PA      | $46378.70     | 0.00%             | 2049-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 2.1% 05/12/2031                                                                      | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    360000 | PA      | $322890.51    | 0.01%             | 2031-05-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | FREEPORT-MCMORAN INC 4.375% 08/01/2028                                                              | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.375% 02/14/2042                                                                | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115262.32    | 0.00%             | 2042-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2053#CB7299                                                                    | CUSIP: 3140QTDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1810858 | PA      | $1843432.52   | 0.06%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION CO                                                       | MEAD JOHNSON NUTRITION CO 5.9% 11/01/2039                                                           | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104482.36    | 0.00%             | 2039-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 5.75% 02/01/2034                                                                           | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113880.26    | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 10/31/2029                                                                             | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10290000 | PA      | $10429075.73  | 0.33%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2049#FM3664                                                                      | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    609236 | PA      | $577203.00    | 0.02%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3% 02/15/2041                                                                      | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $153428.97    | 0.00%             | 2041-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 4.8% 09/01/2031                                                                 | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173564.50    | 0.01%             | 2031-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 3.2% 03/15/2027                                                                       | CUSIP: 09247XAN1<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217796.93    | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030                                                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    825000 | PA      | $818138.19    | 0.03%             | 2030-02-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.625% 09/30/2026                                                                         | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1345000 | PA      | $1313844.34   | 0.04%             | 2026-09-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 11/01/2051#BU0209                                                                    | CUSIP: 3140M1GT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126900 | PA      | $96272.97     | 0.00%             | 2051-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE CO                                                  | SOUTHWESTERN PUBLIC SERVICE CO 4.5% 08/15/2041                                                      | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140288.73    | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2054#MA9664                                                                      | CUSIP: 36179YWZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440834 | PA      | $403687.74    | 0.01%             | 2054-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2050#BQ3331                                                                      | CUSIP: 3140KNVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    572773 | PA      | $459910.59    | 0.01%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2051#MA4305                                                                      | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9028864 | PA      | $7230012.57   | 0.23%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 5.8% 03/15/2056                                                      | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $142017.26    | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.875% 02/10/2028                                                                        | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013160.40   | 0.03%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 04/01/2055#CC0354                                                                    | CUSIP: 3140Y6MC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    703565 | PA      | $729416.32    | 0.02%             | 2055-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2052#BW7207                                                                    | CUSIP: 3140N0AH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316826 | PA      | $306119.28    | 0.01%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 2.4% 04/01/2028                                                                        | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66530.95     | 0.00%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                              | HONDA MOTOR CO LTD 2.967% 03/10/2032                                                                | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    130000 | PA      | $117312.97    | 0.00%             | 2032-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 4% 05/10/2046                                                                  | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79735.39     | 0.00%             | 2046-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 1.65% 01/10/2031                                                           | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    180000 | PA      | $157108.00    | 0.00%             | 2031-01-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 5.65% 11/15/2027                                                     | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123739.70    | 0.00%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.85% 08/15/2042                                                          | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $154619.68    | 0.00%             | 2042-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 05/01/2052#                                                                          | CUSIP: 3133BBZT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1170826 | PA      | $1060277.68   | 0.03%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.836% 07/09/2044                                                      | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $172994.57    | 0.01%             | 2044-07-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 09/20/2048#MA5466                                                                        | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50838 | PA      | $48283.90     | 0.00%             | 2048-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/29/2032                                                                         | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10110000 | PA      | $10250197.29  | 0.32%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LA LLC 5.7% 03/15/2054                                                                      | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341825.31    | 0.01%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 09/01/2055 #TBA                                                                        | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475000 | PA      | $478504.22    | 0.02%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.373%/VAR 07/21/2036                                                | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457295.56    | 0.01%             | 2036-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 3.25% 11/30/2051                                                    | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    120000 | PA      | $77202.99     | 0.00%             | 2051-11-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MBART 2025-1                                                                    | MERCEDES-BENZ AUTO RECEIVABLES TR 2025-1 4.78% 12/17/2029                                           | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $152265.41    | 0.00%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034                                                          | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1755075.70   | 0.06%             | 2034-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2035#MA4053                                                                    | CUSIP: 31418DQF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296203 | PA      | $280167.80    | 0.01%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2045#AZ1431                                                                    | CUSIP: 3138YSSV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92020 | PA      | $85669.58     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 3.461% 07/12/2049                                                                    | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    140000 | PA      | $98458.89     | 0.00%             | 2049-07-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.375% 05/15/2051                                                       | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1245000 | PA      | $773602.15    | 0.02%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 2.939% 06/04/2051                                                        | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    220000 | PA      | $136301.93    | 0.00%             | 2051-06-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 08/01/2037#QO0734                                                                    | CUSIP: 3133WJY78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110791 | PA      | $108049.38    | 0.00%             | 2037-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.6% 07/01/2030                                                                      | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $985742.11    | 0.03%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2053#QH4665                                                                      | CUSIP: 3133CHFE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    745562 | PA      | $763559.60    | 0.02%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 4.7% 01/15/2030                                                                   | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244557.99    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#RA6388                                                                    | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352330 | PA      | $298537.66    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.6% 04/15/2048                                                      | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    487000 | PA      | $428266.52    | 0.01%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 01/20/2050#MA6409                                                                        | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    578003 | PA      | $513564.93    | 0.02%             | 2050-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028                                                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416868.95    | 0.01%             | 2028-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.6% 12/01/2025                                                                      | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1281408.45   | 0.04%             | 2025-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 5.5% 08/15/2033                                           | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164101.87    | 0.01%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 2.25% 03/15/2031                                                               | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    270000 | PA      | $237898.33    | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 08/15/2028                                                                         | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14670000 | PA      | $14689483.52  | 0.47%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 2.25% 02/01/2032                                                                       | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1108553.11   | 0.04%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AON CORP2                                                                       | AON CORP 4.5% 12/15/2028                                                                            | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    630000 | PA      | $635863.82    | 0.02%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 5.2% 04/01/2030                                                                       | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185536.54    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 0.75% 10/08/2027                                                                         | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $235574.79    | 0.01%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 06/20/2054#MA9724                                                                        | CUSIP: 36179YYV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    689198 | PA      | $682676.06    | 0.02%             | 2054-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.2% 03/01/2048                                                          | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32610.55     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.125% 05/15/2040                                                       | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $1244.61      | 0.00%             | 2040-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 5.7% 12/14/2036                                                                 | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126500.67    | 0.00%             | 2036-12-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 5.15% 06/15/2030                                                                   | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214422.88    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.45% 12/15/2048                                                             | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     68000 | PA      | $55890.70     | 0.00%             | 2048-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#AS8483                                                                      | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51978 | PA      | $46378.84     | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2048#G08801                                                                      | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3404 | PA      | $3236.28      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2054#DC8341                                                                      | CUSIP: 3140AWHT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602106 | PA      | $594586.86    | 0.02%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 5% 08/17/2035                                                                            | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59754.79     | 0.00%             | 2035-08-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIV CA REGTS MED CTR POOLED REV                                                | UNIV CA MED CTR 3.256% 5/15/2060                                                                    | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $437247.51    | 0.01%             | 2060-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2.3% 05/15/2031                                                              | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $241094.79    | 0.01%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2049#SD8016                                                                      | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475264 | PA      | $417677.87    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP INC                                                     | COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045                                                         | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48978.78     | 0.00%             | 2045-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 5.875% 07/21/2028                                                     | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    320000 | PA      | $333610.88    | 0.01%             | 2028-07-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CENTERPOINT ENERGY INC 2.95% 03/01/2030                                                             | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112680.36    | 0.00%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2043#ZS3684                                                                    | CUSIP: 3132A4CV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41261 | PA      | $38921.61     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 3.4% 05/01/2030                                                     | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $95716.31     | 0.00%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 3.9% 11/19/2029                                                                          | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    222000 | PA      | $216632.08    | 0.01%             | 2029-11-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.721%/VAR 06/05/2030                                                      | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $313825.59    | 0.01%             | 2030-06-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5% 05/15/2050                                                                    | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $273881.52    | 0.01%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 5.1% 02/20/2035                                                                  | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122085.18    | 0.00%             | 2035-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 5.316%/VAR 06/06/2036                                                     | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276875.90    | 0.01%             | 2036-06-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2052#MA4839                                                                      | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353314 | PA      | $330761.98    | 0.01%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.625% 05/01/2043                                                                    | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    180000 | PA      | $140809.06    | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 5.25% 03/15/2033                                                           | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103333.14    | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CA ST GO 7.6% 11/01/40                                                                              | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $426407.03    | 0.01%             | 2040-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 4.2% 03/15/2048                                                               | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82483.50     | 0.00%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 07/15/2026                                                                           | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10340000 | PA      | $10390488.26  | 0.33%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 11/01/2053#MA5191                                                                      | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869099 | PA      | $889867.89    | 0.03%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 3.125% 05/15/2050                                                               | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64039.67     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 08/15/2027                                                                          | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1371000 | PA      | $1335332.58   | 0.04%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 6.1% 10/15/2052                                                                 | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443278.43    | 0.01%             | 2052-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 6.05% 10/01/2054                                                          | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140058.93    | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3% 10/15/2027                                                                           | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98289.06     | 0.00%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 01/01/2037#QN9172                                                                    | CUSIP: 3133GGFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35071 | PA      | $31338.51     | 0.00%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.5% 02/22/2044                                                             | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247840.43    | 0.01%             | 2044-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 2.9% 06/15/2052                                                                          | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58924.86     | 0.00%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 03/20/2052#                                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    308911 | PA      | $253086.34    | 0.01%             | 2052-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/48#BK4769                                                                           | CUSIP: 3140HJJP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85789 | PA      | $86449.40     | 0.00%             | 2048-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 3.15% 08/01/2029                                                           | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287825.60    | 0.01%             | 2029-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                      | SOUTHWESTERN ELEC POWER CO 3.85% 02/01/2048                                                         | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50910.91     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2053#                                                                            | CUSIP: 3132DWFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593609 | PA      | $514727.06    | 0.02%             | 2053-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2051#FS4654                                                                      | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2295106 | PA      | $1842864.87   | 0.06%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2.5% 04/01/2030#FM7132                                                                    | CUSIP: 3140XA4S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87510 | PA      | $85485.42     | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.8% 05/20/2045                                                                        | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118701.92    | 0.00%             | 2045-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 8% 11/01/2031                                                                         | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114445.53    | 0.00%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.489% 09/25/2034                                                    | CUSIP: 3137HHHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1110000 | PA      | $1108767.35   | 0.04%             | 2034-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.25% 08/17/2045                                                                       | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187807.59    | 0.01%             | 2045-08-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.1% 05/12/2051                                                                      | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134246.69    | 0.00%             | 2051-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 5.3% 08/01/2054                                                      | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123477.72    | 0.00%             | 2054-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 3% 05/20/2027                                                        | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2200000 | PA      | $2173861.18   | 0.07%             | 2027-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2052#BV9190                                                                      | CUSIP: 3140MPF89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23273 | PA      | $20177.09     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 09/20/2050#MA6865                                                                      | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1321450 | PA      | $1128042.84   | 0.04%             | 2050-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 4.9% 02/28/2028                                                        | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    900000 | PA      | $915328.76    | 0.03%             | 2028-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                   | BANNER HEALTH 2.907% 01/01/2042                                                                     | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $287906.80    | 0.01%             | 2042-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2041#AH4763                                                                      | CUSIP: 3138A6JH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5238 | PA      | $5091.27      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.65% 05/19/2030                                              | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $305826.84    | 0.01%             | 2030-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                       | MYLAN INC 5.4% 11/29/2043                                                                           | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    170000 | PA      | $144053.98    | 0.00%             | 2043-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 3.8% 03/01/2028                                                                            | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49753.97     | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 3.45% 05/15/2051                                                                      | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46576.60     | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.3% 02/15/2051                                                                    | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $262822.32    | 0.01%             | 2051-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 6.798% 11/07/2028                                                          | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    310000 | PA      | $322639.74    | 0.01%             | 2028-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026                                                  | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169509.39    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2.5% 02/01/2031#                                                                          | CUSIP: 3140XCNU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77025 | PA      | $75607.43     | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 5.35% 10/15/2054                                                           | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134119.17    | 0.00%             | 2054-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXAS STATE                                                                     | TX ST 3.738% 10/1/2031                                                                              | CUSIP: 882723B73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $187288.74    | 0.01%             | 2031-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.3% 08/15/2060                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    110000 | PA      | $55001.55     | 0.00%             | 2060-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.999% 11/01/2049                                                                      | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $225928.22    | 0.01%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                 | ENTERGY TEX INC 3.55% 09/30/2049                                                                    | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    294000 | PA      | $207617.43    | 0.01%             | 2049-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.05% 09/15/2033                                                                  | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51071.03     | 0.00%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                        | JOHNSON CONTROLS/TYCO FI 1.75% 09/15/2030                                                           | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $265735.81    | 0.01%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM INTERNATIONAL INC 3.75% 03/15/2027                                                              | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99175.77     | 0.00%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | ROYALTY PHARMA PLC 5.9% 09/02/2054                                                                  | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $95981.00     | 0.00%             | 2054-09-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 4.35% 06/01/2028                                                                 | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70267.39     | 0.00%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                   | NSTAR ELEC CO 3.1% 06/01/2051                                                                       | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65869.22     | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 1.948%/VAR 10/21/2027                                                 | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584224.12    | 0.02%             | 2027-10-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.875% 04/15/2030                                                                  | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186103.44    | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 3.375% 04/01/2030                                                               | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    660000 | PA      | $633303.73    | 0.02%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2052#CB2800                                                                      | CUSIP: 3140QNDE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1232466 | PA      | $1069266.75   | 0.03%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 03/31/2028                                                                         | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2180000 | PA      | $2181873.45   | 0.07%             | 2028-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 5.35% 06/01/2033                                                                      | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93277.88     | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2049#MA5875                                                                      | CUSIP: 36179UQ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54760 | PA      | $50466.67     | 0.00%             | 2049-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.75% 02/15/2030                                                                | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60978.25     | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2050#BQ0332                                                                      | CUSIP: 3140KKLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1192132 | PA      | $957227.62    | 0.03%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 5.25% 01/15/2030                                                              | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $311679.00    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2025-A                                                  | BMW VEHICLE OWNER TRUST 2025-A 4.56% 09/25/2029                                                     | CUSIP: 096924AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $181623.96    | 0.01%             | 2029-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 5.2% 07/05/2028                                                                 | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102515.63    | 0.00%             | 2028-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.739%/VAR 05/27/2031                                                         | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $621839.55    | 0.02%             | 2031-05-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                    | DANAHER CORP 2.6% 10/01/2050                                                                        | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    245000 | PA      | $147404.07    | 0.00%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.35% 03/22/2026                                                                         | CUSIP: 49177JAD4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140651.85    | 0.00%             | 2026-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.375% 05/15/2027                                                                         | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1576000 | PA      | $1542510.00   | 0.05%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 6.5% 02/15/2034                                                        | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $186514.81    | 0.01%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2048#CA1711                                                                    | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24902 | PA      | $24356.58     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 09/01/2051#SD8166                                                                      | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1551018 | PA      | $1241034.15   | 0.04%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 02/15/2033                                                                           | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7830000 | PA      | $7589594.57   | 0.24%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028                                    | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $384849.86    | 0.01%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#FS6478                                                                    | CUSIP: 3140XNFU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415899 | PA      | $349151.09    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 4.916%/VAR 07/28/2033                                                         | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246325.40    | 0.01%             | 2033-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                              | DOMINION ENERGY SOUTH CAROLINA INC 5.3% 05/15/2033                                                  | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103408.38    | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-A OWNER TRUST                                      | TOYOTA AUTO RECEIVABLES 2025-A OWNER TRUST 4.64% 08/15/2029                                         | CUSIP: 89240JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    460000 | PA      | $465378.32    | 0.01%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.8% 04/01/2055 144A                                                     | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50003.38     | 0.00%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 2.727%/VAR 04/01/2032                                                                  | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $182643.09    | 0.01%             | 2032-04-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2052#SD3019                                                                      | CUSIP: 3132DQK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435703 | PA      | $378008.89    | 0.01%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2041#AJ8083                                                                      | CUSIP: 3138E06V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65043 | PA      | $63185.22     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.7% 08/14/2033                                                                  | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    340000 | PA      | $358325.62    | 0.01%             | 2033-08-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 07/01/2051#RA5561                                                                      | CUSIP: 3133KMFA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1633952 | PA      | $1315562.85   | 0.04%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/40 #890267                                                                            | CUSIP: 31410LCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8502 | PA      | $8283.13      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 6.992%/VAR 06/13/2029                                                                 | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52915.47     | 0.00%             | 2029-06-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 02/01/2037#FS0427                                                                      | CUSIP: 3140XFPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2346026 | PA      | $2152652.95   | 0.07%             | 2037-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2052#MA4786                                                                    | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723502 | PA      | $732446.94    | 0.02%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 5.25% 09/01/2035                                                                           | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148799.40    | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                               | SUNCOR ENERGY INC 6.8% 05/15/2038                                                                   | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $140623.56    | 0.00%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#ZS4790                                                                      | CUSIP: 3132A5KB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241181 | PA      | $228499.73    | 0.01%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 2.95% 03/01/2050                                                                        | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     80000 | PA      | $51910.48     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.25% 01/30/2031                                                                    | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339347.06    | 0.01%             | 2031-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.332%/VAR 03/09/2044                                                             | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    930000 | PA      | $997813.77    | 0.03%             | 2044-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5% 04/15/2033                                                                         | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264531.30    | 0.01%             | 2033-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2053#QF6139                                                                    | CUSIP: 3133BTZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    746516 | PA      | $753657.89    | 0.02%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 1.95% 01/15/2031                                                                       | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265841.78    | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                             | DUKE ENERGY IND INC 5.9% 05/15/2055                                                                 | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101793.45    | 0.00%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 3.3% 09/15/2051                                                      | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $239746.93    | 0.01%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2048#BN0594                                                                      | CUSIP: 3140JGUU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38972 | PA      | $36922.44     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5.85% 07/02/2032                                                       | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1737000 | PA      | $1773477.00   | 0.06%             | 2032-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2053#MA5008                                                                    | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45185 | PA      | $43601.03     | 0.00%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.15% 04/15/2032 144A                                                                  | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96884.61     | 0.00%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                       | PACKAGING CORP OF AMERICA 5.7% 12/01/2033                                                           | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262586.35    | 0.01%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC 5.75% 03/01/2054                                                              | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $146932.18    | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 09/45#G08669                                                                         | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172600 | PA      | $165514.56    | 0.01%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE II BV                                                 | LYB INTERNATIONAL FINANCE II BV 3.5% 03/02/2027                                                     | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    680000 | PA      | $671478.83    | 0.02%             | 2027-03-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 4.45% 04/01/2030                                                          | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152650.50    | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2052#QE7314                                                                      | CUSIP: 3133BHDT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    543959 | PA      | $539444.01    | 0.02%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 05/15/2034                                                                         | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8680000 | PA      | $8849531.25   | 0.28%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 6.35% 01/05/2034                                                                 | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $183808.79    | 0.01%             | 2034-01-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 3.15% 02/09/2051                                                          | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    235000 | PA      | $158304.04    | 0.01%             | 2051-02-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 4.55% 09/15/2032                                                         | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149004.01    | 0.00%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 5.375% 02/27/2053                                                                          | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94563.62     | 0.00%             | 2053-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 5% 05/17/2053                                                                      | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    170000 | PA      | $153940.64    | 0.00%             | 2053-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.05% 11/21/2039                                                                         | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    210000 | PA      | $184786.74    | 0.01%             | 2039-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 09/01/2053#CB7399                                                                    | CUSIP: 3140QTGH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5063120 | PA      | $5255487.72   | 0.17%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#MA4438                                                                    | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2034792 | PA      | $1699962.64   | 0.05%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2376                                                                    | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1271001 | PA      | $1070195.75   | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 5.25% 04/01/2053                                                            | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109178.93    | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.15% 07/09/2032                                                        | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142634.91    | 0.00%             | 2032-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2052#QD5085                                                                    | CUSIP: 3133B2UJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122157 | PA      | $111157.27    | 0.00%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 6% 12/07/2033                                                           | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $73604.87     | 0.00%             | 2033-12-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.45% 09/01/2048                                                                     | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    124000 | PA      | $103837.20    | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.872%/VAR 09/15/2034                                                   | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    560000 | PA      | $594140.81    | 0.02%             | 2034-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 03/20/2052#                                                                              | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2326999 | PA      | $2062305.50   | 0.07%             | 2052-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 4.025% 03/15/2062                                                                 | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    230000 | PA      | $164757.59    | 0.01%             | 2062-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.375% 11/15/2040                                                       | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1276000 | PA      | $813200.78    | 0.03%             | 2040-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#RA3952                                                                      | CUSIP: 3133KKL98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1020454 | PA      | $811405.12    | 0.03%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                        | SOUTHERN COPPER CORP DEL 7.5% 07/27/2035                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    320000 | PA      | $370400.00    | 0.01%             | 2035-07-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032                                                       | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72211.39     | 0.00%             | 2032-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 04/30/2028                                                                          | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3357000 | PA      | $3159645.13   | 0.10%             | 2028-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 5.45% 01/23/2039                                                     | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387820.65    | 0.01%             | 2039-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#MA4469                                                                    | CUSIP: 31418D6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    673669 | PA      | $602607.18    | 0.02%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 05/15/2042                                                           | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    238000 | PA      | $188782.34    | 0.01%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER CO                                                       | INDIANA MICHIGAN POWER CO 3.25% 05/01/2051                                                          | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $51881.62     | 0.00%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 10YR 2% 11/01/2030#QS0128                                                                      | CUSIP: 3133HMD97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30225 | PA      | $29046.03     | 0.00%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                                             | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $483408.48    | 0.02%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2050#MA4100                                                                      | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606097 | PA      | $486667.78    | 0.02%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.565% 01/17/2030                                                                | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $208645.96    | 0.01%             | 2030-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PULTE GROUP INC                                                                 | PULTE GROUP INC 6% 02/15/2035                                                                       | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $126369.30    | 0.00%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 10YR 2.5% 02/01/2030#SA0021                                                                    | CUSIP: 3132CJAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42818 | PA      | $41687.31     | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2055#MB0306                                                                      | CUSIP: 3618N5KU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    485081 | PA      | $467085.50    | 0.01%             | 2055-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 4.6% 03/15/2033                                                       | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99984.37     | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#MA3385                                                                    | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42812 | PA      | $41873.38     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 2.55% 03/15/2031                                                                  | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180272.75    | 0.01%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                            | SMURFIT WESTROCK FIN 5.418% 01/15/2035                                                              | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203635.86    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2046#BC4754                                                                      | CUSIP: 3140F0H80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66275 | PA      | $63390.74     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2033#BM5111                                                                      | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11161 | PA      | $10877.43     | 0.00%             | 2033-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 5.50% 9/40 #AL0615                                                                             | CUSIP: 3138EGVH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73097 | PA      | $75932.03     | 0.00%             | 2040-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 2.2% 05/01/2030                                                                           | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    260000 | PA      | $237866.24    | 0.01%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                | WESTINGHOUSE AIR BRAKE TECH CORP STEP 09/15/2028                                                    | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202609.23    | 0.01%             | 2028-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 7.375% 11/01/2029                                                                   | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $121977.38    | 0.00%             | 2029-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2035#CA5039                                                                      | CUSIP: 3140QCS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154795 | PA      | $149732.62    | 0.00%             | 2035-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 6.15% 05/01/2037                                                                           | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109022.66    | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRST AMERN FINL CORP                                                           | FIRST AMERN FINL CORP 2.4% 08/15/2031                                                               | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155933.10    | 0.00%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 3.577% 04/05/2050                                                               | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72952.08     | 0.00%             | 2050-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 07/20/2049#MA6039                                                                      | CUSIP: 36179UV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50898 | PA      | $46891.15     | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.8% 08/15/2038                                                                   | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    290000 | PA      | $272223.35    | 0.01%             | 2038-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#QB6173                                                                      | CUSIP: 3133AC2E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    496811 | PA      | $402177.06    | 0.01%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 6.4%/VAR 12/15/2066                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157073.85    | 0.00%             | 2066-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV 3.625% 04/22/2029                                                           | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $194636.00    | 0.01%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2035#FM4685                                                                      | CUSIP: 3140X8F36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85913 | PA      | $79288.14     | 0.00%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.75% 11/15/2047                                                        | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    157000 | PA      | $110249.57    | 0.00%             | 2047-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 6.7% 11/29/2032                                                                | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $187112.86    | 0.01%             | 2032-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 4.2% 07/15/2048                                                             | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $112234.34    | 0.00%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 5% 03/14/2034                                                                 | CUSIP: 09290DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102719.77    | 0.00%             | 2034-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 1.35% 02/03/2027                                                                         | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163278.97    | 0.01%             | 2027-02-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 04/01/2054#SD7569                                                                      | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1738296 | PA      | $1802529.64   | 0.06%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 2.85% 12/15/2032                                                                 | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    338000 | PA      | $300470.91    | 0.01%             | 2032-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2045#ZS9711                                                                      | CUSIP: 3132AAYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26304 | PA      | $25522.20     | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2053#SD8362                                                                    | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    344234 | PA      | $347198.79    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                         | MANULIFE FINANCIAL CORP 5.375% 03/04/2046                                                           | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49000.98     | 0.00%             | 2046-03-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.95% 02/15/2041                                                             | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103476.57    | 0.00%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 03/20/2055#MB0259                                                                      | CUSIP: 3618N5JD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3458268 | PA      | $3485535.57   | 0.11%             | 2055-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.5% 01/15/2055                                                                   | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131918.33    | 0.00%             | 2055-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 3.55% 06/15/2026                                                                | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $158660.47    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2034#FS4276                                                                      | CUSIP: 3140XKXE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1285298 | PA      | $1251305.52   | 0.04%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 4.9% 06/01/2031                                                                 | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104425.34    | 0.00%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 4.875% 05/15/2035                                                        | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    700000 | PA      | $716922.37    | 0.02%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 0.9% 03/11/2026                                                                 | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $451977.56    | 0.01%             | 2026-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 03/01/2049#ZA6547                                                                      | CUSIP: 31329QHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60392 | PA      | $60800.85     | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.903% 06/25/2029                                                    | CUSIP: 3137FMTY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    430000 | PA      | $414046.74    | 0.01%             | 2029-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 12/01/2052#SD8277                                                                    | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187914 | PA      | $190237.31    | 0.01%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.98%/VAR 03/20/2030                                                                  | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148124.28    | 0.00%             | 2030-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                               | STORE CAPITAL LLC 2.7% 12/01/2031                                                                   | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87040.12     | 0.00%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 2% 04/29/2030                                                                    | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $363775.24    | 0.01%             | 2030-04-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#FS0834                                                                    | CUSIP: 3140XF4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66034 | PA      | $54879.04     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 5.4% 05/15/2035                                                                      | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255844.05    | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.156% 01/10/2028                                                             | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $634462.16    | 0.02%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 5.4% 03/15/2054                                                                          | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    370000 | PA      | $355084.66    | 0.01%             | 2054-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 4.25% 12/15/2041                                                          | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112139.05    | 0.00%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3.06% 06/17/2041                                                         | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    810000 | PA      | $598918.90    | 0.02%             | 2041-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031                                                           | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111646.70    | 0.00%             | 2031-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 2.6% 10/01/2029                                                        | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    520000 | PA      | $492669.22    | 0.02%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2051#MA4326                                                                    | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2673169 | PA      | $2235799.05   | 0.07%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.365%/VAR 07/15/2028                                                            | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1428328.54   | 0.05%             | 2028-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 4.75% 03/05/2035                                                            | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $398000.00    | 0.01%             | 2035-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS LP                                                       | VALERO ENERGY PARTNERS LP 4.5% 03/15/2028                                                           | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271994.04    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 5.85% 06/01/2034                                                                      | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157518.51    | 0.00%             | 2034-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 04/15/2028                                                                          | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18850000 | PA      | $18922160.06  | 0.60%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 6.15% 02/15/2041                                                                     | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107845.55    | 0.00%             | 2041-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2043#G61529                                                                      | CUSIP: 31335BVW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    501349 | PA      | $459000.12    | 0.01%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 2.5% 09/12/2026                                                                  | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $265903.47    | 0.01%             | 2026-09-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 2.978% 05/11/2040                                                                  | CUSIP: 166764BZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $54551.11     | 0.00%             | 2040-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/20/2048#MA5139                                                                        | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17951 | PA      | $18147.16     | 0.00%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2055#MA5791                                                                      | CUSIP: 31418FNH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373611 | PA      | $368519.64    | 0.01%             | 2055-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 3.2% 11/21/2029                                                                          | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1869394.53   | 0.06%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                        | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 2.517% 10/15/2050                                          | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $300899.65    | 0.01%             | 2050-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 4.55% 06/02/2047                                                                    | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83486.30     | 0.00%             | 2047-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 3.95% 03/15/2049                                                                   | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $173673.59    | 0.01%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                         | ZIMMER BIOMET HLDGS INC 5.05% 02/19/2030                                                            | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123498.82    | 0.00%             | 2030-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2032#CA0044                                                                    | CUSIP: 3140Q7BN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8921 | PA      | $8822.58      | 0.00%             | 2032-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                 | DUKE UNIVERSITY 2.832% 10/01/2055                                                                   | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     34000 | PA      | $20840.15     | 0.00%             | 2055-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                                                        | BURLINGTON RESOURCES LLC 5.95% 10/15/2036                                                           | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117298.37    | 0.00%             | 2036-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 3.95% 01/15/2050                                                                          | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74770.21     | 0.00%             | 2050-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#CB2856                                                                    | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196695 | PA      | $166480.03    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 2% 09/10/2031                                                                 | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $176623.77    | 0.01%             | 2031-09-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 3.6% 02/15/2028                                                            | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    272000 | PA      | $268418.17    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2055#RJ4682                                                                      | CUSIP: 3142GVFY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    458447 | PA      | $454491.38    | 0.01%             | 2055-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 3.7% 05/15/2029                                                            | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176662.34    | 0.01%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 5% 02/07/2035                                                                           | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508904.53    | 0.02%             | 2035-02-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                             | BANCO BILBAO VIZ ARGENTARIA SA 6.138%/VAR 09/14/2028                                                | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $414112.58    | 0.01%             | 2028-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 09/30/2028                                                                          | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2821000 | PA      | $2629700.94   | 0.08%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 2.45% 06/24/2050                                                                   | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $115549.73    | 0.00%             | 2050-06-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.525% 06/01/2050                                                                    | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $776381.67    | 0.02%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 10/01/2055 #TBA                                                                      | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6850000 | PA      | $6186674.09   | 0.20%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 3.5% 03/15/2026                                                                        | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    570000 | PA      | $567930.70    | 0.02%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | CITIBANK NA 4.914% 05/29/2030                                                                       | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1282746.69   | 0.04%             | 2030-05-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.45% 07/15/2028                                                                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194005.64    | 0.01%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 5% 05/20/2035                                                                          | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323229.34    | 0.01%             | 2035-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 05/01/2050#RA2606                                                                      | CUSIP: 3133KH3P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44084 | PA      | $44203.24     | 0.00%             | 2050-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 5.25% 07/15/2028                                                                | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    470000 | PA      | $483495.98    | 0.02%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 02/20/2052#MA7881                                                                      | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1630819 | PA      | $1389838.87   | 0.04%             | 2052-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVERSITY                                                    | GEORGE WASH UNIV 4.126% 09/15/2048                                                                  | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159982.70    | 0.01%             | 2048-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2052#                                                                            | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    862820 | PA      | $809904.27    | 0.03%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 6.375% 05/15/2029                                                                       | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    390000 | PA      | $420941.06    | 0.01%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 6.534%/VAR 01/10/2029                                               | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $261881.05    | 0.01%             | 2029-01-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 4.3% 09/01/2045                                                                 | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85031.66     | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.942%/VAR 02/07/2039                                                                | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207788.02    | 0.01%             | 2039-02-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.52%/VAR 10/27/2028                                                                  | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2028865.14   | 0.06%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 1% 09/15/2025                                                                | CUSIP: 776743AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59920.26     | 0.00%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP 2% 02/15/2031                                                                            | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78727.31     | 0.00%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 02/01/2054#QH9250                                                                    | CUSIP: 3133CNH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26101 | PA      | $26309.64     | 0.00%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.9% 02/10/2063                                                                          | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175332.11    | 0.01%             | 2063-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2047#SI2051                                                                      | CUSIP: 3133USH46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    423842 | PA      | $405795.01    | 0.01%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.043%/VAR 05/01/2034                                                           | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253976.33    | 0.01%             | 2034-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6.8% 11/29/2032                                                         | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    270000 | PA      | $298961.61    | 0.01%             | 2032-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 2.8% 06/01/2050                                                                  | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $125072.35    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.65% 03/01/2053                                                                            | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90741.78     | 0.00%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                  | ITC HLDGS CORP 3.25% 06/30/2026                                                                     | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217861.94    | 0.01%             | 2026-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.123%/VAR 02/01/2029                                                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510671.79    | 0.02%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 4.8% 11/08/2043                                                                         | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    130000 | PA      | $119983.79    | 0.00%             | 2043-11-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C9                                                            | BBCMS MTG TR 2021-C9 2.299% 02/15/2054                                                              | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $490800.42    | 0.02%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 2.309%/VAR 07/20/2032                                                    | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $486347.57    | 0.02%             | 2032-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 03/01/2053#CB5849                                                                    | CUSIP: 3140QRQB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2650955 | PA      | $2691186.29   | 0.09%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2054#MA5470                                                                    | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434637 | PA      | $437293.86    | 0.01%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5% 04/01/2035                                                                     | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    260000 | PA      | $248050.06    | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 4.55% 03/15/2052                                                          | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $386570.28    | 0.01%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 5.7% 03/15/2037                                                                               | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105199.13    | 0.00%             | 2037-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 05/01/2051#RA5077                                                                    | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    662344 | PA      | $561426.06    | 0.02%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 01/20/2043#MA0698                                                                      | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2957 | PA      | $2708.51      | 0.00%             | 2043-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 08/01/2033#ZS8710                                                                      | CUSIP: 3132A9VB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124851 | PA      | $121367.80    | 0.00%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.493% 09/25/2030                                                    | CUSIP: 3137F62M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    430000 | PA      | $380224.75    | 0.01%             | 2030-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.875% 01/30/2030                                                                 | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    520000 | PA      | $531679.82    | 0.02%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.4% 09/01/2049                                                           | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69057.69     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                            | ENTERGY ARKANSAS LLC 5.3% 09/15/2033                                                                | CUSIP: 29366MAE8<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72331.20     | 0.00%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.95% 01/15/2031                                                                   | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    237000 | PA      | $235542.85    | 0.01%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD 5% 11/26/2028                                                          | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $214918.18    | 0.01%             | 2028-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 3.65% 12/01/2051                                                                 | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    210000 | PA      | $141675.96    | 0.00%             | 2051-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.825% 03/01/2059                                                                         | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67157.32     | 0.00%             | 2059-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.875% 02/28/2029                                                                         | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    820000 | PA      | $773682.81    | 0.02%             | 2029-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                              | AUTONATION INC DEL 3.85% 03/01/2032                                                                 | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $148955.67    | 0.00%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                           | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 2.989% 07/01/2050                                             | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    400000 | PA      | $265807.52    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.7% 04/02/2027                                                                    | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271435.80    | 0.01%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.75% 06/25/2029                                                                     | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133075.36    | 0.00%             | 2029-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 4.95% 03/15/2035                                                                     | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107789.82    | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/2048#MA5529                                                                      | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33090 | PA      | $32480.71     | 0.00%             | 2048-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2054#                                                                          | CUSIP: 3140A6WM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    866519 | PA      | $873711.87    | 0.03%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 3.2% 08/01/2049                                                      | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $75095.93     | 0.00%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 11/01/2053#MA5192                                                                    | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1254959 | PA      | $1302639.82   | 0.04%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 03/01/2037#FS2931                                                                      | CUSIP: 3140XJHH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115710 | PA      | $106461.54    | 0.00%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTL INC 1.875% 10/15/2032                                                                 | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    370000 | PA      | $312826.62    | 0.01%             | 2032-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 5.05% 06/12/2034                                                            | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214398.97    | 0.01%             | 2034-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 2.85% 05/15/2051                                                  | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $73260.12     | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2052#SD5368                                                                    | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1659715 | PA      | $1379344.26   | 0.04%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.4% 03/15/2045                                                                      | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    156000 | PA      | $134149.52    | 0.00%             | 2045-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2048#MA5077                                                                      | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50524 | PA      | $46673.61     | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2036#Q04319                                                                      | CUSIP: 3132GKPC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70980 | PA      | $69676.79     | 0.00%             | 2036-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#SD7528                                                                      | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190242 | PA      | $154122.89    | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.1% 06/15/2045                                                                         | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146182.02    | 0.00%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.875% 06/15/2044                                                                             | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    140000 | PA      | $110559.31    | 0.00%             | 2044-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/15/2028                                                                          | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22760000 | PA      | $23106275.19  | 0.73%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.95% 02/26/2048                                                                     | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79848.69     | 0.00%             | 2048-02-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 8.35% 07/15/2046                                                                 | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     92000 | PA      | $116998.84    | 0.00%             | 2046-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 5.2% 04/01/2029                                                       | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237216.26    | 0.01%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.25% 03/02/2030                                                                          | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621536.35    | 0.02%             | 2030-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2035#MA4043                                                                      | CUSIP: 31418DP55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81122 | PA      | $78215.86     | 0.00%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2051#MA4349                                                                      | CUSIP: 31418DZP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122718 | PA      | $115575.68    | 0.00%             | 2051-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 08/20/2054#MA9851                                                                      | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2058324 | PA      | $2075035.27   | 0.07%             | 2054-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                                   | AFFILIATED MANAGERS GROUP INC 3.3% 06/15/2030                                                       | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142554.39    | 0.00%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.632% 01/15/2035                                                      | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209890.12    | 0.01%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.15% 11/15/2025                                                                       | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229420.30    | 0.01%             | 2025-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 2.5% 04/20/2026                                                                 | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    590000 | PA      | $584365.50    | 0.02%             | 2026-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                       | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2960000 | PA      | $2041128.12   | 0.06%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 04/30/2027                                                                           | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    546000 | PA      | $518316.10    | 0.02%             | 2027-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BD7008                                                                      | CUSIP: 3140FEYE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158189 | PA      | $141295.63    | 0.00%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2051#FM9646                                                                      | CUSIP: 3140XDWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1066146 | PA      | $849402.71    | 0.03%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC T5Y+NA 09/15/2054                                                          | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131589.12    | 0.00%             | 2054-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 07/20/2053#MA9019                                                                      | CUSIP: 36179YAU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    385171 | PA      | $397543.77    | 0.01%             | 2053-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2052#CB3100                                                                      | CUSIP: 3140QNNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421491 | PA      | $341467.48    | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 3.8% 09/15/2047                                                      | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    180000 | PA      | $135940.15    | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 5.5% 02/01/2034                                                            | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92421.48     | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 08/01/2054#SD8454                                                                      | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283460 | PA      | $289770.70    | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 01/01/2040#MA3890                                                                      | CUSIP: 31418DKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139696 | PA      | $129405.33    | 0.00%             | 2040-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                               | M and T BANK CORP 5.179%/VAR 07/08/2031                                                             | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245558.73    | 0.01%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 09/01/2055 #TBA                                                                          | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7750000 | PA      | $7904634.98   | 0.25%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.0% 06/41#AZ7903                                                                              | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38048 | PA      | $37009.09     | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 3.155% 05/15/2055                                                             | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63493.18     | 0.00%             | 2055-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 04/30/2029                                                                         | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5660000 | PA      | $5853235.91   | 0.19%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.05% 02/15/2046                                                              | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43871.46     | 0.00%             | 2046-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 09/01/2050#BP6715                                                                      | CUSIP: 3140KEN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16873 | PA      | $13537.39     | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12                                  | WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052                                                        | CUSIP: 95001RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $240053.64    | 0.01%             | 2052-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2050#MA4158                                                                      | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    526065 | PA      | $422077.20    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.222%/VAR 01/29/2031                                                | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279009.32    | 0.01%             | 2031-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2                               | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028                                  | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285432 | PA      | $285785.41    | 0.01%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 4.95% 01/15/2033                                          | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69845.30     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/51#SD7541                                                                           | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60973 | PA      | $49396.86     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.05% 03/22/2053                                                                         | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182705.80    | 0.01%             | 2053-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#BT6823                                                                    | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2276123 | PA      | $1897478.14   | 0.06%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 3.5% 08/15/2027                                                                  | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    470000 | PA      | $467222.21    | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 5.318% 12/01/2034                                                               | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302993.20    | 0.01%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.026% 10/01/2029                                         | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101248.57    | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2031#BE0522                                                                    | CUSIP: 3140FKSL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47276 | PA      | $45640.13     | 0.00%             | 2031-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC OKLA                                                  | CONTINENTAL RESOURCES INC OKLA 4.9% 06/01/2044                                                      | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47289.69     | 0.00%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2035#MA3898                                                                    | CUSIP: 31418DKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26525 | PA      | $25967.74     | 0.00%             | 2035-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 1.4% 09/15/2027                                                              | CUSIP: 776743AN6<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56857.85     | 0.00%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 12/01/2034#QN1174                                                                    | CUSIP: 3133G7JT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49314 | PA      | $46736.38     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.2% 02/15/2035                                                                 | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130793.69    | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.85% 02/14/2072                                                                 | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $156846.51    | 0.00%             | 2072-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.25% 03/15/2031                                                                   | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1473410.94   | 0.05%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV 6.125% 03/30/2040                                                           | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $105438.00    | 0.00%             | 2040-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 07/20/2050#MA6770                                                                        | CUSIP: 36179VQX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32172 | PA      | $32563.31     | 0.00%             | 2050-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 05/15/2038                                                         | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     69000 | PA      | $69711.56     | 0.00%             | 2038-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 6.1% 06/28/2063                                                                          | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41019.79     | 0.00%             | 2063-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 5.468%/VAR 02/01/2029                                                          | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461926.68    | 0.01%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                        | ARCH CAP FIN LLC 4.011% 12/15/2026                                                                  | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359364.57    | 0.01%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.35% 01/15/2027                                                                       | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2868876.68   | 0.09%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                           | BLUE OWL CAPITAL CORP 5.95% 03/15/2029                                                              | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101554.60    | 0.00%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2050#MA6412                                                                      | CUSIP: 36179VDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90883 | PA      | $89037.71     | 0.00%             | 2050-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 4.85% 10/01/2045                                                                         | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53186.68     | 0.00%             | 2045-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | APPALACHIAN POWER CO 5.65% 04/01/2034                                                               | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124238.18    | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 11/15/2039                                                       | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4884.18      | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 04/20/2052#                                                                              | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    999900 | PA      | $819204.95    | 0.03%             | 2052-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 1.25% 01/15/2026                                                             | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    223000 | PA      | $220381.46    | 0.01%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE LLC / BROOKFIELD FINANCE INC                                 | BROOKFIELD FINANCE LLC / BROOKFIELD FINANCE INC 3.45% 04/15/2050                                    | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $81476.54     | 0.00%             | 2050-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.125% 08/13/2042                                                                       | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151046.10    | 0.00%             | 2042-08-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2051#MA7367                                                                      | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2520793 | PA      | $2149486.98   | 0.07%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                         | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10730000 | PA      | $10016203.49  | 0.32%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                    | SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030                                                        | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    420000 | PA      | $421214.39    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2047#MA4198                                                                      | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52528 | PA      | $51954.22     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2046#BD8241                                                                    | CUSIP: 3140FGEP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208118 | PA      | $192613.70    | 0.01%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO L.L.C.                                                | BLACKSTONE REG FINANCE CO L.L.C. 5% 12/06/2034                                                      | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99839.94     | 0.00%             | 2034-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.675% 09/13/2043                                                                     | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221509.43    | 0.01%             | 2043-09-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2052#CB3040                                                                      | CUSIP: 3140QNLW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3554390 | PA      | $2829575.62   | 0.09%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 3.9% 04/01/2029                                                              | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    520000 | PA      | $511872.14    | 0.02%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                        | APA CORP 5.25% 02/01/2042 144A                                                                      | CUSIP: 03743QAJ7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    107000 | PA      | $84072.09     | 0.00%             | 2042-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.1% 04/13/2062                                                                      | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    490000 | PA      | $381029.79    | 0.01%             | 2062-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BK7608                                                                      | CUSIP: 3140HMN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18073 | PA      | $17122.28     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 02/15/2038                                                       | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     81000 | PA      | $80791.17     | 0.00%             | 2038-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 11/20/2053#MA9303                                                                      | CUSIP: 36179YKQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    373086 | PA      | $360702.72    | 0.01%             | 2053-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/20/2049#MA6337                                                                      | CUSIP: 36179VBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    569269 | PA      | $487196.04    | 0.02%             | 2049-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 2.25% 09/01/2030                                                                   | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134700.08    | 0.00%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                            | HOWMET AEROSPACE INC 5.9% 02/01/2027                                                                | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    455000 | PA      | $464641.00    | 0.01%             | 2027-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 6.2% 04/14/2034                                                       | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73856.45     | 0.00%             | 2034-04-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 4.55% 10/15/2029                                                      | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271631.94    | 0.01%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 02/20/2050#MA6477                                                                      | CUSIP: 36179VFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65922 | PA      | $64645.13     | 0.00%             | 2050-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 5.35% 06/28/2028                                                                         | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103177.74    | 0.00%             | 2028-06-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.582%/VAR 06/12/2029                                                | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82988.69     | 0.00%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.05% 04/15/2030                                                                        | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $642940.32    | 0.02%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 4.15% 02/28/2048                                                              | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80604.25     | 0.00%             | 2048-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.75% 11/17/2032                                                             | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127041.69    | 0.00%             | 2032-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 6.2% 09/15/2055                                                                     | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295276.63    | 0.01%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                    | NEWMONT CORP 2.6% 07/15/2032                                                                        | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107256.45    | 0.00%             | 2032-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 5.2% 06/01/2054                                                               | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96608.14     | 0.00%             | 2054-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038                                                 | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    630000 | PA      | $554142.19    | 0.02%             | 2038-10-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.15% 05/15/2045                                                                           | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163505.49    | 0.01%             | 2045-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.625% 01/20/2027                                                                    | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159146.67    | 0.01%             | 2027-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 3.6% 02/15/2051                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    270000 | PA      | $183540.98    | 0.01%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 11/01/2033#CA2559                                                                      | CUSIP: 3140Q9ZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11506 | PA      | $11541.03     | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 1.45% 09/15/2030                                                                   | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $701353.22    | 0.02%             | 2030-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 04/51#MA7311                                                                             | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2256100 | PA      | $1848039.55   | 0.06%             | 2051-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.375% 09/27/2054                                                                       | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133611.43    | 0.00%             | 2054-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2032#MA3090                                                                      | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79608 | PA      | $77587.59     | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 09/47#MA4719                                                                           | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13026 | PA      | $12045.59     | 0.00%             | 2047-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 1.8% 04/01/2026                                                                        | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177114.62    | 0.01%             | 2026-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 3.9% 03/07/2039                                                                    | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88009.27     | 0.00%             | 2039-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 5.875% 11/15/2040                                                             | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    360000 | PA      | $343964.03    | 0.01%             | 2040-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.125% 08/15/2040                                                       | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     76000 | PA      | $46787.50     | 0.00%             | 2040-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 02/01/2051#QB9090                                                                      | CUSIP: 3133AGC31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149636 | PA      | $118982.00    | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 11/51#MA7705                                                                           | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2945482 | PA      | $2509779.33   | 0.08%             | 2051-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 3.2% 04/25/2029                                                                 | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $253267.12    | 0.01%             | 2029-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#CA2855                                                                    | CUSIP: 3140QAE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58947 | PA      | $57563.16     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                       | DH EUROPE FINANCE II SARL 2.6% 11/15/2029                                                           | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    320000 | PA      | $301205.63    | 0.01%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 3.7% 04/30/2030                                                                    | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146393.98    | 0.00%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 10/20/2052#MA8349                                                                      | CUSIP: 36179XH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    427600 | PA      | $433343.67    | 0.01%             | 2052-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 01/20/2052#MA7827                                                                      | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    455460 | PA      | $388087.09    | 0.01%             | 2052-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/20/2049#MA6341                                                                      | CUSIP: 36179VBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15438 | PA      | $15138.87     | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.536%/VAR 01/28/2036                                                 | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1237381.20   | 0.04%             | 2036-01-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 1.75% 06/01/2030                                                              | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152568.89    | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 4.711%/VAR 07/08/2031                                                         | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $232646.40    | 0.01%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 3.935% 12/07/2049                                                               | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53222.38     | 0.00%             | 2049-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 4.625% 10/01/2028                                                                    | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353698.55    | 0.01%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 5.35% 01/08/2055                                                              | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $115751.76    | 0.00%             | 2055-01-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | COSTCO WHOLESALE CORP 1.375% 06/20/2027                                                             | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143577.50    | 0.00%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 4% 09/18/2042                                                                       | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $186928.01    | 0.01%             | 2042-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                        | SIXTH STREET LENDING PAR 5.75% 01/15/2030                                                           | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172589.16    | 0.01%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                     | AMEREN CORP 3.5% 01/15/2031                                                                         | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238872.04    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 06/01/2054#SD7571                                                                    | CUSIP: 3132DVMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1004237 | PA      | $1057142.11   | 0.03%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                             | VULCAN MATERIALS CO 4.7% 03/01/2048                                                                 | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103789.00    | 0.00%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 4.95% 05/17/2033                                                                   | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344148.15    | 0.01%             | 2033-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.294%/VAR 07/22/2035                                                         | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    460000 | PA      | $468899.15    | 0.01%             | 2035-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 2.125% 06/15/2030                                                          | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144864.49    | 0.00%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.6% 03/09/2026                                                                       | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1591378.39   | 0.05%             | 2026-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 4.75% 05/15/2026                                                                  | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270623.78    | 0.01%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 3.95% 03/29/2027                                                                       | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199259.03    | 0.01%             | 2027-03-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.125% 08/03/2065                                                                       | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203873.02    | 0.01%             | 2065-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 11/01/2051#BQ6907                                                                    | CUSIP: 3140KSU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180096 | PA      | $136630.08    | 0.00%             | 2051-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.85% 11/15/2031                                                         | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409312.17    | 0.01%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2033#MA3462                                                                    | CUSIP: 31418CZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42901 | PA      | $42268.49     | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 5.6% 02/15/2030                                                          | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232849.36    | 0.01%             | 2030-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                             | MID AMERICA APTS LP 2.875% 09/15/2051                                                               | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $40635.97     | 0.00%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2045#AS5709                                                                      | CUSIP: 3138WFKX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1674139 | PA      | $1506699.88   | 0.05%             | 2045-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                                    | CITIBANK CR CARD ISSUANCE TR 2007-A3 A3 6.15% 06/15/2039                                            | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $882789.20    | 0.03%             | 2039-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MN                                                                   | UNIV MINNESOTA 4.048% 4/1/2052                                                                      | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $166574.42    | 0.01%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.6% 10/15/2032                                                                   | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    360000 | PA      | $369819.32    | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 2.6% 04/09/2030                                                                     | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197311.32    | 0.01%             | 2030-04-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 5.55% 06/23/2035                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132506.99    | 0.00%             | 2035-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 5.4% 06/21/2034                                                                         | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $305605.62    | 0.01%             | 2034-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.35% 02/15/2033                                                             | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103445.96    | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 3.375% 02/15/2030                                                                      | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364521.36    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.165% 06/15/2030                                                                      | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175458.87    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 3.8% 09/15/2030                                                      | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $733271.81    | 0.02%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                                                   | ALBEMARLE CORP US 4.65% 06/01/2027                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160022.91    | 0.01%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 04/51#MA7312                                                                           | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167832 | PA      | $143110.95    | 0.00%             | 2051-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                               | JM SMUCKER CO/THE 6.5% 11/15/2043                                                                   | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    270000 | PA      | $286565.59    | 0.01%             | 2043-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2052#SD7554                                                                    | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    701015 | PA      | $593328.91    | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.2% 04/01/2040                                                           | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99027.12     | 0.00%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4% 11/15/2042                                                           | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10370000 | PA      | $9394166.82   | 0.30%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                            | ALBERTA PROVINCE CDA 4.5% 01/24/2034                                                                | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    120000 | PA      | $120618.00    | 0.00%             | 2034-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 7.2% 06/10/2030                                                            | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    520000 | PA      | $552453.91    | 0.02%             | 2030-06-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 2.35% 03/08/2027                                                            | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195389.95    | 0.01%             | 2027-03-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 3.4% 09/18/2029                                                               | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    360000 | PA      | $349722.00    | 0.01%             | 2029-09-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 04/30/2026                                                                          | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3206000 | PA      | $3138661.46   | 0.10%             | 2026-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2052#BX1265                                                                    | CUSIP: 3140N5MP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297277 | PA      | $286988.68    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                         | ENTERGY MISSISSIPPI LLC 5.85% 06/01/2054                                                            | CUSIP: 29366WAE6<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79331.88     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.179% 11/19/2025                                                                | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $400468.66    | 0.01%             | 2025-11-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                        | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17950000 | PA      | $16059640.63  | 0.51%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2051#RA6235                                                                      | CUSIP: 3133KM4U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1507719 | PA      | $1208744.40   | 0.04%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 3.2% 01/15/2027                                                             | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237514.84    | 0.01%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | TAMPA ELECTRIC CO 4.45% 06/15/2049                                                                  | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $115150.59    | 0.00%             | 2049-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#Q60864                                                                    | CUSIP: 3132VL6A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89719 | PA      | $87668.14     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 01/01/2033#ZS8682                                                                      | CUSIP: 3132A9UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5087 | PA      | $4952.67      | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 5.05% 03/15/2034                                                                         | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    560000 | PA      | $570508.98    | 0.02%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 4.1% 05/15/2121                                                               | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137807.38    | 0.00%             | 2121-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | TAPESTRY INC 5.5% 03/11/2035                                                                        | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121300.48    | 0.00%             | 2035-03-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2051#BU6503                                                                      | CUSIP: 3140M8GM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451128 | PA      | $360543.39    | 0.01%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 3% 07/30/2046                                                              | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    110000 | PA      | $73828.01     | 0.00%             | 2046-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 3.4% 05/06/2030                                                                    | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95876.40     | 0.00%             | 2030-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.375% 05/15/2044                                                       | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    186000 | PA      | $151553.67    | 0.00%             | 2044-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 4.75% 06/15/2046                                                                | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $83331.74     | 0.00%             | 2046-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 2.1% 10/01/2031                                                                  | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    380000 | PA      | $335727.68    | 0.01%             | 2031-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.65% 11/01/2032                                                              | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125475.34    | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.5% 03/31/2027                                                                           | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2870000 | PA      | $2817532.81   | 0.09%             | 2027-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2321                                                                    | CUSIP: 3140QMSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1461617 | PA      | $1227499.54   | 0.04%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#BQ4495                                                                      | CUSIP: 3140KP7H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75481 | PA      | $60442.89     | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNMA II 4.5% 6/45#MA2894                                                                            | CUSIP: 36179RGB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75165 | PA      | $74570.80     | 0.00%             | 2045-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE PWR CORP                                                             | OGLETHORPE PWR CORP 3.75% 08/01/2050                                                                | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70314.68     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 3.2% 03/01/2050                                                             | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    210000 | PA      | $137980.50    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2053#MA9304                                                                        | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    547814 | PA      | $544042.12    | 0.02%             | 2053-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2050#RA3838                                                                      | CUSIP: 3133KKHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    721625 | PA      | $633511.58    | 0.02%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/01/2036#                                                                            | CUSIP: 31418DVX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301679 | PA      | $277850.16    | 0.01%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 09/01/2040#C03520                                                                    | CUSIP: 31292K4D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10267 | PA      | $10011.75     | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 08/31/2028                                                                         | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5215000 | PA      | $4852394.53   | 0.15%             | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 8.25% 03/01/2038                                                                | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $159269.49    | 0.01%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                  | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 3.2% 02/15/2052                                      | CUSIP: 0778FPAH2<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $63754.76     | 0.00%             | 2052-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6% 09/01/2055 #TBA                                                                        | CUSIP: 01F060691<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -6150000 | PA      | $-6283570.62  | -0.20%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 5.282% 04/02/2050                                                                  | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88586.00     | 0.00%             | 2050-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 3.25% 03/01/2050                                                        | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    174000 | PA      | $113588.68    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.9% 02/06/2033                                                                         | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260102.43    | 0.01%             | 2033-02-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97267.01     | 0.00%             | 2045-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | TAPESTRY INC 5.1% 03/11/2030                                                                        | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122645.57    | 0.00%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.95% 04/01/2033                                            | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333989.13    | 0.01%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 4.875% 03/03/2033                                                           | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387886.90    | 0.01%             | 2033-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.5% 05/15/2064                                                                        | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $414087.52    | 0.01%             | 2064-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.75% 10/21/2051                                                                        | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    180000 | PA      | $111093.99    | 0.00%             | 2051-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 5.95% 08/15/2052                                                                | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152158.35    | 0.00%             | 2052-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 3.25% 01/15/2051                                                                   | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    190000 | PA      | $124412.32    | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 4.653%/VAR 02/01/2029                                                                | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384328.55    | 0.01%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 2.5% 02/15/2030                                                                    | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149062.88    | 0.00%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 2.45% 04/15/2028                                                             | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $114884.89    | 0.00%             | 2028-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 09/01/2051#SD8167                                                                    | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1224817 | PA      | $1023270.78   | 0.03%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032                                  | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    160000 | PA      | $146485.01    | 0.00%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 3.125% 08/17/2027                                                            | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2308925.48   | 0.07%             | 2027-08-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.8% 04/01/2031     | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $89981.05     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 2.5% 06/03/2050                                                                      | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    780000 | PA      | $464296.54    | 0.01%             | 2050-06-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 3.7% 08/01/2027                                                                           | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119138.57    | 0.00%             | 2027-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2050#MA4077                                                                      | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210083 | PA      | $168686.79    | 0.01%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2048#FM8096                                                                      | CUSIP: 3140XB7J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    658578 | PA      | $602033.80    | 0.02%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BO9347                                                                      | CUSIP: 3140K5L54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    609858 | PA      | $537678.91    | 0.02%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 08/01/2031#V61273                                                                    | CUSIP: 3132KFMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11090 | PA      | $10733.37     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                             | EQUINIX EUROPE 2 FINANCING CORP LLC 5.5% 06/15/2034                                                 | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317779.69    | 0.01%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                                    | STANLEY BLACK and DECKER INC 2.75% 11/15/2050                                                       | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    211000 | PA      | $120440.58    | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 3.35% 05/15/2050                                                          | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136293.22    | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                                               | CHASE ISSUANCE TR 5.08% 09/15/2030                                                                  | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $619619.22    | 0.02%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 5% 03/01/2035                                                                    | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191284.09    | 0.01%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                        | MOLSON COORS BEVERAGE CO 5% 05/01/2042                                                              | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182275.18    | 0.01%             | 2042-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 04/20/2051#MA7310                                                                      | CUSIP: 36179WDP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70563 | PA      | $55394.00     | 0.00%             | 2051-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 08/20/2053#MA9103                                                                        | CUSIP: 36179YDG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    705858 | PA      | $664666.00    | 0.02%             | 2053-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD BRH                                                             | UBS AG STAMFORD BRH 1.25% 08/07/2026                                                                | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $983373.86    | 0.03%             | 2026-08-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.2% 05/12/2026                                                                        | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $361380.17    | 0.01%             | 2026-05-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 5.3% 06/15/2034                                                               | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310231.20    | 0.01%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 01/01/2053#RA8524                                                                    | CUSIP: 3133KQPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149076 | PA      | $155171.35    | 0.00%             | 2053-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 5.55% 10/15/2053                                                                | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97813.29     | 0.00%             | 2053-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2049#FM3154                                                                      | CUSIP: 3140X6QG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106522 | PA      | $107241.95    | 0.00%             | 2049-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2047#MA3120                                                                    | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642087 | PA      | $591042.76    | 0.02%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 3.8% 08/15/2049                                                                 | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59241.39     | 0.00%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 11/01/2036#QN8464                                                                      | CUSIP: 3133GFMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265856 | PA      | $244606.84    | 0.01%             | 2036-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV                            | GOLDEN ST TOBAC 2.746% 6/1/2034                                                                     | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    112000 | PA      | $98418.28     | 0.00%             | 2034-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 5.25% 09/01/2035                                                                        | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    645000 | PA      | $674655.71    | 0.02%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 3.875% 11/01/2045                                                                          | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $87344.13     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                      | PG and E WILDFIRE RECOVERY 5.212% 12/01/2049                                                        | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $248030.46    | 0.01%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2054#MA5494                                                                      | CUSIP: 31418FC88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991313 | PA      | $925405.65    | 0.03%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5.7% 11/15/2054                                                                | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99610.30     | 0.00%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 2.7% 03/15/2031                                                                         | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155790.66    | 0.00%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.875% 10/15/2040                                                                          | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199153.85    | 0.01%             | 2040-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 3.5% 01/15/2031                                                                  | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208263.28    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.718%/VAR 07/23/2032                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156663.69    | 0.00%             | 2032-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 11/01/2045#Q37467                                                                    | CUSIP: 3132QUJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46727 | PA      | $43462.02     | 0.00%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2047#FM9305                                                                      | CUSIP: 3140XDKT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143944 | PA      | $131031.26    | 0.00%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                            | ENTERGY ARKANSAS LLC 3.35% 06/15/2052                                                               | CUSIP: 29366MAC2<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67934.05     | 0.00%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 2.174% 01/14/2027                                                      | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1010000 | PA      | $984114.08    | 0.03%             | 2027-01-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.75% 02/15/2045                                                                          | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17470000 | PA      | $17210679.69  | 0.55%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/47#G08769                                                                           | CUSIP: 3128MJ2B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149125 | PA      | $132905.43    | 0.00%             | 2047-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.55% 02/15/2031                                                                   | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    340000 | PA      | $307936.24    | 0.01%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 6.5% 02/01/2043#MA5016                                                                    | CUSIP: 31418ESE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337253 | PA      | $350619.78    | 0.01%             | 2043-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 6.75% 01/30/2029                                                         | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62596.14     | 0.00%             | 2029-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 5.717% 09/25/2028                                                              | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $334317.65    | 0.01%             | 2028-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 2.65% 02/01/2032                                                            | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115912.31    | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LA LLC 4.2% 09/01/2048                                                                      | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160498.36    | 0.01%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 3.2% 03/26/2030                                                               | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385069.73    | 0.01%             | 2030-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                | GENUINE PARTS CO 1.875% 11/01/2030                                                                  | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    240000 | PA      | $210973.42    | 0.01%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 2.45% 02/15/2031 144A                                                                  | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144660.62    | 0.00%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 5.95% 07/16/2029                                                     | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113505.54    | 0.00%             | 2029-07-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.25% 01/05/2032                                                                       | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106795.91    | 0.00%             | 2032-01-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 2.679% 07/16/2030                                                               | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $192653.57    | 0.01%             | 2030-07-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 5.35% 08/01/2054                                                              | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57104.28     | 0.00%             | 2054-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH NY RV                                                  | NY MTA TRANSP 6.814% 11/15/40                                                                       | CUSIP: 59259YGF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $92381.62     | 0.00%             | 2040-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2032#MA3155                                                                      | CUSIP: 31418CQH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3280 | PA      | $3195.80      | 0.00%             | 2032-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 4.85% 03/09/2033                                                                     | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163582.10    | 0.01%             | 2033-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 02/01/2053#BX7260                                                                    | CUSIP: 3140NCB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    488574 | PA      | $510320.04    | 0.02%             | 2053-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.05% 08/22/2047                                                                     | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    228000 | PA      | $188026.61    | 0.01%             | 2047-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 03/01/2049#ZT1778                                                                    | CUSIP: 3132AD6P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185483 | PA      | $181011.25    | 0.01%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.125% 04/28/2028                                                            | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    860000 | PA      | $861920.47    | 0.03%             | 2028-04-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                                                | MA ST 5.456 12/01/39                                                                                | CUSIP: 57582PUE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $147349.68    | 0.00%             | 2039-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                              | DOMINION ENERGY SOUTH CAROLINA INC 5.3% 01/15/2035                                                  | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153746.53    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 3.5% 02/14/2050                                                               | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $289320.00    | 0.01%             | 2050-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.1% 09/15/2045                                                                    | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90213.96     | 0.00%             | 2045-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 4.2% 03/15/2048                                                           | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    450000 | PA      | $318910.10    | 0.01%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 7% 01/15/2027                                                                     | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92735.68     | 0.00%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 3.95% 10/01/2046                                                                | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    120000 | PA      | $92443.13     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 7.375%/VAR 09/15/2055                                                                    | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114142.68    | 0.00%             | 2055-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                            | KITE REALTY GROUP LP 5.2% 08/15/2032                                                                | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101606.33    | 0.00%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                            | WESTERN UN CO 2.75% 03/15/2031                                                                      | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96970.81     | 0.00%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 3.65% 09/01/2042                                                     | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102161.60    | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                               | NATIONAL GRID PLC 5.809% 06/12/2033                                                                 | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $105933.46    | 0.00%             | 2033-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.5% 02/15/2049                                                                             | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90012.19     | 0.00%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 3.375% 04/15/2029                                                                       | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    310000 | PA      | $303550.79    | 0.01%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.375% 06/15/2046                                                                         | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $82141.84     | 0.00%             | 2046-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 4.5% 01/30/2026                                                                | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    208000 | PA      | $207916.29    | 0.01%             | 2026-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 4.875% 10/18/2028                                                       | CUSIP: 471048CY2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    390000 | PA      | $402148.50    | 0.01%             | 2028-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2048#ZS4794                                                                      | CUSIP: 3132A5KF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12927 | PA      | $13026.13     | 0.00%             | 2048-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.85% 08/05/2061                                                                          | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    490000 | PA      | $288791.86    | 0.01%             | 2061-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 1.65% 10/01/2030                                                                | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    590000 | PA      | $521278.97    | 0.02%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 3.547%/VAR 09/18/2031                                                | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142249.60    | 0.00%             | 2031-09-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 12/01/2054#SD8493                                                                    | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    862758 | PA      | $868033.02    | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 4.875% 12/17/2048                                                                       | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106382.21    | 0.00%             | 2048-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 1.875% 10/27/2026                                                  | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312923.71    | 0.01%             | 2026-10-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.3% 08/15/2029                                                                  | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1276409.76   | 0.04%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#                                                                            | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240436 | PA      | $210555.90    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                        | INTERSTATE PWR and LT CO 4.1% 09/26/2028                                                            | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260116.61    | 0.01%             | 2028-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                                                  | LEGG MASON INC 5.625% 01/15/2044                                                                    | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59016.46     | 0.00%             | 2044-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 1.5% 10/01/2041#RB5130                                                                    | CUSIP: 3133KYVX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492927 | PA      | $409137.47    | 0.01%             | 2041-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2053#QH2482                                                                    | CUSIP: 3133CEXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47201 | PA      | $47681.25     | 0.00%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 5.7% 03/15/2055                                                               | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100106.76    | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 5% 03/01/2035                                                                   | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    840000 | PA      | $863869.94    | 0.03%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 3.45% 06/01/2027                                                                | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207526.94    | 0.01%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 2.5% 03/15/2027                                                               | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263768.60    | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 2.9% 07/15/2051                                                                      | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $381026.92    | 0.01%             | 2051-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 4.418% 03/27/2048                                                               | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $214622.38    | 0.01%             | 2048-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | APPALACHIAN POWER CO 4.5% 08/01/2032                                                                | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138177.98    | 0.00%             | 2032-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 07/01/2053#QG6949                                                                    | CUSIP: 3133C7WJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    389655 | PA      | $393133.05    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.088%/VAR 06/20/2030                                                                  | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202845.03    | 0.01%             | 2030-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2047#BD2440                                                                    | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19131 | PA      | $17682.12     | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.97%/VAR 03/05/2029                                                    | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    780000 | PA      | $775326.15    | 0.02%             | 2029-03-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3.5% 04/01/2028#MA3345                                                                    | CUSIP: 31418CWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15484 | PA      | $15353.91     | 0.00%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2020-L4                                                 | Morgan Stanley Capital I Trust 2.698% 02/15/2053                                                    | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $139209.83    | 0.00%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 6.183%/VAR 01/30/2036                                                          | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226920.36    | 0.01%             | 2036-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 05/01/2049#ZT1954                                                                      | CUSIP: 3132AEE36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14088 | PA      | $14183.63     | 0.00%             | 2049-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.35% 11/15/2047                                                            | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82978.36     | 0.00%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 5% 04/20/2048                                                                | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107329.47    | 0.00%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP 1.5% 02/15/2028                                                                          | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93583.69     | 0.00%             | 2028-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.4% 04/01/2048                                                                   | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79012.93     | 0.00%             | 2048-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 5.5% 03/15/2055                                                      | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $165141.52    | 0.01%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 5.65% 06/15/2054                                                                     | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120734.95    | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.046%/VAR 02/12/2031                                                                | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256479.28    | 0.01%             | 2031-02-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | ASSURANT INC 2.65% 01/15/2032                                                                       | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78464.81     | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DUPONT DE NEMOURS INC 5.419% 11/15/2048                                                             | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90545.43     | 0.00%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/46#BC2310                                                                           | CUSIP: 3140EWR80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8854 | PA      | $8482.16      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 2.3% 03/01/2030                                                         | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109894.71    | 0.00%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 4.45% 08/15/2049                                                                     | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81488.30     | 0.00%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAP TR SALE TAX                                                  | DALLAS TX DART 2.613% 12/1/2048                                                                     | CUSIP: 235241WM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $198396.72    | 0.01%             | 2048-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#SD0902                                                                    | CUSIP: 3132DNAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    762369 | PA      | $633584.07    | 0.02%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 08/20/2050#MA6822                                                                        | CUSIP: 36179VSK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152011 | PA      | $144090.16    | 0.00%             | 2050-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                   | UNIVERSAL HEALTH SERVICES INC 2.65% 01/15/2032                                                      | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120501.57    | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 06/01/2053#BY6854                                                                      | CUSIP: 3140NPTL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485010 | PA      | $480559.81    | 0.02%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2.875% 08/15/2029                                                            | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    360000 | PA      | $342679.75    | 0.01%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 1.95% 04/23/2031                                                              | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179674.37    | 0.01%             | 2031-04-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2054#DC7688                                                                      | CUSIP: 3140AVRJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1563751 | PA      | $1545640.97   | 0.05%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 06/20/2049#MA5986                                                                        | CUSIP: 36179UUK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145052 | PA      | $137493.75    | 0.00%             | 2049-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORT AUTH NY and NJ                                                             | PORT NY NJ 4.96% 8/1/2046                                                                           | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     70000 | PA      | $65610.64     | 0.00%             | 2046-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2046#BA0399                                                                    | CUSIP: 3140E4NR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18130 | PA      | $16807.68     | 0.00%             | 2046-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                 | BLACKSTONE SECURED LENDING FUND 5.35% 04/13/2028                                                    | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213051.39    | 0.01%             | 2028-04-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2046#BD0975                                                                      | CUSIP: 3140F8CM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6820 | PA      | $6529.71      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 4.25% 04/01/2050                                                              | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24864.72     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 06/01/2051#QC3317                                                                    | CUSIP: 3133AMVJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    421671 | PA      | $320033.03    | 0.01%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031                                                    | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101696.46    | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.65% 01/15/2053                                                                   | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    470000 | PA      | $450025.14    | 0.01%             | 2053-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 4.3% 12/01/2028                                                         | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    194000 | PA      | $194995.52    | 0.01%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2051#FS6219                                                                    | CUSIP: 3140XM4D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312682 | PA      | $284405.10    | 0.01%             | 2051-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 05/01/2053#QG2062                                                                      | CUSIP: 3133C2JF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395545 | PA      | $404821.93    | 0.01%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2054#                                                                          | CUSIP: 3132DWMH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    986169 | PA      | $949066.90    | 0.03%             | 2054-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 3% 03/01/2050#BP1369                                                                 | CUSIP: 3140K8QX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19951 | PA      | $17589.99     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 05/01/2054#MA5354                                                                      | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517413 | PA      | $529094.44    | 0.02%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.5% 04/15/2064                                                              | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    320000 | PA      | $294404.84    | 0.01%             | 2064-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 5.9% 04/18/2064                                                              | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    480000 | PA      | $444128.92    | 0.01%             | 2064-04-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 1.9% 01/25/2029                                                           | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    245000 | PA      | $228963.61    | 0.01%             | 2029-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COML MTG TR                                                      | CSAIL 2019-C17 COML MTG TR 2.7628% 09/17/2052                                                       | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $187811.46    | 0.01%             | 2052-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 10/01/2025                                 | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $299934.77    | 0.01%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | MCKESSON CORP 5.1% 07/15/2033                                                                       | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102472.64    | 0.00%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.85% 02/24/2026                                                                        | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248376.23    | 0.01%             | 2026-02-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 4.9% 10/15/2034                                                              | CUSIP: 776696AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257348.66    | 0.01%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.34% 05/19/2063                                              | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $136675.85    | 0.00%             | 2063-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                | LAZARD GROUP LLC 4.375% 03/11/2029                                                                  | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109859.21    | 0.00%             | 2029-03-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 5.086% 08/10/2033                                                      | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123474.69    | 0.00%             | 2033-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                       | ARCHER DANIELS MIDLAND CO 4.5% 03/15/2049                                                           | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75787.79     | 0.00%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 2.55% 05/05/2027                                                                | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97499.73     | 0.00%             | 2027-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.975% 04/20/2055                                                     | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    462000 | PA      | $410602.50    | 0.01%             | 2055-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                               | HORMEL FOODS CORP 1.8% 06/11/2030                                                                   | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179126.98    | 0.01%             | 2030-06-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2053#SD8289                                                                    | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    727806 | PA      | $736121.87    | 0.02%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 07/15/2027                                                                         | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $14687334.20  | 0.47%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 5.8% 03/01/2033                                                 | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106354.57    | 0.00%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 5.2% 08/01/2033                                                      | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196359.70    | 0.01%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 2.25% 09/04/2029                                                              | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    510000 | PA      | $477442.79    | 0.02%             | 2029-09-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 07/01/2054#MA5422                                                                    | CUSIP: 31418FAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292395 | PA      | $303206.93    | 0.01%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 08/15/2031                                                                          | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3247000 | PA      | $2805737.77   | 0.09%             | 2031-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 3.24% 02/06/2028                                                                  | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $196000.00    | 0.01%             | 2028-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 08/01/2037#SB0910                                                                      | CUSIP: 3132CXAK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133595 | PA      | $122583.54    | 0.00%             | 2037-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 3.87% 07/23/2060                                                                 | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $121200.00    | 0.00%             | 2060-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2035                                                        | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53536.81     | 0.00%             | 2035-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD ADMIN FIN CORP REV                                               | FLORIDA ST BD 5.526% 7/1/2034                                                                       | CUSIP: 341271AH7<br>LEI: 5493004G5XFOOUT0LQ57 | Long             | DBT              | MUN               | US        |    300000 | PA      | $309552.72    | 0.01%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2054#CB9633                                                                    | CUSIP: 3140QVV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189681 | PA      | $182708.11    | 0.01%             | 2054-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.65% 09/01/2034                                                                          | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101700.81    | 0.00%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 5.95% 09/15/2033                                                             | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $74115.34     | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 01/20/2051#MA7135                                                                        | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2646055 | PA      | $2167464.04   | 0.07%             | 2051-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 4.3% 06/11/2028                                                      | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90789.43     | 0.00%             | 2028-06-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 4.85% 04/15/2049                                                     | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118049.06    | 0.00%             | 2049-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 08/15/2052                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7670000 | PA      | $5424128.13   | 0.17%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 7.15% 01/15/2051                                                                          | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160797.32    | 0.01%             | 2051-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | QUEST DIAGNOSTICS INC 2.95% 06/30/2030                                                              | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141011.42    | 0.00%             | 2030-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-B                                           | HYUNDAI AUTO RECEIVABLES TRUST 2022-B 3.72% 11/16/2026                                              | CUSIP: 44918MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36716 | PA      | $36690.74     | 0.00%             | 2026-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 7.472%/VAR 11/10/2026                                                             | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $331761.60    | 0.01%             | 2026-11-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 4.2% 10/29/2025                                                                | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99844.57     | 0.00%             | 2025-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.15% 03/01/2047                                                                | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    112000 | PA      | $91436.73     | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.25% 04/15/2049                                                                 | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127463.88    | 0.00%             | 2049-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2046#MA3597                                                                      | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96842 | PA      | $89854.34     | 0.00%             | 2046-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.125% 03/04/2043                                                            | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $276565.08    | 0.01%             | 2043-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 01/20/2048#MA4961                                                                        | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    593976 | PA      | $531655.59    | 0.02%             | 2048-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO   | JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO 6.25% 03/01/2056 144A | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $118254.34    | 0.00%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2.5% 02/01/2033#ZS9005                                                                    | CUSIP: 3132AAAE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29277 | PA      | $27901.91     | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.042%/VAR 07/19/2030                                                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112684.54    | 0.00%             | 2030-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | CORNING INC 5.35% 11/15/2048                                                                        | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377883.34    | 0.01%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029                                                   | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360892.99    | 0.01%             | 2029-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 2.65% 09/15/2040                                                      | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    270000 | PA      | $196574.80    | 0.01%             | 2040-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 6.375% 07/24/2042                                                                    | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    528000 | PA      | $580949.23    | 0.02%             | 2042-07-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 6.1% 09/15/2053                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50792.47     | 0.00%             | 2053-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 2.7% 04/15/2031                                                                 | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    360000 | PA      | $326559.91    | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#AQ2928                                                                    | CUSIP: 3138MJHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459007 | PA      | $432939.40    | 0.01%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 2.329% 01/22/2027                                                               | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $282175.01    | 0.01%             | 2027-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.926% 05/15/2037 144A                                                                 | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194522.12    | 0.01%             | 2037-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2048#ZT0712                                                                      | CUSIP: 3132ACYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39527 | PA      | $37448.33     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY VA UNIV REVS                                                         | UNIV VA REV 2.584% 11/1/2051                                                                        | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $127019.76    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 4.1% 11/15/2048                                                          | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78998.08     | 0.00%             | 2048-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                               | NOVANT HEALTH INC 3.168% 11/01/2051                                                                 | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    110000 | PA      | $71829.40     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2050#BK2255                                                                      | CUSIP: 3140HFQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61619 | PA      | $54326.14     | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 11/20/2051#MA7703                                                                      | CUSIP: 36179WRY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    348932 | PA      | $273921.19    | 0.01%             | 2051-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 3.3% 02/15/2050                                                                          | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    260000 | PA      | $174328.57    | 0.01%             | 2050-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 01/20/2055#MB0147                                                                      | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1618757 | PA      | $1631520.32   | 0.05%             | 2055-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.95% 10/17/2048                                                                         | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67430.00     | 0.00%             | 2048-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.58% 05/25/2032                                                     | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2256085.50   | 0.07%             | 2032-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL CENTER INC                                             | INTEGRIS BAPTIST MEDICAL CENTER INC 3.875% 08/15/2050                                               | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    104000 | PA      | $73162.44     | 0.00%             | 2050-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 4.25% 05/01/2029                                                                 | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110727.29    | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 2.5% 11/02/2027                                                              | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |     20000 | PA      | $19510.98     | 0.00%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.8% 02/15/2031                                                                             | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150112.82    | 0.00%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 06/01/2031#G18604                                                                    | CUSIP: 3128MMU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3795 | PA      | $3674.43      | 0.00%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 3.65% 02/03/2048                                                       | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $75694.60     | 0.00%             | 2048-02-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.5% 06/01/2040                                                                        | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    260000 | PA      | $190313.37    | 0.01%             | 2040-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#FM1319                                                                    | CUSIP: 3140X4PD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106969 | PA      | $104657.42    | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 3.5% 04/01/2050                                                                         | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    277000 | PA      | $206187.87    | 0.01%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | COLGATE-PALMOLIVE CO 3.25% 08/15/2032                                                               | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121440.26    | 0.00%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 5.146%/VAR 02/28/2036                                                             | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273418.01    | 0.01%             | 2036-02-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2051#FM6128                                                                    | CUSIP: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224666 | PA      | $186924.31    | 0.01%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.75% 02/01/2050                                                                          | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    360000 | PA      | $256377.16    | 0.01%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 1.05% 09/15/2027                                                                | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    184000 | PA      | $174008.43    | 0.01%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.85% 12/01/2035    | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $190335.61    | 0.01%             | 2035-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2031#BD4457                                                                    | CUSIP: 3140FB5T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51821 | PA      | $50103.60     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 3.5% 11/15/2050                                                                      | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    110000 | PA      | $75648.00     | 0.00%             | 2050-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 7.122% 11/07/2033                                                          | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219560.38    | 0.01%             | 2033-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.39% 08/15/2037                                                                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    470000 | PA      | $424494.97    | 0.01%             | 2037-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2049#ZA6945                                                                      | CUSIP: 31329QWE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298666 | PA      | $282682.69    | 0.01%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 2.45% 01/15/2030                                                     | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74579.82     | 0.00%             | 2030-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 12/01/2036#MA4496                                                                    | CUSIP: 31418D7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362837 | PA      | $324223.37    | 0.01%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 4.9% 08/15/2035                                                              | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178984.78    | 0.01%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 5.75% 04/15/2054                                                      | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159097.47    | 0.01%             | 2054-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.3% 05/10/2033                                                                           | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007633.21   | 0.03%             | 2033-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.02% 03/25/2031                                                     | CUSIP: 3137FYUJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540000 | PA      | $485824.07    | 0.02%             | 2031-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2046#BD3861                                                                      | CUSIP: 3140FBJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7351 | PA      | $7033.35      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2052#                                                                          | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1134379 | PA      | $1027271.65   | 0.03%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.45% 05/19/2026                                              | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1590000 | PA      | $1592400.17   | 0.05%             | 2026-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 6.1% 04/01/2064                                                                             | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96469.62     | 0.00%             | 2064-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2032                                                                             | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10460000 | PA      | $10507396.88  | 0.33%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.125% 09/18/2034                                                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    300000 | PA      | $302835.00    | 0.01%             | 2034-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 6.5% 10/01/2053                                                 | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    230000 | PA      | $247880.38    | 0.01%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.3% 05/14/2036                                                                          | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23689.40     | 0.00%             | 2036-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 4.45% 01/20/2049                                                       | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $42770.70     | 0.00%             | 2049-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/37#MA4516                                                                           | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1186774 | PA      | $1088953.29   | 0.03%             | 2037-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 7.5% 04/01/2031                                                                           | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    110000 | PA      | $126315.05    | 0.00%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 04/01/2037#BQ7476                                                                      | CUSIP: 3140KTJW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19527 | PA      | $17911.22     | 0.00%             | 2037-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                       | TARGA RES P LP/TARGA RES P FIN 4% 01/15/2032                                                        | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $432446.61    | 0.01%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1                                 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 4.87% 02/15/2028                                    | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69846 | PA      | $70084.90     | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MTG TR                                                        | BENCHMARK 2019-B9 MTG TR 4.0156% 03/15/2052                                                         | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $156894.27    | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/15/2027                                                                         | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21290000 | PA      | $21516206.25  | 0.68%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2048#ZN1349                                                                    | CUSIP: 3131Y7QA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238315 | PA      | $232719.33    | 0.01%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MI UNIV REVS                                                         | UNIV MICH REVS 4.454% 4/1/2122                                                                      | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $139120.40    | 0.00%             | 2122-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 12/01/2050#CA8090                                                                    | CUSIP: 3140QF7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2080914 | PA      | $1581940.71   | 0.05%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2052#BX2469                                                                    | CUSIP: 3140N6W73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70051 | PA      | $70647.12     | 0.00%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.85% 11/01/2064                                                                          | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $209385.33    | 0.01%             | 2064-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 2.5% 09/01/2031                                                         | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133559.08    | 0.00%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 01/15/2028                                                                          | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15030000 | PA      | $15247817.62  | 0.48%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 5.75% 11/15/2054                                                                | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201811.65    | 0.01%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 04/20/2053#MA8800                                                                        | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1070355 | PA      | $1064322.61   | 0.03%             | 2053-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 3.8% 01/31/2028                                                                | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    438000 | PA      | $434085.89    | 0.01%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                        | FERGUSON ENTERPRISES INC 5% 10/03/2034                                                              | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99000.33     | 0.00%             | 2034-10-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 3.75% 09/12/2046                                                               | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $81620.80     | 0.00%             | 2046-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 11/01/2050#CA7696                                                                    | CUSIP: 3140QFRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133505 | PA      | $101492.71    | 0.00%             | 2050-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 5.45% 08/01/2053                                                     | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165220.79    | 0.01%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2050#MA4056                                                                      | CUSIP: 31418DQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184858 | PA      | $174560.69    | 0.01%             | 2050-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 4.75% 05/25/2033                                                                      | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81218.65     | 0.00%             | 2033-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 09/01/2055 #TBA                                                                      | CUSIP: 01F022691<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -5275000 | PA      | $-4379280.21  | -0.14%            | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 4.125% 03/15/2028                                                              | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314810.48    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2051#MA7369                                                                      | CUSIP: 36179WFJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1241606 | PA      | $1139990.94   | 0.04%             | 2051-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC 5.65% 12/01/2054                                                                  | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77335.33     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 5.25% 03/15/2034                                                                   | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102499.12    | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 5.15% 03/15/2042                                                                       | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    236000 | PA      | $222060.08    | 0.01%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.6% 09/09/2032                                                                      | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212113.93    | 0.01%             | 2032-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.4% 08/20/2050                                                                           | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    330000 | PA      | $193572.11    | 0.01%             | 2050-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 5.9% 03/15/2034                                                                 | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    521000 | PA      | $555390.27    | 0.02%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 5% 05/15/2045                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24500000 | PA      | $24909609.38  | 0.79%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 3.3% 04/01/2027                                                               | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188315.97    | 0.01%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 4.375% 10/01/2030                                                           | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70178.79     | 0.00%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 4.4% 07/01/2049                                                                          | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    310000 | PA      | $247889.51    | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 7.125% 03/15/2033                                                                         | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    170000 | PA      | $195679.11    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 5.5% 08/15/2054                                                           | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86623.99     | 0.00%             | 2054-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIDMICHIGAN HEALTH                                                              | MIDMICHIGAN HEALTH 3.409% 06/01/2050                                                                | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $28753.61     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                    | GLP CAP LP / GLP FING II INC 5.625% 09/15/2034                                                      | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $351101.80    | 0.01%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY CTY MUN WTR FIN AU                                                  | NEW YORK CITY NY MUN WTR FIN AUTH W and S 6.011% 06/15/42                                           | CUSIP: 64972FL20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $290141.71    | 0.01%             | 2042-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 09/15/2026                                                                         | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6990000 | PA      | $7045022.97   | 0.22%             | 2026-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVESCO FIN PLC                                                                 | INVESCO FIN PLC 3.75% 01/15/2026                                                                    | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $239400.87    | 0.01%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 11/01/2037#QO1063                                                                    | CUSIP: 3133WKFC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70974 | PA      | $66577.02     | 0.00%             | 2037-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.375% 01/23/2031                                                     | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    270000 | PA      | $271045.36    | 0.01%             | 2031-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.25% 11/10/2044                                                             | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92836.62     | 0.00%             | 2044-11-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2055#SD8533                                                                    | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1437290 | PA      | $1446076.89   | 0.05%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 2.95% 02/01/2030                                                                          | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206301.43    | 0.01%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                    | VERALTO CORP 5.45% 09/18/2033                                                                       | CUSIP: 92338CAF0<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113623.11    | 0.00%             | 2033-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 5.375% 03/15/2033                                                          | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113574.12    | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2050#MA6820                                                                        | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    411865 | PA      | $365820.17    | 0.01%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2052#BQ7041                                                                      | CUSIP: 3140KSZF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    718571 | PA      | $571590.42    | 0.02%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY DC                                                          | AMERICAN UNIVERSITY DC 3.672% 04/01/2049                                                            | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148809.18    | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.15% 11/15/2030                                                                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247557.82    | 0.01%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2032#FM3022                                                                    | CUSIP: 3140X6LC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5275 | PA      | $5241.85      | 0.00%             | 2032-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2052#MA4806                                                                      | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1118956 | PA      | $1110438.11   | 0.04%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 5.15% 03/19/2029                                                                | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    109000 | PA      | $110334.24    | 0.00%             | 2029-03-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.15% 08/05/2032                                                                         | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104692.51    | 0.00%             | 2032-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2049#MA3694                                                                    | CUSIP: 31418DC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53644 | PA      | $52333.72     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 3.803% 08/15/2042                                                                   | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164735.25    | 0.01%             | 2042-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.75% 12/07/2046                                                             | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    508000 | PA      | $438040.11    | 0.01%             | 2046-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 02/01/2052#QD6139                                                                      | CUSIP: 3133B3ZC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    731428 | PA      | $581817.52    | 0.02%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC                                                     | GLAXOSMITHKLINE CAPITAL INC 6.375% 05/15/2038                                                       | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    331000 | PA      | $368477.08    | 0.01%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 1.95% 06/15/2030                                                                       | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90246.99     | 0.00%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.43% 02/25/2033                                                     | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1406980.96   | 0.04%             | 2033-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 06/20/2050#MA6709                                                                      | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254062 | PA      | $217116.03    | 0.01%             | 2050-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 2.75% 01/15/2030                                                       | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $842158.49    | 0.03%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 6.4% 06/28/2054                                                                   | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $248875.00    | 0.01%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER and LIGHT CO.                                                      | DAYTON POWER and LIGHT CO. 3.95% 06/15/2049                                                         | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40114.41     | 0.00%             | 2049-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 12/01/2051#SD0820                                                                      | CUSIP: 3132DM4D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    604254 | PA      | $524240.18    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.75% 01/19/2027                                                                  | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    570000 | PA      | $561612.88    | 0.02%             | 2027-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC 2.05% 01/15/2029                                                                   | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    390000 | PA      | $364704.70    | 0.01%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEERE and CO                                                                    | DEERE and CO 5.7% 01/19/2055                                                                        | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255379.67    | 0.01%             | 2055-01-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                    | NEWMONT CORP 5.45% 06/09/2044                                                                       | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98515.86     | 0.00%             | 2044-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 5.5% 06/15/2035                                                      | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123213.52    | 0.00%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTL INC 2.75% 04/13/2030                                                                  | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177888.37    | 0.01%             | 2030-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 2.3% 06/01/2031                                                                 | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $196248.67    | 0.01%             | 2031-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.14%/VAR 01/24/2031                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1545791.51   | 0.05%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 4.95% 01/05/2036                                                                  | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    290000 | PA      | $287680.00    | 0.01%             | 2036-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 0.875% 05/17/2030                                                          | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $70276.62     | 0.00%             | 2030-05-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4% 11/15/2047                                                                           | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    388000 | PA      | $293162.99    | 0.01%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 6.921% 08/08/2033                                                                | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $220378.62    | 0.01%             | 2033-08-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 4.65% 01/15/2048                                                                          | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42054.10     | 0.00%             | 2048-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 5.6% 02/15/2054                                                                   | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236476.58    | 0.01%             | 2054-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 4.5% 09/13/2033                                                             | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277523.72    | 0.01%             | 2033-09-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 5% 05/15/2033                                                                   | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102118.29    | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.012% 04/15/2049                                                        | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    146000 | PA      | $131325.91    | 0.00%             | 2049-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.8% 06/01/2038                                                                   | CUSIP: 404280AJ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $110731.94    | 0.00%             | 2038-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 5.45% 03/01/2028                                                                  | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257120.85    | 0.01%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.5% 02/12/2055                                                                    | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98609.02     | 0.00%             | 2055-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5.3% 08/15/2033                                                      | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246901.89    | 0.01%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2052#SD2080                                                                      | CUSIP: 3132DPJZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    707685 | PA      | $662514.02    | 0.02%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 4.6% 02/01/2033                                                                 | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118136.44    | 0.00%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 2.724% 04/15/2031                                                                | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $301366.67    | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.55% 09/15/2055                                                                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    723000 | PA      | $480758.40    | 0.02%             | 2055-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2029                                                                             | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4650000 | PA      | $4711696.20   | 0.15%             | 2029-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                    | LINDE INC/CT 3.2% 01/30/2026                                                                        | CUSIP: 74005PBQ6<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228974.89    | 0.01%             | 2026-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                                       | PNC BANK NA PITTSBURGH PA 3.1% 10/25/2027                                                           | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304252.03    | 0.01%             | 2027-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.7% 08/15/2049                                                              | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $64729.98     | 0.00%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 2.5% 11/01/2026                                                                  | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    580000 | PA      | $569729.33    | 0.02%             | 2026-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 3.078% 05/11/2050                                                                  | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $46646.21     | 0.00%             | 2050-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#QB5949                                                                      | CUSIP: 3133ACTE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27918 | PA      | $22199.12     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.05% 01/14/2042                                                       | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $195470.16    | 0.01%             | 2042-01-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 6.375% 10/23/2034                                                           | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    130000 | PA      | $144950.00    | 0.00%             | 2034-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2050#MA6658                                                                        | CUSIP: 36179VMF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    253501 | PA      | $240291.93    | 0.01%             | 2050-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.85% 04/01/2061    | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $244096.27    | 0.01%             | 2061-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#BT9513                                                                    | CUSIP: 3140LYSB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483833 | PA      | $402100.15    | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 2.995% 08/16/2039                                                                  | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $352986.86    | 0.01%             | 2039-08-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.25% 03/01/2026                                                           | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170287.38    | 0.01%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#MA3537                                                                    | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45509 | PA      | $44440.70     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2046#BD3862                                                                      | CUSIP: 3140FBJG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5396 | PA      | $5163.00      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#BR4014                                                                      | CUSIP: 3140L2N82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29925 | PA      | $23831.75     | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.606% 01/15/2044                                                            | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    360000 | PA      | $351718.42    | 0.01%             | 2044-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 3.5% 05/20/2051                                                        | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $234053.38    | 0.01%             | 2051-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 3.3% 06/15/2041                                                                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    515000 | PA      | $388044.45    | 0.01%             | 2041-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 6.55% 05/01/2037                                                              | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103584.82    | 0.00%             | 2037-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                   | AMEREN ILL CO 5.55% 07/01/2054                                                                      | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156886.40    | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2050#MA4002                                                                      | CUSIP: 31418DNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144856 | PA      | $116357.84    | 0.00%             | 2050-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.206%/VAR 08/17/2029                                                             | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $518131.71    | 0.02%             | 2029-08-17      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 5.25% 04/05/2034                                                           | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186015.86    | 0.01%             | 2034-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 4.709% 01/25/2029                                                                          | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222510.06    | 0.01%             | 2029-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.298% 05/01/2029                                                                         | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $339816.06    | 0.01%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.702%/VAR 05/06/2030                                                         | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235289.77    | 0.01%             | 2030-05-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 4.95% 06/01/2047                                                        | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $181380.56    | 0.01%             | 2047-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 4.2% 09/17/2029                                                                  | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99523.92     | 0.00%             | 2029-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 08/20/2055#MB0554                                                                      | CUSIP: 3618N5TL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139919 | PA      | $134728.31    | 0.00%             | 2055-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2048#MA3275                                                                      | CUSIP: 31418CT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36946 | PA      | $32804.04     | 0.00%             | 2048-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                         | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153842.52    | 0.00%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.55% 03/23/2030                                                                        | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112068.67    | 0.00%             | 2030-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 09/30/2028                                                                         | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3820000 | PA      | $3934152.33   | 0.12%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2051#FM7512                                                                      | CUSIP: 3140XBK25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24897 | PA      | $19788.55     | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                             | TRINITY HEALTH CORP 2.632% 12/01/2040                                                               | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34990.24     | 0.00%             | 2040-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 5.741%/VAR 03/20/2031                                                       | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155887.34    | 0.00%             | 2031-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 02/01/2036#SB8089                                                                      | CUSIP: 3132D57A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    771349 | PA      | $710421.15    | 0.02%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 03/01/2028#ZK5173                                                                      | CUSIP: 3131X8XA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134635 | PA      | $131450.05    | 0.00%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#SD4401                                                                    | CUSIP: 3132E03J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300089 | PA      | $251927.59    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 08/01/2032#ZS7804                                                                    | CUSIP: 3132A8U56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23444 | PA      | $22581.84     | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.45% 09/01/2049                                                                          | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117029.40    | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.375% 05/15/2029                                                                         | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    473000 | PA      | $452786.64    | 0.01%             | 2029-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 2.908%/VAR 07/21/2042                                                 | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    470000 | PA      | $337681.14    | 0.01%             | 2042-07-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | QUEST DIAGNOSTICS INC 2.8% 06/30/2031                                                               | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183120.95    | 0.01%             | 2031-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 4%/VAR 01/15/2051                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338782.19    | 0.01%             | 2051-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.125% 07/08/2039                                                                       | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    114000 | PA      | $119120.43    | 0.00%             | 2039-07-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP                                       | BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP 3.54% 08/15/2050                                          | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $87323.69     | 0.00%             | 2050-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2055#RQ0012                                                                      | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24659.09     | 0.00%             | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2047#FM3371                                                                    | CUSIP: 3140X6W98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71588 | PA      | $71525.74     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 01/31/2032                                                                         | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4670000 | PA      | $4800614.06   | 0.15%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                               | JM SMUCKER CO/THE 4.25% 03/15/2035                                                                  | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186006.45    | 0.01%             | 2035-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.875% 02/01/2055                                                                | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59291.22     | 0.00%             | 2055-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 3.25% 01/17/2028                                                                    | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    760000 | PA      | $739796.71    | 0.02%             | 2028-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 4.895% 03/06/2048                                                          | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    270000 | PA      | $226911.96    | 0.01%             | 2048-03-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2053#SD7565                                                                    | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    796098 | PA      | $811911.46    | 0.03%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 04/01/2038   | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $103094.25    | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 4.103% 03/08/2027                                                          | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $299077.22    | 0.01%             | 2027-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 05/20/2055#MB0365                                                                        | CUSIP: 3618N5MP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    895861 | PA      | $886542.87    | 0.03%             | 2055-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 03/20/2048#MA5078                                                                        | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144740 | PA      | $137876.39    | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 4.35% 01/11/2048                                                              | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $211875.00    | 0.01%             | 2048-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 1.95% 05/15/2030                                                                    | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90333.41     | 0.00%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 5.8% 10/15/2036                                                               | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117597.23    | 0.00%             | 2036-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/51#RA5155                                                                           | CUSIP: 3133KLWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74606 | PA      | $59322.31     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | DOLLAR TREE INC 4.2% 05/15/2028                                                                     | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159602.27    | 0.01%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 3.75% 04/18/2029                                                                       | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206602.80    | 0.01%             | 2029-04-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.35% 02/09/2027                                                                          | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238330.17    | 0.01%             | 2027-02-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 6.196%/VAR 11/17/2029                                                           | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $234099.09    | 0.01%             | 2029-11-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 11/20/2054#MB0023                                                                        | CUSIP: 3618N5AZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    570452 | PA      | $531946.98    | 0.02%             | 2054-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 5.55% 10/01/2034                                                          | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318430.43    | 0.01%             | 2034-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 2.393%/VAR 06/02/2028                                                        | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213220.45    | 0.01%             | 2028-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.95% 05/15/2033                                                                 | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298097.05    | 0.01%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 8.5%/VAR 01/15/2084                                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $67872.84     | 0.00%             | 2084-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH 6% 01/15/2029                                                                   | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    230000 | PA      | $236610.20    | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 2.279%/VAR 11/24/2027                                                                  | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $292650.97    | 0.01%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 09/01/2035#BP6768                                                                      | CUSIP: 3140KEQW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13672 | PA      | $12604.79     | 0.00%             | 2035-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.15% 07/15/2034                                                             | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    830000 | PA      | $843291.92    | 0.03%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 10/01/2036#QN8096                                                                    | CUSIP: 3133GE7H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    622195 | PA      | $556563.30    | 0.02%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 6.15% 11/15/2052                                                       | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156844.22    | 0.00%             | 2052-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 3.2% 04/01/2052                                                       | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54374.19     | 0.00%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.7% 08/05/2051                                                                           | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    190000 | PA      | $117359.22    | 0.00%             | 2051-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 09/20/2050#MA6869                                                                      | CUSIP: 36179VT26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57474 | PA      | $56523.16     | 0.00%             | 2050-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2049#MA3873                                                                      | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7514 | PA      | $7107.23      | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2033#MA3246                                                                    | CUSIP: 31418CTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16259 | PA      | $15634.77     | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2052#BW7290                                                                      | CUSIP: 3140N0C45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1567949 | PA      | $1359345.90   | 0.04%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 3.35% 11/01/2025                                                                           | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249496.05    | 0.01%             | 2025-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2048#MA5192                                                                        | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9744 | PA      | $9269.94      | 0.00%             | 2048-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2055#MA5760                                                                    | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    987404 | PA      | $993440.74    | 0.03%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 5.7% 03/15/2037                                                                  | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105060.47    | 0.00%             | 2037-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 3.4% 08/15/2026                                                                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99116.16     | 0.00%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.15% 02/21/2040                                                                          | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $247704.35    | 0.01%             | 2040-02-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2053#MA5164                                                                      | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143091 | PA      | $141644.03    | 0.00%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.4% 04/06/2026                                                            | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361692.13    | 0.01%             | 2026-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.5% 02/14/2053                                                                  | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69816.17     | 0.00%             | 2053-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.9% 12/15/2048                                                                   | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    590000 | PA      | $512630.04    | 0.02%             | 2048-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2040#A95825                                                                      | CUSIP: 312944PJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33161 | PA      | $32328.22     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028                                                         | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1022598.64   | 0.03%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 5.35% 03/01/2064                                                                 | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65200.17     | 0.00%             | 2064-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#BN0877                                                                    | CUSIP: 3140JG6P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16898 | PA      | $16500.86     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 5.3% 03/01/2048                                                             | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126382.20    | 0.00%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#FM8484                                                                      | CUSIP: 3140XCNA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496247 | PA      | $452132.51    | 0.01%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2% 04/01/2042#SC0481                                                                      | CUSIP: 3132D9RA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2501355 | PA      | $2171017.57   | 0.07%             | 2042-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 03/01/2042     | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $482726.18    | 0.02%             | 2042-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 3.41% 06/15/2027                                                                | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    460000 | PA      | $454213.05    | 0.01%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2046#MA3454                                                                      | CUSIP: 36179RZT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    602632 | PA      | $559149.90    | 0.02%             | 2046-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 05/01/2040#FS8332                                                                      | CUSIP: 3140XQHJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2225519 | PA      | $2120686.87   | 0.07%             | 2040-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2050#FM7195                                                                    | CUSIP: 3140XA7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    853828 | PA      | $709860.24    | 0.02%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.1% 01/15/2044                                                                 | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    132000 | PA      | $120736.91    | 0.00%             | 2044-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 5.375% 11/15/2054                                                          | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85429.60     | 0.00%             | 2054-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2053#                                                                            | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    632898 | PA      | $626695.60    | 0.02%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 3.574%/VAR 11/07/2028                                                      | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $413730.67    | 0.01%             | 2028-11-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2053#SD2430                                                                    | CUSIP: 3132DPVX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293177 | PA      | $284002.18    | 0.01%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 7.5% 01/15/2031                                                                    | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    205000 | PA      | $232213.56    | 0.01%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4% 07/13/2027                                                                             | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79704.98     | 0.00%             | 2027-07-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.4% 05/01/2045                                                                           | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    188000 | PA      | $159026.02    | 0.01%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 3.9% 03/15/2043                                                       | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    230000 | PA      | $176275.58    | 0.01%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 4.05% 10/01/2044                                                              | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    170000 | PA      | $139698.75    | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 03/31/2029                                                                         | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12990000 | PA      | $13210728.55  | 0.42%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.375% 01/22/2047                                                                    | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    324000 | PA      | $276032.66    | 0.01%             | 2047-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2053#BY6161                                                                    | CUSIP: 3140NNZ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271118 | PA      | $273080.63    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2047#BE4674                                                                    | CUSIP: 3140FQFQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28428 | PA      | $26230.17     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.65% 07/23/2048                                                                      | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    195000 | PA      | $169054.61    | 0.01%             | 2048-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/29/2028                                                                             | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3620000 | PA      | $3654785.96   | 0.12%             | 2028-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2048#BK0915                                                                      | CUSIP: 3140HEAR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5197 | PA      | $4932.25      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 06/20/2051#MA7421                                                                        | CUSIP: 36179WG69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214636 | PA      | $203451.96    | 0.01%             | 2051-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 4% 09/30/2042                                                             | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    179000 | PA      | $147994.94    | 0.00%             | 2042-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 3.25% 09/19/2049                                                                    | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    170000 | PA      | $118848.74    | 0.00%             | 2049-09-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 3.6% 05/01/2030                                                                        | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87213.74     | 0.00%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 3.95% 09/12/2047                                                                         | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    290000 | PA      | $228357.24    | 0.01%             | 2047-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.25% 03/15/2029                                                                           | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150583.94    | 0.00%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 6.2% 12/15/2034                                                                      | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    280000 | PA      | $314047.68    | 0.01%             | 2034-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                            | FEDERAL REALTY OP LP 1.25% 02/15/2026                                                               | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196845.74    | 0.01%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                         | ZIMMER BIOMET HLDGS INC 3.55% 03/20/2030                                                            | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    194000 | PA      | $186837.60    | 0.01%             | 2030-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 4.2% 02/01/2033                                                                      | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122532.17    | 0.00%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 8.2% 01/15/2039                                                      | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $140297.27    | 0.00%             | 2039-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2051#MA4379                                                                    | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1119137 | PA      | $936029.47    | 0.03%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.4% 07/15/2046                                                                        | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70759.34     | 0.00%             | 2046-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.8% 06/15/2038                                                                  | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262125.91    | 0.01%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 3.5% 04/01/2040                                                                         | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76181.87     | 0.00%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 4.75% 02/15/2028                                                                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584555.57    | 0.02%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 3.3% 05/03/2027                                                                 | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    510000 | PA      | $504082.69    | 0.02%             | 2027-05-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 4% 09/11/2029                                                              | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $199667.87    | 0.01%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.419% 04/15/2033 144A                                                                 | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173147.90    | 0.01%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 6.1% 08/19/2032                                                                       | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    540000 | PA      | $545583.43    | 0.02%             | 2032-08-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 3.8% 04/01/2028                                                      | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89743.08     | 0.00%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 2.823% 05/20/2030                                                           | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    260000 | PA      | $243206.57    | 0.01%             | 2030-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.528% 05/01/2034                                                                         | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    986000 | PA      | $1079814.24   | 0.03%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 5.375% 08/21/2028                                                                        | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309462.47    | 0.01%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/20/2051#MA7139                                                                        | CUSIP: 36179V4Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126837 | PA      | $119831.85    | 0.00%             | 2051-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032                                                 | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1213540.59   | 0.04%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 2% 06/15/2031                                                                           | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    480000 | PA      | $429508.20    | 0.01%             | 2031-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 3.7% 06/06/2027                                                             | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59580.00     | 0.00%             | 2027-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 5.15% 03/15/2035                                                                              | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253981.56    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 4.85% 02/07/2029                                                        | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225211.65    | 0.01%             | 2029-02-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 6.45% 09/15/2037                                                                    | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    219000 | PA      | $247301.96    | 0.01%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 03/01/2037#SB8145                                                                      | CUSIP: 3132D6BN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2848676 | PA      | $2613426.15   | 0.08%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 2.875% 06/15/2028                                                                 | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    320000 | PA      | $305431.40    | 0.01%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2053#QG0979                                                                    | CUSIP: 3133C1CQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95057 | PA      | $95866.67     | 0.00%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2048#ZS4786                                                                    | CUSIP: 3132A5J71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332881 | PA      | $325375.98    | 0.01%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 2.65% 11/15/2033                                                                   | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80813.26     | 0.00%             | 2033-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                          | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  35582760 | NS      | $35589876.48  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.45% 06/15/2034                                                                 | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82763.45     | 0.00%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                      | LEIDOS INC 5.75% 03/15/2033                                                                         | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146762.47    | 0.00%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2034#BO7536                                                                    | CUSIP: 3140K3LS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78091 | PA      | $74204.64     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 5% 01/24/2029                                                                | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    330000 | PA      | $340201.45    | 0.01%             | 2029-01-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029                                                         | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    630000 | PA      | $634953.06    | 0.02%             | 2029-12-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.08%/VAR 01/20/2027                                                    | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002360.68   | 0.03%             | 2027-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GLOBAL HLDG CO LTD                                               | INGERSOLL RAND GLB HLDG CO LTD 3.75% 08/21/2028                                                     | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239076.22    | 0.01%             | 2028-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 7.5% 07/01/2038                                                                  | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $241435.32    | 0.01%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 6.25% 01/15/2036                                                                   | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71513.53     | 0.00%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2055#CB9944                                                                    | CUSIP: 3140QWBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1094192 | PA      | $1058069.54   | 0.03%             | 2055-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 07/20/2051#MA7472                                                                      | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7360329 | PA      | $6271572.10   | 0.20%             | 2051-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 1.7% 01/15/2031                                                                           | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    240000 | PA      | $209179.74    | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2039#AL0939                                                                    | CUSIP: 3138EHBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47324 | PA      | $47300.32     | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                        | APTIV SWISS HOLDINGS LTD 4.65% 09/13/2029                                                           | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $1004034.64   | 0.03%             | 2029-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 3.75% 06/15/2050                                                                   | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    190000 | PA      | $135277.04    | 0.00%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/20/2053#MA9359                                                                        | CUSIP: 36179YMG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    368773 | PA      | $346532.30    | 0.01%             | 2053-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 2.9% 09/15/2051                                                    | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31294.34     | 0.00%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMENT CANADA                                                       | EXPORT DEVELOPMENT CANADA 4.125% 02/13/2029                                                         | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    880000 | PA      | $892751.20    | 0.03%             | 2029-02-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#ZN2806                                                                    | CUSIP: 3131Y9DK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3180 | PA      | $3103.35      | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032                                 | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $88558.10     | 0.00%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 5.7% 03/01/2057                                                                        | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105238.99    | 0.00%             | 2057-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                    | AUTODESK INC 2.85% 01/15/2030                                                                       | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132155.91    | 0.00%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                  | PUBLIC STORAGE 5.1% 08/01/2033                                                                      | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    580000 | PA      | $597920.70    | 0.02%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2043#FM2319                                                                    | CUSIP: 3140X5SH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308552 | PA      | $290714.67    | 0.01%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3.75% 09/21/2028                                                      | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99011.92     | 0.00%             | 2028-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                       | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 6.75% 07/15/2035                                          | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202031.20    | 0.01%             | 2035-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2052#BU8195                                                                      | CUSIP: 3140MAC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33956 | PA      | $27085.02     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#MA3802                                                                      | CUSIP: 31418DGL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22353 | PA      | $19644.74     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 4.05% 05/15/2048                                                                        | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80630.17     | 0.00%             | 2048-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP 3.125% 02/15/2051                                                                        | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $55349.40     | 0.00%             | 2051-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP 3.15% 08/15/2030                                                  | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90482.93     | 0.00%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 4.05% 03/07/2048                                                                  | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     74000 | PA      | $59607.77     | 0.00%             | 2048-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 4.95% 09/15/2034                                                                | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89616.80     | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#SD8121                                                                      | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3113756 | PA      | $2495337.62   | 0.08%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2052#SD5573                                                                      | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6543948 | PA      | $5775577.05   | 0.18%             | 2052-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.875% 03/15/2055                                                                       | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108768.19    | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2052#CB3579                                                                      | CUSIP: 3140QN6R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2239133 | PA      | $1959427.50   | 0.06%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 03/01/2049#ZN3831                                                                    | CUSIP: 3131YAHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285711 | PA      | $278823.38    | 0.01%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 05/20/2053#MA8879                                                                      | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    397689 | PA      | $402782.31    | 0.01%             | 2053-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 5.5% 03/30/2036                                                                    | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    370000 | PA      | $373700.00    | 0.01%             | 2036-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 07/20/2046#MA3803                                                                      | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42508 | PA      | $39400.78     | 0.00%             | 2046-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2049#BO5383                                                                      | CUSIP: 3140K06V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293931 | PA      | $258132.17    | 0.01%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2055#BU5554                                                                    | CUSIP: 3140M7E49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $433174.88    | 0.01%             | 2055-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 6% 01/29/2032                                                        | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164264.05    | 0.01%             | 2032-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/52#SD8221                                                                         | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    289256 | PA      | $261945.04    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/49#MA5762                                                                           | CUSIP: 36179UMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165622 | PA      | $152947.23    | 0.00%             | 2049-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051                                                        | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    280000 | PA      | $253060.68    | 0.01%             | 2051-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 03/20/2050#MA6545                                                                        | CUSIP: 36179VHW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52239 | PA      | $52874.94     | 0.00%             | 2050-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5.25% 09/08/2033                                                           | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $340278.94    | 0.01%             | 2033-09-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#FM3705                                                                      | CUSIP: 3140X7DK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238145 | PA      | $226963.60    | 0.01%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 2.615%/VAR 04/22/2032                                                 | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $415152.27    | 0.01%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 4.125% 05/01/2028                                                               | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447789.31    | 0.01%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.24% 08/03/2027                                                               | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $391875.78    | 0.01%             | 2027-08-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 6.625% 11/15/2037                                                            | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    310000 | PA      | $343435.09    | 0.01%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.95% 03/15/2048                                                          | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    210000 | PA      | $163713.41    | 0.01%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.75% 04/01/2048    | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $222804.80    | 0.01%             | 2048-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 6.2% 11/15/2030                                                                        | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $581346.09    | 0.02%             | 2030-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#FM4941                                                                      | CUSIP: 3140X8P35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519117 | PA      | $473338.74    | 0.01%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 05/31/2031                                                                         | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10900000 | PA      | $11361972.63  | 0.36%             | 2031-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 1.25% 01/21/2031                                                        | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |   1012000 | PA      | $879220.83    | 0.03%             | 2031-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.676%/VAR 01/22/2035                                                | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208510.05    | 0.01%             | 2035-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 03/31/2030                                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8710000 | PA      | $8829422.29   | 0.28%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                                          | CA ST UNIV REV 2.719% 11/1/2052                                                                     | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $181694.88    | 0.01%             | 2052-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3% 09/15/2060                                                         | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    180000 | PA      | $107373.29    | 0.00%             | 2060-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2052#MA4623                                                                    | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    714793 | PA      | $596055.65    | 0.02%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.55% 03/15/2054                                                                  | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47441.48     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 5.5% 03/01/2034                                                   | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129343.53    | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 08/01/2037#SB8167                                                                      | CUSIP: 3132D6CC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133883 | PA      | $122847.15    | 0.00%             | 2037-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2049#BN3149                                                                      | CUSIP: 3140JKQB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158620 | PA      | $150131.57    | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2048#BM5024                                                                      | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69107 | PA      | $61359.39     | 0.00%             | 2048-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 3.35% 03/15/2032                                                                        | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $176397.67    | 0.01%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.772%/VAR 01/24/2029                                                                | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178202.39    | 0.01%             | 2029-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 05/01/2049#ZT1955                                                                      | CUSIP: 3132AEE44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3254 | PA      | $2869.05      | 0.00%             | 2049-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.25% 11/15/2027                                                                        | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $588484.19    | 0.02%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 6% 04/01/2054                                                                               | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173712.71    | 0.01%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 4.15% 03/15/2028                                                             | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409997.87    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.75% 08/15/2041                                                        | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $200531.25    | 0.01%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 2.3% 03/01/2030                                                           | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    408000 | PA      | $375640.03    | 0.01%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 02/01/2036#SB8090                                                                    | CUSIP: 3132D57B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38566 | PA      | $36333.49     | 0.00%             | 2036-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 6.8% 05/12/2028                                                            | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    740000 | PA      | $768492.04    | 0.02%             | 2028-05-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.45% 09/29/2027                                                                      | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1188231.89   | 0.04%             | 2027-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                         | ZIMMER BIOMET HLDGS INC 5.5% 02/19/2035                                                             | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123816.05    | 0.00%             | 2035-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2048#ZT1546                                                                    | CUSIP: 3132ADWF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32900 | PA      | $32127.65     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2052#QD4529                                                                      | CUSIP: 3133B2A66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    756216 | PA      | $662224.19    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 05/01/2051#FM7411                                                                      | CUSIP: 3140XBGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1378961 | PA      | $1096469.05   | 0.03%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2054#CB9281                                                                    | CUSIP: 3140QVJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    590629 | PA      | $568223.45    | 0.02%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 5.2% 09/01/2034                                                                    | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329708.63    | 0.01%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.625% 08/15/2029                                                                         | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2954000 | PA      | $2742258.20   | 0.09%             | 2029-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028                                                           | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    184000 | PA      | $183094.03    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 3.875% 09/16/2046                                                                  | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    374000 | PA      | $278442.88    | 0.01%             | 2046-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 5% 11/15/2045                                                                        | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    460000 | PA      | $405506.54    | 0.01%             | 2045-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.5% 09/15/2037                                                                   | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $709708.64    | 0.02%             | 2037-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEERE and CO                                                                    | DEERE and CO 2.875% 09/07/2049                                                                      | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    190000 | PA      | $124431.25    | 0.00%             | 2049-09-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.8% 04/01/2026                                                                       | CUSIP: 548661EP8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300647.60    | 0.01%             | 2026-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 2.954% 05/16/2026                                                                  | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $229123.78    | 0.01%             | 2026-05-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 2.9% 11/03/2027                                                               | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156770.32    | 0.00%             | 2027-11-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.25% 05/15/2028                                                          | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $320197.66    | 0.01%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2054#                                                                          | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265981 | PA      | $267607.26    | 0.01%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 1.862% 12/01/2032                                                                  | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    420000 | PA      | $342980.40    | 0.01%             | 2032-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 4% 06/14/2049                                                                  | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $126050.02    | 0.00%             | 2049-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 3.625% 04/01/2051                                                 | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    110000 | PA      | $71347.42     | 0.00%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2053#SD8316                                                                    | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311822 | PA      | $314800.39    | 0.01%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 7.953%/VAR 11/15/2033                                                      | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $230772.12    | 0.01%             | 2033-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 04/01/2052#MA4576                                                                    | CUSIP: 31418ECN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    673153 | PA      | $510688.53    | 0.02%             | 2052-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 06/30/2027                                                                           | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    856000 | PA      | $808786.25    | 0.03%             | 2027-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 3% 10/01/2053#SL1763                                                                      | CUSIP: 31427N5Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26682 | PA      | $23190.93     | 0.00%             | 2053-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 5.986% 10/03/2028                                                      | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $326426.57    | 0.01%             | 2028-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 7%/VAR 06/01/2054                                                               | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107024.00    | 0.00%             | 2054-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.9% 02/01/2046                         | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91283.08     | 0.00%             | 2046-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 7.3% 07/01/2038                                                               | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108906.51    | 0.00%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032                                                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97074.34     | 0.00%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 3.75% 09/15/2042                                                         | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38963.06     | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 4.85% 04/01/2030                                                                       | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173408.21    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2050#FM7147                                                                    | CUSIP: 3140XA5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301225 | PA      | $276525.77    | 0.01%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 4.85% 03/01/2035                                                                | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197161.73    | 0.01%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 12/31/2028                                                                          | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8390000 | PA      | $8427689.47   | 0.27%             | 2028-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 4.5% 04/15/2053                                                                         | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95605.88     | 0.00%             | 2053-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.25% 06/30/2029                                                                          | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1726416.02   | 0.05%             | 2029-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 08/09/2028                                                                      | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $602912.75    | 0.02%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 12/01/2051#                                                                          | CUSIP: 31418D7D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263641 | PA      | $200011.57    | 0.01%             | 2051-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2054#MA5496                                                                      | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628522 | PA      | $620005.46    | 0.02%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.5% 04/04/2053                                                                  | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    260000 | PA      | $243258.60    | 0.01%             | 2053-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 2.1% 06/15/2033                                                                             | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81800.58     | 0.00%             | 2033-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.069%/VAR 06/01/2029                                                         | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    340000 | PA      | $321618.50    | 0.01%             | 2029-06-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 11/01/2031#BE7372                                                                      | CUSIP: 3140FTFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181667 | PA      | $172799.54    | 0.01%             | 2031-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 10/01/2053#SD8369                                                                    | CUSIP: 3132DWJN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274028 | PA      | $284439.46    | 0.01%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 5.95% 05/15/2037                                                  | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127678.19    | 0.00%             | 2037-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                             | MSWF COMMERCIAL MORTGAGE TRUST 23-2 6.014% 12/15/2056                                               | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $194532.14    | 0.01%             | 2056-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 10/20/2052#MA8346                                                                        | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1658863 | PA      | $1560629.51   | 0.05%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2033#BJ7058                                                                    | CUSIP: 3140H8ZY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22625 | PA      | $22291.10     | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.75% 05/19/2033                                              | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    360000 | PA      | $360719.98    | 0.01%             | 2033-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 08/20/2051#MA7534                                                                      | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2372112 | PA      | $2021224.08   | 0.06%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                                                 | BANK 2022-BNK41 3.91626% 04/15/2065                                                                 | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $902710.05    | 0.03%             | 2065-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX CAPITAL INC 3% 05/22/2030                                                                      | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104392.07    | 0.00%             | 2030-05-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC 3.65% 02/01/2029                                                               | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206647.77    | 0.01%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 2.7% 08/20/2027                                                            | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135827.08    | 0.00%             | 2027-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2054#SD8432                                                                      | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    682250 | PA      | $697652.88    | 0.02%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 2.05% 05/15/2030                                                     | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36490.65     | 0.00%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST STRATEGIC FD LTD OBLIG REV                                          | MI STRAT FND 3.225% 9/1/2047                                                                        | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $73884.76     | 0.00%             | 2047-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5% 03/01/2033                                                                               | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495239.54    | 0.02%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2052#SD8205                                                                    | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    986683 | PA      | $822780.44    | 0.03%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 2.4% 02/15/2030                                                                          | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138593.84    | 0.00%             | 2030-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                      | CADENCE DESIGN SYSTEMS INC 4.7% 09/10/2034                                                          | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89101.36     | 0.00%             | 2034-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4.3% 06/15/2043                                                                          | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    106000 | PA      | $90889.60     | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                          | BOARDWALK PIPELINES LP 5.625% 08/01/2034                                                            | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123089.13    | 0.00%             | 2034-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2052#FS6120                                                                      | CUSIP: 3140XMYS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1213632 | PA      | $1052926.64   | 0.03%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2032#BJ3110                                                                      | CUSIP: 3140H4N42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3991 | PA      | $3894.75      | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 07/01/2055#RQ0028                                                                      | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1900001 | PA      | $1941784.76   | 0.06%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 2.7% 08/15/2029                                                                  | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199701.75    | 0.01%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 02/20/2051#MA7193                                                                      | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    994855 | PA      | $848315.46    | 0.03%             | 2051-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2034#CA4890                                                                      | CUSIP: 3140QCNG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175287 | PA      | $169555.29    | 0.01%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.2% 01/15/2033                                                                    | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152717.20    | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.7% 02/15/2055                                                                 | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95298.52     | 0.00%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.4% 09/15/2035                                                                             | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167826.97    | 0.01%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.327% 02/06/2029                                                             | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    310000 | PA      | $318724.85    | 0.01%             | 2029-02-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 5.35% 01/15/2034                                                              | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207579.78    | 0.01%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 2.85% 10/01/2029                                                                   | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    420000 | PA      | $400494.48    | 0.01%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 3.95% 05/15/2028                                                              | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749741.26    | 0.02%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 5.968% 03/04/2054                                                                | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100158.00    | 0.00%             | 2054-03-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 11/01/2051#                                                                          | CUSIP: 3132DWCM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100678 | PA      | $76379.42     | 0.00%             | 2051-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 08/20/2055#MB0553                                                                        | CUSIP: 3618N5TK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    299970 | PA      | $279722.44    | 0.01%             | 2055-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.15% 07/01/2033                                                                      | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327707.79    | 0.01%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.65% 04/05/2029                                                                      | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    620000 | PA      | $608592.17    | 0.02%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 3.4% 06/21/2029                                                        | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220403.60    | 0.01%             | 2029-06-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                                    | CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030                                              | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250089.40    | 0.01%             | 2030-10-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 03/20/2051#MA7254                                                                        | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1350511 | PA      | $1106244.83   | 0.04%             | 2051-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 4.5% 05/15/2047                                                                  | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    240000 | PA      | $175850.30    | 0.01%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 3.125% 12/01/2049                                                              | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    130000 | PA      | $83256.68     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.25% 09/24/2027                                                                          | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90081.14     | 0.00%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 5.15% 06/01/2034                                                                   | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265543.24    | 0.01%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 08/47#MA4653                                                                             | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12051 | PA      | $11486.65     | 0.00%             | 2047-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 5.403%/VAR 09/11/2035                                                | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151100.24    | 0.00%             | 2035-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 2.85% 05/15/2040                                                                    | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $81416.97     | 0.00%             | 2040-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 12/01/2053#RJ0473                                                                      | CUSIP: 3142GQQ39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    920152 | PA      | $951197.84    | 0.03%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                  | NEW JERSEY ST TPK AUTH TPK REVBUILD AMERICA BONDS-TAXABLE-A-ISSUER SUBSIDY                          | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    140000 | PA      | $161385.03    | 0.01%             | 2041-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 7.75% 05/14/2038                                                        | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $144322.66    | 0.00%             | 2038-05-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2053#MA4978                                                                      | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350848 | PA      | $347519.73    | 0.01%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.9% 04/05/2032                                                            | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198594.61    | 0.01%             | 2032-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-1                                                  | CARMAX AUTO OWNER TRUST 2025-1 4.84% 01/15/2030                                                     | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $223282.69    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2053#FS7252                                                                      | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451944 | PA      | $447374.08    | 0.01%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 5.5% 04/01/2054#RJ1263                                                                    | CUSIP: 3142GRMM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    585628 | PA      | $591038.37    | 0.02%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.5% 05/20/2052                                                                        | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151162.68    | 0.00%             | 2052-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 2.25% 09/19/2026                                                                              | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323594.13    | 0.01%             | 2026-09-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 5.2% 06/01/2033                                                          | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316567.07    | 0.01%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.05% 03/25/2048                                                                    | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214324.03    | 0.01%             | 2048-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.875% 02/15/2028                                                            | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173143.01    | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 3.9% 11/15/2047                                                                         | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    270000 | PA      | $209214.36    | 0.01%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2051#MA4237                                                                      | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2079836 | PA      | $1666762.74   | 0.05%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 06/01/2053#                                                                            | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    457018 | PA      | $468764.58    | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 3.7% 02/10/2045                                                                    | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    322000 | PA      | $252182.36    | 0.01%             | 2045-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                               | TELUS CORPORATION 4.3% 06/15/2049                                                                   | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $77521.70     | 0.00%             | 2049-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 2.85% 02/14/2030                                                              | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $188100.00    | 0.01%             | 2030-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 5.75% 05/01/2040                                                     | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104495.69    | 0.00%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#RA6510                                                                      | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    355837 | PA      | $287611.28    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.57% 07/25/2026                                                     | CUSIP: 3137BRQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303817 | PA      | $299661.52    | 0.01%             | 2026-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2350                                                                      | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1544207 | PA      | $1245235.76   | 0.04%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2052#BU1350                                                                      | CUSIP: 3140M2QC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    821817 | PA      | $716333.16    | 0.02%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2055#                                                                            | CUSIP: 31418FNF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99758 | PA      | $93117.81     | 0.00%             | 2055-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUS                                               | HONDA AUTO RECEIVABLES OWNER TRUS 4.57% 09/21/2029                                                  | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $515263.97    | 0.02%             | 2029-09-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 2.45% 11/15/2029                                                                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    720000 | PA      | $664202.80    | 0.02%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 5.5% 12/08/2041                                                                          | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101130.97    | 0.00%             | 2041-12-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2048#BH9215                                                                    | CUSIP: 3140GYGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50665 | PA      | $46637.51     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                      | DCP MIDSTREAM OPER LP 5.6% 04/01/2044                                                               | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74564.69     | 0.00%             | 2044-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.2% 03/01/2029                                                         | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198034.99    | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 2.45% 06/01/2030                                                               | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183858.95    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.9% 04/15/2028                                                                         | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100332.39    | 0.00%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 05/31/2027                                                                         | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3110000 | PA      | $3055089.06   | 0.10%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.25% 08/26/2049                                                                              | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67629.85     | 0.00%             | 2049-08-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2053#SD8324                                                                    | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    652473 | PA      | $658704.44    | 0.02%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC 4.3% 02/01/2049                                                                | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52368.19     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#SD8106                                                                      | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1951418 | PA      | $1565679.25   | 0.05%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2027                                                                         | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7580000 | PA      | $7659057.05   | 0.24%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 5.25% 03/01/2054                                                                 | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130195.34    | 0.00%             | 2054-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 1.375% 03/15/2031                                                                    | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    460000 | PA      | $395204.76    | 0.01%             | 2031-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.75% 02/15/2028    | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147792.85    | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 05/01/2052#BU8845                                                                    | CUSIP: 3140MAZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    751375 | PA      | $680430.42    | 0.02%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2053#                                                                          | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302024 | PA      | $291723.26    | 0.01%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2052#MA4654                                                                    | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173792 | PA      | $157383.01    | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030                                                      | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1051101.22   | 0.03%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                     | REVVITY INC 2.25% 09/15/2031                                                                        | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86505.26     | 0.00%             | 2031-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028                                                        | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280172.45    | 0.01%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP 3.375% 06/15/2030                                                                     | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200432.10    | 0.01%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 4.375% 06/01/2046                                                              | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39815.96     | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 06/30/2028                                                                          | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3624000 | PA      | $3398207.80   | 0.11%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030                                                         | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    570000 | PA      | $536865.09    | 0.02%             | 2030-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 05/31/2028                                                                         | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13510000 | PA      | $13521082.39  | 0.43%             | 2028-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATL INFORMN SVCS INC 2.25% 03/01/2031                                                     | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177486.26    | 0.01%             | 2031-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.59%/VAR 11/26/2035                                                       | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205568.85    | 0.01%             | 2035-11-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.35% 02/26/2064                                                                  | CUSIP: 17275RBV3<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95522.69     | 0.00%             | 2064-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.45% 05/06/2044                                                                          | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91774.57     | 0.00%             | 2044-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.55% 02/20/2048                                                            | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    159000 | PA      | $135221.39    | 0.00%             | 2048-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2045#MA3247                                                                        | CUSIP: 36179RTC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25401 | PA      | $25836.04     | 0.00%             | 2045-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 06/30/2028                                                                             | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9110000 | PA      | $9211775.83   | 0.29%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.65% 03/02/2053                                                                          | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    460000 | PA      | $444889.20    | 0.01%             | 2053-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 2.45% 02/04/2032                                                                   | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    520000 | PA      | $452689.46    | 0.01%             | 2032-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2049#CA3240                                                                      | CUSIP: 3140QAS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150578 | PA      | $151596.05    | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.125% 07/20/2045                                                                   | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    760000 | PA      | $669897.17    | 0.02%             | 2045-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 6.75% 11/17/2028                                                                   | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85635.64     | 0.00%             | 2028-11-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | LAM RESEARCH CORP 4% 03/15/2029                                                                     | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209940.12    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2054#DC7360                                                                      | CUSIP: 3140AVFA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1263303 | PA      | $1247763.96   | 0.04%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 11/15/2045                                                           | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     76000 | PA      | $57308.75     | 0.00%             | 2045-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 02/01/2054#MA5272                                                                      | CUSIP: 31418E2E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208418 | PA      | $213318.63    | 0.01%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 5.5% 04/15/2037                                                       | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250890.04    | 0.01%             | 2037-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 5.75% 09/15/2033                                                                | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105187.43    | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.8% 12/05/2034                                                                      | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235518.52    | 0.01%             | 2034-12-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                       | ADOBE INC 4.95% 04/04/2034                                                                          | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163869.89    | 0.01%             | 2034-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.729% 02/28/2030                                                                 | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224946.48    | 0.01%             | 2030-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2052#BW1905                                                                    | CUSIP: 3140MTDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432993 | PA      | $393598.90    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2024-C26                                                           | BBCMS MTG TR 2024-C26 VAR 05/15/2057                                                                | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1885000 | PA      | $2017027.66   | 0.06%             | 2057-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | APPLOVIN CORP 5.125% 12/01/2029                                                                     | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153408.21    | 0.00%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 1.75% 12/02/2026                                                                 | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $194298.81    | 0.01%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.441%/VAR 02/22/2034                                                    | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $249944.70    | 0.01%             | 2034-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.723% 06/25/2031                                                    | CUSIP: 3137H1YS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $570554.21    | 0.02%             | 2031-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2048#MA3536                                                                      | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191851 | PA      | $181763.44    | 0.01%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.4% 07/15/2034                                                                        | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51378.58     | 0.00%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 10/20/2052#MA8345                                                                      | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    574023 | PA      | $523904.63    | 0.02%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2051#SD8177                                                                      | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3012710 | PA      | $2407770.43   | 0.08%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4% 03/01/2048                                                                          | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114768.99    | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 5.5% 02/15/2034                                                    | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193639.22    | 0.01%             | 2034-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 2.75% 10/15/2032                                                      | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $206827.68    | 0.01%             | 2032-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2052#FS6631                                                                    | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310591 | PA      | $258220.38    | 0.01%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 3.91% 10/01/2050                                                                | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109298.51    | 0.00%             | 2050-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 01/31/2026                                                                         | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4225000 | PA      | $4160502.71   | 0.13%             | 2026-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                       | BAXTER INTERNATIONAL INC 2.539% 02/01/2032                                                          | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    330000 | PA      | $287083.49    | 0.01%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2052#BW8591                                                                      | CUSIP: 3140N1RM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571019 | PA      | $533144.30    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 2.35% 06/24/2040                                                                   | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    210000 | PA      | $148024.56    | 0.00%             | 2040-06-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 3.375% 12/15/2041                                                                | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $160052.35    | 0.01%             | 2041-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.8% 02/01/2049                                                           | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48406.03     | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 4% 09/15/2027                                                         | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1157503.33   | 0.04%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                           | NYU LANGONE HOSPITALS 3.38% 07/01/2055                                                              | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $121717.51    | 0.00%             | 2055-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 2.375% 12/01/2029                                                              | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    220000 | PA      | $204132.12    | 0.01%             | 2029-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 12/01/2034#QN1099                                                                      | CUSIP: 3133G7GG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27992 | PA      | $27024.31     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 4.6% 03/15/2048                                                       | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $159849.29    | 0.01%             | 2048-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 5.95% 08/15/2053                                                                         | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    168000 | PA      | $171207.10    | 0.01%             | 2053-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 1.45% 10/15/2030                                                        | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    900000 | PA      | $794881.40    | 0.03%             | 2030-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC 3.9% 05/15/2029                                                      | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118428.87    | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.21%/VAR 04/20/2028                                                                 | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575102.49    | 0.02%             | 2028-04-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | MCKESSON CORP 5.25% 05/30/2035                                                                      | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122302.79    | 0.00%             | 2035-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.563% 06/15/2048                                                                         | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101217.50    | 0.00%             | 2048-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC T5Y+NA 09/01/2052                                                               | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237316.30    | 0.01%             | 2052-09-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | FREEPORT-MCMORAN INC 5.45% 03/15/2043                                                               | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $246122.47    | 0.01%             | 2043-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.75% 02/12/2045                                                                     | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    320000 | PA      | $263750.48    | 0.01%             | 2045-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 3.85% 04/15/2045                                                              | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    230000 | PA      | $181462.25    | 0.01%             | 2045-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 4.967%/VAR 07/22/2033                                                                | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149009.21    | 0.00%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 09/01/2050#FP0045                                                                      | CUSIP: 3140XTBP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1400219 | PA      | $1124749.49   | 0.04%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | PUGET SOUND ENERGY INC 4.223% 06/15/2048                                                            | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56482.30     | 0.00%             | 2048-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.696%/VAR 08/06/2031                                                          | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252519.06    | 0.01%             | 2031-08-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 4.1% 04/24/2028                                                               | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    240000 | PA      | $240318.48    | 0.01%             | 2028-04-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 6.875%/VAR 10/01/2054                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253686.25    | 0.01%             | 2054-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 3.75% 11/01/2046                                                                           | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151775.84    | 0.00%             | 2046-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.85% 02/01/2049                                                                          | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $105934.78    | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC 2.125% 06/01/2030                                                              | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    210000 | PA      | $190748.94    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.538%/VAR 03/14/2030                                                            | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $415207.18    | 0.01%             | 2030-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2037#CB3440                                                                    | CUSIP: 3140QNZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219270 | PA      | $206782.55    | 0.01%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                            | KITE REALTY GROUP LP 5.5% 03/01/2034                                                                | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71597.03     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                        | SIXTH STREET LENDING PAR 6.5% 03/11/2029                                                            | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134943.40    | 0.00%             | 2029-03-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-2                                                     | CARMAX AUTO OWNER TR 2023-2 5.05% 01/18/2028                                                        | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    321523 | PA      | $322971.62    | 0.01%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4% 03/15/2049                                                                            | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234566.74    | 0.01%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 4.456% 06/08/2032                                                             | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98975.58     | 0.00%             | 2032-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2051#BQ7453                                                                    | CUSIP: 3140KTH73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21573 | PA      | $17935.51     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 5.2% 03/01/2034                                                                         | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113171.12    | 0.00%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                  | MORGAN STANLEY BK NA SALT LAKE 4.754% 04/21/2026                                                    | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1713719.22   | 0.05%             | 2026-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.5% 09/15/2053                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $675497.05    | 0.02%             | 2053-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2049#MA6339                                                                      | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135743 | PA      | $124972.76    | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.75% 08/15/2041                                                        | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6137000 | PA      | $4065283.08   | 0.13%             | 2041-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 2.5% 03/15/2030                                                       | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102012.17    | 0.00%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 03/15/2028                                                                         | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9070000 | PA      | $9134482.08   | 0.29%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.6% 07/15/2041                                                               | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333299.49    | 0.01%             | 2041-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                              | JOHNSON CTLS INTL PLC STEP 07/02/2044                                                               | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    170000 | PA      | $147473.84    | 0.00%             | 2044-07-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                                             | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $398181.33    | 0.01%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 11/20/2051#MA7704                                                                        | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2471372 | PA      | $2025534.18   | 0.06%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                               | AMCOR FLEXIBLES NORTH AMERICA INC 5.5% 03/17/2035                                                   | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153355.82    | 0.00%             | 2035-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 2.65% 03/15/2032                                                                 | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    320000 | PA      | $282828.84    | 0.01%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 6.625% 06/15/2037                                                                | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218111.37    | 0.01%             | 2037-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 3.45% 10/01/2049                                                                   | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $233349.08    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE SERVICES INC 5.95% 08/15/2034                                                                  | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106205.48    | 0.00%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                     | CENTERPOINT ENERGY RES CORP 5.4% 03/01/2033                                                         | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11265.47     | 0.00%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 2.875% 06/15/2052                                                    | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $172753.38    | 0.01%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.25% 03/16/2037                                                         | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102228.36    | 0.00%             | 2037-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 4.85% 03/01/2048                                                                   | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43005.38     | 0.00%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 4.1% 01/13/2026                                                      | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    154000 | PA      | $153678.59    | 0.00%             | 2026-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | ASSURANT INC 4.9% 03/27/2028                                                                        | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101377.67    | 0.00%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 5.7% 07/24/2055                                                                   | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110152.28    | 0.00%             | 2055-07-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 4.875% 03/09/2028                                                                    | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215036.81    | 0.01%             | 2028-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                       | MYLAN INC 5.2% 04/15/2048                                                                           | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     74000 | PA      | $59368.36     | 0.00%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.328%/VAR 04/22/2052                                                         | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $574250.20    | 0.02%             | 2052-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 3.02%/VAR 11/18/2036                                                           | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    180000 | PA      | $160214.37    | 0.01%             | 2036-11-18      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SOUTHN CALIF                                                         | UNIVERSITY SOUTHN CALIF 2.945% 10/01/2051                                                           | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    350000 | PA      | $223375.22    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 1.95% 07/15/2031                                                                     | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88555.10     | 0.00%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.043% 08/26/2027                                                              | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    230000 | PA      | $230536.03    | 0.01%             | 2027-08-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 10/01/2053#DA1581                                                                      | CUSIP: 3140A1XK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29626 | PA      | $30341.21     | 0.00%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 2.875% 10/15/2027                                                                             | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205133.21    | 0.01%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.625% 02/19/2035                                                                   | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    350000 | PA      | $358420.98    | 0.01%             | 2035-02-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR REV                                                            | AMERICAN MUN PWR-OHIO INC TAXABLE-COMB HYDROELEC PROJS-B                                            | CUSIP: 02765UEJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $203360.73    | 0.01%             | 2041-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 11/30#G16390                                                                           | CUSIP: 3128MFKB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26059 | PA      | $25646.74     | 0.00%             | 2030-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                       | ARCHER DANIELS MIDLAND CO 3.25% 03/27/2030                                                          | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    330000 | PA      | $317465.04    | 0.01%             | 2030-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                        | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29973000 | PA      | $26816468.44  | 0.85%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTL LLC                                                               | HUNTSMAN INTL LLC 4.5% 05/01/2029                                                                   | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115453.59    | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 4.3% 07/15/2047                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    170000 | PA      | $137941.25    | 0.00%             | 2047-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 06/20/2052#MA8097                                                                      | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129112 | PA      | $110073.99    | 0.00%             | 2052-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 03/01/2037#MA4567                                                                      | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    968336 | PA      | $888520.37    | 0.03%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 1.7% 05/15/2027                                                                     | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769826.90    | 0.02%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 6% 05/15/2037                                                        | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127753.24    | 0.00%             | 2037-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 3.45% 03/15/2029                                                           | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587638.95    | 0.02%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.95% 04/01/2050                                                       | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    245000 | PA      | $189390.06    | 0.01%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 2.9% 06/15/2026                                                               | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365917.51    | 0.01%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.375% 03/15/2051                                                                    | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $140558.24    | 0.00%             | 2051-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 6% 12/01/2054#FA0287                                                                 | CUSIP: 3140W0J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459081 | PA      | $469177.17    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.875% 01/30/2042                                                                     | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103794.97    | 0.00%             | 2042-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 3.5% 09/01/2030                                                                             | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257321.96    | 0.01%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 08/01/2053#                                                                          | CUSIP: 3132DWH48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342520 | PA      | $355533.51    | 0.01%             | 2053-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 11/15/2025                                                                           | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2901291.40   | 0.09%             | 2025-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 5% 08/15/2052                                                                  | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87222.13     | 0.00%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 4.75% 04/15/2043                                                                | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159643.00    | 0.01%             | 2043-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.6% 05/15/2053                                                                  | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148280.97    | 0.00%             | 2053-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                            | ARES MANAGEMENT CORP 5.6% 10/11/2054                                                                | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93983.15     | 0.00%             | 2054-10-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 05/01/2055#MA5701                                                                      | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126951 | PA      | $129738.11    | 0.00%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2033#G18683                                                                    | CUSIP: 3128MMXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144912 | PA      | $139288.44    | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2035#FM3340                                                                    | CUSIP: 3140X6WA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117341 | PA      | $115610.05    | 0.00%             | 2035-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.109%/VAR 04/22/2041                                                         | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    220000 | PA      | $169498.72    | 0.01%             | 2041-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2052#QE6058                                                                    | CUSIP: 3133BFWT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131045 | PA      | $126641.22    | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 11/20/2050#MA6995                                                                      | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    560224 | PA      | $478229.39    | 0.02%             | 2050-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2048#FM9750                                                                      | CUSIP: 3140XDZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707218 | PA      | $645385.13    | 0.02%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 3% 02/01/2028                                                               | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $194326.00    | 0.01%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 4% 06/15/2029                                                                            | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98517.88     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KANSAS ST DEV FIN AUTH REV                                                      | KS ST DEV FI 4.927% 4/15/45                                                                         | CUSIP: 485429Z72<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $133703.39    | 0.00%             | 2045-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                       | AETNA INC 4.75% 03/15/2044                                                                          | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83839.23     | 0.00%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 6.82% 11/17/2033                                                               | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $111121.35    | 0.00%             | 2033-11-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 5.125% 09/18/2028                                                          | CUSIP: 302154DY2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    290000 | PA      | $299836.52    | 0.01%             | 2028-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5.1% 11/15/2027                                                                | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215099.34    | 0.01%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 3.875% 03/15/2039                                                             | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    210000 | PA      | $184981.92    | 0.01%             | 2039-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 2.5% 04/27/2026                                                                | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $297045.00    | 0.01%             | 2026-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 5% 08/05/2034                                                                           | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202574.19    | 0.01%             | 2034-08-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                  | SOLVENTUM CORP 6% 05/15/2064                                                                        | CUSIP: 83444MAT8<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279282.03    | 0.01%             | 2064-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 5.7% 04/15/2040                                                                            | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166377.88    | 0.01%             | 2040-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                                       | TELEDYNE TECHNOLOGIES INC 2.75% 04/01/2031                                                          | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91630.60     | 0.00%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS METRO                                                             | EVERGY KANSAS METRO 5.125% 08/15/2035                                                               | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69958.32     | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                           | BANK OF AMERICA NA 6% 10/15/2036                                                                    | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265888.93    | 0.01%             | 2036-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                            | AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST 3.15% 08/15/2033                               | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91204 | PA      | $84486.57     | 0.00%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.5% 06/01/2042                                                                            | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35253.64     | 0.00%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.125% 07/25/2028                                                                     | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    440000 | PA      | $439463.76    | 0.01%             | 2028-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                                                    | RAYMOND JAMES FINANCIAL INC 4.95% 07/15/2046                                                        | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180573.71    | 0.01%             | 2046-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | APPLOVIN CORP 5.5% 12/01/2034                                                                       | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306212.00    | 0.01%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 2.125% 04/15/2027                                                                       | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165012.44    | 0.01%             | 2027-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2054#SL0016                                                                    | CUSIP: 31427MAS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    679261 | PA      | $684464.40    | 0.02%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.7% 11/01/2054                                                                           | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164111.78    | 0.01%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CENTERPOINT ENERGY INC 6.85%/VAR 02/15/2055                                                         | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157223.10    | 0.00%             | 2055-02-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 04/30/2031                                                                         | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8070000 | PA      | $8413290.21   | 0.27%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 3.6% 04/07/2032                                                        | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $80046.88     | 0.00%             | 2032-04-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 5.813% 03/03/2055                                                                | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98045.13     | 0.00%             | 2055-03-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 5.5% 06/01/2050                                                                | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    590000 | PA      | $533784.29    | 0.02%             | 2050-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.25%/VAR 04/21/2034                                                                 | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1510954.36   | 0.05%             | 2034-04-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.075%/VAR 04/23/2029                                                                 | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    770000 | PA      | $767261.70    | 0.02%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 3.973%/VAR 05/22/2030                                                             | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    214000 | PA      | $210608.14    | 0.01%             | 2030-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2035#SB8053                                                                    | CUSIP: 3132D55N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70329 | PA      | $66521.64     | 0.00%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                     | BLUE OWL CREDIT INCOME CORP 6.6% 09/15/2029                                                         | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249566.10    | 0.01%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                      | CADENCE DESIGN SYSTEMS INC 4.3% 09/10/2029                                                          | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181304.09    | 0.01%             | 2029-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2037#CB3441                                                                    | CUSIP: 3140QNZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82466 | PA      | $77486.35     | 0.00%             | 2037-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4.6% 08/15/2045                                                                        | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    180000 | PA      | $154350.11    | 0.00%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 07/20/2054#MA9779                                                                      | CUSIP: 36179Y2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    528106 | PA      | $532393.31    | 0.02%             | 2054-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 03/01/2033#ZS8690                                                                      | CUSIP: 3132A9UP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7606 | PA      | $7403.67      | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.75% 04/27/2032                                                       | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $192800.00    | 0.01%             | 2032-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3.625% 04/01/2027                                                                   | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2377125.17   | 0.08%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                                       | BRIGHTHOUSE FINANCIAL INC 3.85% 12/22/2051                                                          | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61910.32     | 0.00%             | 2051-12-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 09/20/2052#MA8269                                                                        | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    613263 | PA      | $609998.89    | 0.02%             | 2052-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.9% 03/01/2032                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164431.52    | 0.01%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2049#MA3616                                                                    | CUSIP: 31418DAS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20546 | PA      | $20050.64     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.07%/VAR 02/24/2028                                                                  | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    610000 | PA      | $599173.23    | 0.02%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 02/20/2054#MA9485                                                                        | CUSIP: 36179YRE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    394674 | PA      | $370655.35    | 0.01%             | 2054-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2051#FM9579                                                                      | CUSIP: 3140XDUD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57158 | PA      | $45805.99     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/49#CA4421                                                                           | CUSIP: 3140QB4F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91668 | PA      | $80961.48     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.35% 01/25/2033                                                     | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $499365.20    | 0.02%             | 2033-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 09/01/2036#MA4418                                                                      | CUSIP: 31418D4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176868 | PA      | $162399.77    | 0.01%             | 2036-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 05/15/2035                                                                          | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23610000 | PA      | $23683781.25  | 0.75%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                     | REVVITY INC 3.625% 03/15/2051                                                                       | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30632.93     | 0.00%             | 2051-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 2.25% 10/01/2030                                                  | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125194.70    | 0.00%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 4.7% 06/15/2044                                                      | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $74403.04     | 0.00%             | 2044-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.1% 09/01/2040                                                                 | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    590000 | PA      | $409493.98    | 0.01%             | 2040-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2050#MA7000                                                                        | CUSIP: 36179VX54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37654 | PA      | $38182.69     | 0.00%             | 2050-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2052#FS2805                                                                    | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242026 | PA      | $201519.16    | 0.01%             | 2052-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.4% 03/02/2026                                                                    | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160747.47    | 0.01%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                                        | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $431688.53    | 0.01%             | 2039-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.9% 02/20/2028                                                             | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269919.41    | 0.01%             | 2028-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.75% 11/15/2048                                                                           | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140844.97    | 0.00%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                           | UNIVERSITY OF CHICAGO 3% 10/01/2052                                                                 | CUSIP: 91412NBG4<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    120000 | PA      | $80055.70     | 0.00%             | 2052-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 1.95% 03/15/2031                                                               | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    330000 | PA      | $291007.87    | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.625% 10/15/2027                                | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    270000 | PA      | $271852.59    | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | KOREA DEVELOPMENT BANK 2% 10/25/2031                                                                | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    350000 | PA      | $312011.77    | 0.01%             | 2031-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 3.8% 10/01/2047                                                                       | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58782.76     | 0.00%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 5.15% 01/20/2063                                                                 | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    320000 | PA      | $288935.90    | 0.01%             | 2063-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 5.45% 06/15/2034                                                               | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144526.45    | 0.00%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 5.55% 08/22/2034                                                             | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $141713.60    | 0.00%             | 2034-08-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2050#MA6599                                                                        | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    234866 | PA      | $208682.08    | 0.01%             | 2050-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP TRANSMISSION CO LLC 2.75% 08/15/2051                                                            | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61285.58     | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.516%/VAR 09/30/2028                                                             | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $297132.67    | 0.01%             | 2028-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WEST VA UNIV HEALTH SYS OBLIGATED GROUP                                         | WEST VA UNIV HEALTH SYS OBLIGATED GROUP 3.129% 06/01/2050                                           | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $42847.32     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | KOREA DEVELOPMENT BANK 1.625% 01/19/2031                                                            | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    250000 | PA      | $221348.49    | 0.01%             | 2031-01-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 5.05% 06/01/2052                                                                   | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146277.92    | 0.00%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2033#BJ5714                                                                    | CUSIP: 3140H7K48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18664 | PA      | $17877.31     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.2% 09/27/2029                                                                         | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1296610.02   | 0.04%             | 2029-09-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/20/2051#MA7768                                                                        | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    384416 | PA      | $340809.02    | 0.01%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                      | SHIRE ACQ INV IRELAND DA 3.2% 09/23/2026                                                            | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     14000 | PA      | $13854.81     | 0.00%             | 2026-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 4.75% 12/15/2028                                                                   | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130342.22    | 0.00%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 4.4% 05/06/2044                                                                   | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106269.67    | 0.00%             | 2044-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.3% 01/15/2031                                                               | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103193.09    | 0.00%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2050#                                                                            | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    680423 | PA      | $596490.11    | 0.02%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 06/20/2050#MA6710                                                                        | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    638202 | PA      | $566853.95    | 0.02%             | 2050-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO   | JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO 5.5% 01/15/2036 144A  | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300989.83    | 0.01%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2025                                                        | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1108057.00   | 0.04%             | 2025-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | EASTMAN CHEMICAL CO 4.5% 12/01/2028                                                                 | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    406000 | PA      | $408119.30    | 0.01%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.8% 07/15/2028                                                                    | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356540.93    | 0.01%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | FREEPORT-MCMORAN INC 4.625% 08/01/2030                                                              | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190418.57    | 0.01%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 4.65% 05/16/2028                                                                   | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172514.85    | 0.01%             | 2028-05-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 2.75% 09/01/2049                                                                     | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    160000 | PA      | $99802.45     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                             | BANCO BILBAO VIZ ARGENTARIA SA T1Y+NA 09/14/2026                                                    | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $400176.76    | 0.01%             | 2026-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 3.375% 07/15/2051                                                          | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    270000 | PA      | $177116.36    | 0.01%             | 2051-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2049#FM7075                                                                      | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308203 | PA      | $292479.58    | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.4% 12/01/2030                                                                  | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108197.33    | 0.00%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2048#Q55141                                                                      | CUSIP: 3132XXWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       840 | PA      | $799.58       | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 2.75% 06/01/2031                                                                       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1641000 | PA      | $1501295.76   | 0.05%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                             | MID AMERICA APTS LP 4.2% 06/15/2028                                                                 | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260673.63    | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 04/01/2037#                                                                          | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282703 | PA      | $252617.55    | 0.01%             | 2037-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2050#SD0506                                                                    | CUSIP: 3132DMR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    977890 | PA      | $905039.59    | 0.03%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 03/46#MA3522                                                                             | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14754 | PA      | $14109.83     | 0.00%             | 2046-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 5.25% 10/15/2035                                                      | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258079.02    | 0.01%             | 2035-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.4% 02/01/2028                                                                              | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48963.93     | 0.00%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2052#SD1683                                                                    | CUSIP: 3132DN2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352776 | PA      | $342508.02    | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 6% 02/20/2034                                                                      | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106114.39    | 0.00%             | 2034-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/46#BM5900                                                                           | CUSIP: 3140JARW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314320 | PA      | $286870.92    | 0.01%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.561%/VAR 10/24/2034                                                 | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $122025.71    | 0.00%             | 2034-10-24      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 6.25% 11/30/2032                                                                 | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $108321.63    | 0.00%             | 2032-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                        | TUCSON ELECTRIC POWER CO 5.5% 04/15/2053                                                            | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84686.37     | 0.00%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 3.7% 06/15/2030                                                                     | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146205.09    | 0.00%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 3.9% 06/15/2032                                                                | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155068.09    | 0.00%             | 2032-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY GO                                                                | NEW YORK N Y TAXABLE-BUILD AMER BDS-F-1                                                             | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    280000 | PA      | $299821.12    | 0.01%             | 2037-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5.35% 11/15/2044                                                         | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135007.80    | 0.00%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 02/20/2050#MA6474                                                                        | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18886 | PA      | $16780.49     | 0.00%             | 2050-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 01/01/2035#SB8026                                                                    | CUSIP: 3132D54K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229615 | PA      | $217615.02    | 0.01%             | 2035-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 08/15/2045                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2850000 | PA      | $2853117.19   | 0.09%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 05/31/2026                                                                         | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2910000 | PA      | $2928915.00   | 0.09%             | 2026-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 4.4% 03/15/2027                                                                  | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170337.47    | 0.01%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 3.95% 05/13/2050                                                                        | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $126930.83    | 0.00%             | 2050-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 5.05% 06/01/2029                                                          | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246423.28    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5% 01/21/2044                                                           | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $222839.03    | 0.01%             | 2044-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                     | CENTERPOINT ENERGY RES CORP 5.4% 07/01/2034                                                         | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163658.09    | 0.01%             | 2034-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2054#SD8491                                                                      | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    544366 | PA      | $536989.61    | 0.02%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2050#                                                                          | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    985960 | PA      | $825259.08    | 0.03%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 5.45% 07/05/2033                                                                | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123926.94    | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 09/01/2053#SD8364                                                                    | CUSIP: 3132DWJH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    768116 | PA      | $797299.65    | 0.03%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.836% 05/09/2028                                                                      | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $311530.91    | 0.01%             | 2028-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.6% 08/14/2034                                                                    | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288344.14    | 0.01%             | 2034-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 3.961% 03/02/2028                                                        | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $99805.40     | 0.00%             | 2028-03-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.8% 11/15/2029                                                                 | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256670.14    | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.45% 04/15/2046                                                                        | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103963.89    | 0.00%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 10/01/2053#MA5167                                                                    | CUSIP: 31418EW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    711946 | PA      | $738996.08    | 0.02%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 08/20/2051#MA7533                                                                        | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3207711 | PA      | $2626530.79   | 0.08%             | 2051-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.25% 11/15/2049                                                                         | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $112407.04    | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 05/31/2032                                                                         | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $5873115.38   | 0.19%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18530000 | PA      | $18026215.63  | 0.57%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 4.35% 04/15/2049                                                                | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    210000 | PA      | $174330.77    | 0.01%             | 2049-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 4.125%/VAR 04/01/2052                                                                        | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96915.72     | 0.00%             | 2052-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | COSTCO WHOLESALE CORP 1.6% 04/20/2030                                                               | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $215916.46    | 0.01%             | 2030-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 5.1% 05/23/2035                                                               | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    360000 | PA      | $368138.06    | 0.01%             | 2035-05-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.557% 08/15/2027                                                                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1421275.29   | 0.05%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 2.25% 04/06/2027                                                                            | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271251.62    | 0.01%             | 2027-04-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 4.3% 07/23/2030                                                                         | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402494.59    | 0.01%             | 2030-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3.5% 05/01/2029#MA3656                                                                    | CUSIP: 31418DB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29739 | PA      | $29459.10     | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 10/01/2051#BU3311                                                                    | CUSIP: 3140M4VD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1014794 | PA      | $769875.71    | 0.02%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2052#CB4020                                                                      | CUSIP: 3140QPPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558179 | PA      | $523423.24    | 0.02%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT and WHITE HLDGS                                                    | BAYLOR SCOTT and WHITE HLDGS 2.839% 11/15/2050                                                      | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $156612.05    | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 04/30/2030                                                                         | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15380000 | PA      | $15510369.49  | 0.49%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2035#MA3931                                                                      | CUSIP: 31418DLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30977 | PA      | $29896.63     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.35% 02/22/2032                                                                          | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130548.71    | 0.00%             | 2032-02-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2052#QF3241                                                                      | CUSIP: 3133BQS64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300551 | PA      | $281085.78    | 0.01%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 5.2% 02/10/2035                                                                     | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609598.77    | 0.02%             | 2035-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                   | INGREDION INC 3.2% 10/01/2026                                                                       | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267034.61    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DUPONT DE NEMOURS INC 5.319% 11/15/2038                                                             | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    368000 | PA      | $383870.96    | 0.01%             | 2038-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.875% 08/22/2037                                                                    | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    280000 | PA      | $254427.30    | 0.01%             | 2037-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                                 | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $979519.81    | 0.03%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.625% 08/01/2031                                                                      | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    365000 | PA      | $309328.89    | 0.01%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                            | ALLINA HEALTH SYSTEM 3.887% 04/15/2049                                                              | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30040.20     | 0.00%             | 2049-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.8% 09/15/2062                                                                       | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48107.50     | 0.00%             | 2062-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 2.4% 06/15/2031                                                                    | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107052.38    | 0.00%             | 2031-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | HEALTHPEAK OP LLC 3% 01/15/2030                                                                     | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    320000 | PA      | $302811.22    | 0.01%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 2.7% 06/22/2030                                                                         | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    528000 | PA      | $474757.51    | 0.02%             | 2030-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 12/01/2035#MA4206                                                                      | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1631030 | PA      | $1502197.68   | 0.05%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 5% 12/15/2029 144A                                                      | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $407735.23    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.918%/VAR 07/20/2033                                                           | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253196.60    | 0.01%             | 2033-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.742% 03/16/2032                                                                  | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169598.35    | 0.01%             | 2032-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | SOUTHERN POWER CO 5.25% 07/15/2043                                                                  | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84803.35     | 0.00%             | 2043-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                       | ARCHER DANIELS MIDLAND CO 3.75% 09/15/2047                                                          | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151102.09    | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 2.375% 11/07/2029                                                              | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $299645.71    | 0.01%             | 2029-11-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 6.75% 04/01/2038                                                       | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    110000 | PA      | $125014.42    | 0.00%             | 2038-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                   | MEDTRONIC GLOBAL HOLDINGS SCA 4.5% 03/30/2033                                                       | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $298049.89    | 0.01%             | 2033-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BM2007                                                                      | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146398 | PA      | $138928.96    | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.525%/VAR 11/19/2041                                                         | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    340000 | PA      | $242085.16    | 0.01%             | 2041-11-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 2.55% 02/04/2030                                                       | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    310000 | PA      | $286986.82    | 0.01%             | 2030-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 5% 07/01/2040#MA5771                                                                      | CUSIP: 31418FMV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $378847.60    | 0.01%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.65% 03/15/2030                                                         | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407122.24    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FREDDIE MAC POOL 30YR 3% 03/50#QA8169                                                               | CUSIP: 3133A3CE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215034 | PA      | $189584.02    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                                                  | BANK 2021-BN35 2.285% 06/15/2064                                                                    | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $618510.69    | 0.02%             | 2064-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 3.25% 05/11/2041                                                    | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    190000 | PA      | $140643.30    | 0.00%             | 2041-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2054#MA5352                                                                      | CUSIP: 31418E5N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1855756 | PA      | $1832350.20   | 0.06%             | 2054-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 4.65% 12/01/2048                                                       | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    385000 | PA      | $331231.86    | 0.01%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 3.45% 03/15/2029                                                                         | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98441.08     | 0.00%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 04/30/2027                                                                          | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1920000 | PA      | $1891349.99   | 0.06%             | 2027-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 2.491%/VAR 11/03/2036                                                                | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172101.15    | 0.01%             | 2036-11-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.3% 02/15/2030                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    720000 | PA      | $721104.39    | 0.02%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY NOTRE DAME DU LAC                                                    | UNIVERSITY NOTRE DAME DU LAC 3.394% 02/15/2048                                                      | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80401.23     | 0.00%             | 2048-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 09/01/2050#MA4119                                                                      | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303810 | PA      | $243945.09    | 0.01%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2049#FM3102                                                                      | CUSIP: 3140X6NU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156725 | PA      | $148337.91    | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                           | DEVON ENERGY CORP NEW 5.75% 09/15/2054                                                              | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98502.01     | 0.00%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                               | CF INDUSTRIES INC 5.375% 03/15/2044                                                                 | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    240000 | PA      | $224278.68    | 0.01%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GC45                                                        | GS MTG SECS TR 2020-GC45 2.9106% 02/13/2053                                                         | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $281016.06    | 0.01%             | 2053-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.05% 02/26/2034                                                                  | CUSIP: 17275RBT8<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308371.43    | 0.01%             | 2034-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.615%/VAR 04/24/2036                                                    | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208452.27    | 0.01%             | 2036-04-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                      | MATTEL INC 5.45% 11/01/2041                                                                         | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44951.79     | 0.00%             | 2041-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 2.3% 11/15/2028                                           | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160445.39    | 0.01%             | 2028-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 4.15% 05/15/2048                                                      | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    220000 | PA      | $175001.47    | 0.01%             | 2048-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                             | DUKE ENERGY IND INC 6.12% 10/15/2035                                                                | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75735.94     | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 10/01/2034#SB8010                                                                    | CUSIP: 3132D53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63934 | PA      | $61012.26     | 0.00%             | 2034-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 03/01/2055#SD8516                                                                      | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    936260 | PA      | $956812.70    | 0.03%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 4.85% 12/15/2029                                                                        | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92051.64     | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.15% 01/24/2029                                                             | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3437726.61   | 0.11%             | 2029-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                   | AMEREN ILL CO 4.5% 03/15/2049                                                                       | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    210000 | PA      | $177207.87    | 0.01%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | CITIBANK NA 4.838% 08/06/2029                                                                       | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    510000 | PA      | $522763.54    | 0.02%             | 2029-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 2.95% 03/01/2027                                                                | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    430000 | PA      | $423336.14    | 0.01%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 4.9% 10/11/2032                                                      | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91835.86     | 0.00%             | 2032-10-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2049#BN7677                                                                      | CUSIP: 3140JQQ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14346 | PA      | $13573.60     | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 3.625% 09/21/2029                                                  | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2743249.80   | 0.09%             | 2029-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 6.95%/VAR 11/30/2054                                                                   | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135172.57    | 0.00%             | 2054-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 01/01/2036#                                                                            | CUSIP: 3132D56V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17858 | PA      | $16447.46     | 0.00%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5.45% 04/01/2053                                                     | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75725.43     | 0.00%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 2.45% 01/15/2031                                                                           | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    230000 | PA      | $206072.77    | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NATIONAL ASSOCIATION                                           | WELLS FARGO BK NATL ASSN 5.45% 08/07/2026                                                           | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    800000 | PA      | $808402.46    | 0.03%             | 2026-08-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 3.25% 01/15/2028                                                              | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98192.57     | 0.00%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.187% 11/15/2036 144A                                                                 | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    220000 | PA      | $183642.36    | 0.01%             | 2036-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2047#BJ0973                                                                    | CUSIP: 3140H2CK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12809 | PA      | $11791.17     | 0.00%             | 2047-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TOTALENERGIES CAPITAL SA 3.883% 10/11/2028                                                          | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    470000 | PA      | $469563.42    | 0.01%             | 2028-10-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 03/20/2055#MB0261                                                                      | CUSIP: 3618N5JF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1754671 | PA      | $1807334.06   | 0.06%             | 2055-03-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 6.375%/VAR 03/15/2055                                                              | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41853.36     | 0.00%             | 2055-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 6.625% 08/01/2037                                                               | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $161963.33    | 0.01%             | 2037-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 10/01/2055 #TBA                                                                          | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4100000 | PA      | $4177962.73   | 0.13%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 08/15/2045                                                       | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    268000 | PA      | $198183.91    | 0.01%             | 2045-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3% 08/15/2026                                                                       | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37514.16     | 0.00%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 02/15/2047                                                           | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83000 | PA      | $61653.44     | 0.00%             | 2047-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 5% 02/14/2034                                                                  | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262435.30    | 0.01%             | 2034-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 3.032%/VAR 11/28/2035                                                             | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $182162.44    | 0.01%             | 2035-11-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2052#BU1452                                                                      | CUSIP: 3140M2TJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    797966 | PA      | $636491.11    | 0.02%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.75% 08/15/2034                                                                 | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231164.10    | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 3% 03/10/2040                                                                   | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84242.76     | 0.00%             | 2040-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2.7% 04/15/2040                                                                            | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $91106.06     | 0.00%             | 2040-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 02/01/2038#FS6194                                                                      | CUSIP: 3140XM3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309037 | PA      | $304853.33    | 0.01%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 09/01/2055 #TBA                                                                      | CUSIP: 01F032690<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -6850000 | PA      | $-6189349.70  | -0.20%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2053#DA3831                                                                    | CUSIP: 3140A4HH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437294 | PA      | $441060.92    | 0.01%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.758% 09/06/2049                                                                  | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $214290.52    | 0.01%             | 2049-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 3.9% 03/01/2062                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $184988.14    | 0.01%             | 2062-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 5.25% 03/14/2054                                                              | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56998.58     | 0.00%             | 2054-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 6.1% 06/01/2040                                                           | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $175559.46    | 0.01%             | 2040-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 1.75% 08/21/2030                                                                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    735000 | PA      | $642363.09    | 0.02%             | 2030-08-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.2% 01/31/2050                                                           | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    370000 | PA      | $291095.19    | 0.01%             | 2050-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 2.25% 05/15/2050                                                                   | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    685000 | PA      | $383690.52    | 0.01%             | 2050-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.65% 03/01/2068                                                                           | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    280000 | PA      | $227496.17    | 0.01%             | 2068-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 08/01/2036#BQ7425                                                                      | CUSIP: 3140KTHB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704227 | PA      | $645960.80    | 0.02%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.45% 04/13/2029                                                                     | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98613.60     | 0.00%             | 2029-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 11/15/2034                                                                          | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16370000 | PA      | $16477428.13  | 0.52%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                       | BAXTER INTERNATIONAL INC 3.95% 04/01/2030                                                           | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137502.23    | 0.00%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.45% 08/15/2052                                                                 | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    480000 | PA      | $399919.77    | 0.01%             | 2052-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/20/2050#MA7052                                                                      | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171922 | PA      | $146625.01    | 0.00%             | 2050-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 08/01/2037#MA4767                                                                      | CUSIP: 31418EJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    846675 | PA      | $776887.53    | 0.02%             | 2037-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.95% 05/14/2055                                                          | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121389.44    | 0.00%             | 2055-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2052#CB3906                                                                    | CUSIP: 3140QPKU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83459 | PA      | $75604.52     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2054#RJ2271                                                                      | CUSIP: 3142GSQZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69750 | PA      | $71324.29     | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 01/01/2052#BT6590                                                                    | CUSIP: 3140LVKC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375680 | PA      | $285010.39    | 0.01%             | 2052-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.5% 03/12/2034                                                                     | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $203966.58    | 0.01%             | 2034-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 01/31/2030                                                                           | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5650000 | PA      | $5612259.75   | 0.18%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 3.8% 03/15/2052                                                                   | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72285.77     | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2044#FM1130                                                                      | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515990 | PA      | $470698.94    | 0.01%             | 2044-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.5% 08/03/2035                                                                         | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152895.01    | 0.00%             | 2035-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 1.8% 01/13/2031                                                         | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122181.08    | 0.00%             | 2031-01-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                             | DUKE ENERGY IND INC 6.35% 08/15/2038                                                                | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    170000 | PA      | $187033.68    | 0.01%             | 2038-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLS PASS THRU TR 2021-1A                                             | AMERICAN AIRLS PASS THRU TR 2021-1A 2.875% 01/11/2036                                               | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176217 | PA      | $158479.90    | 0.01%             | 2036-01-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#CA4406                                                                      | CUSIP: 3140QB3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117800 | PA      | $104263.08    | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 5.55% 03/15/2034                                                              | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    230000 | PA      | $241175.83    | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 4.15% 08/17/2028                                                                         | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200512.20    | 0.01%             | 2028-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC 5.45% 03/01/2034                                                              | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $309701.00    | 0.01%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.75% 01/15/2053                                                        | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    490000 | PA      | $505816.53    | 0.02%             | 2053-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 09/01/2055 #TBA                                                                          | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -5975000 | PA      | $-6094218.58  | -0.19%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 5.05% 05/18/2063                                                              | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188619.51    | 0.01%             | 2063-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.3% 05/19/2053                                               | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1278000 | PA      | $1190505.00   | 0.04%             | 2053-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.198%/VAR 01/23/2030                                                        | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    720000 | PA      | $741605.76    | 0.02%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 1.5% 09/01/2030                                                                         | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    190000 | PA      | $167547.22    | 0.01%             | 2030-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 3.8% 08/01/2028                                                               | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71653.39     | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.875% 09/30/2026                                                                         | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6070000 | PA      | $5881498.03   | 0.19%             | 2026-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2053#RA8728                                                                      | CUSIP: 3133KQVV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1510468 | PA      | $1505105.09   | 0.05%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                    | SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031                                                        | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90505.59     | 0.00%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2050#                                                                            | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    586751 | PA      | $514739.05    | 0.02%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 4.5% 08/25/2028                                                              | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    630000 | PA      | $645300.99    | 0.02%             | 2028-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.8% 03/15/2030                                             | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255989.15    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.9% 02/22/2029                                                             | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    560000 | PA      | $575206.98    | 0.02%             | 2029-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER CO                                                       | POTOMAC ELECTRIC POWER CO 4.15% 03/15/2043                                                          | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91437.12     | 0.00%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 3.85% 03/15/2052                                                        | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    390000 | PA      | $296152.86    | 0.01%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 07/47#MA4587                                                                             | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80425 | PA      | $76661.33     | 0.00%             | 2047-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2055#QY3140                                                                    | CUSIP: 31426MP22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41890 | PA      | $40336.82     | 0.00%             | 2055-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/35#MA3985                                                                           | CUSIP: 31418DNB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21197 | PA      | $20457.07     | 0.00%             | 2035-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027                                                         | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    950000 | PA      | $935642.37    | 0.03%             | 2027-03-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 05/01/2051#SD8147                                                                    | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1742279 | PA      | $1457216.92   | 0.05%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 2.65% 12/10/2045                                                            | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    610000 | PA      | $401376.95    | 0.01%             | 2045-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030                                                       | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261704.03    | 0.01%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#MA4208                                                                      | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8781516 | PA      | $7045665.48   | 0.22%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2050#MA6602                                                                      | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123749 | PA      | $121081.99    | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.887%/VAR 01/10/2028                                                                 | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139153.35    | 0.00%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 05/01/2035#MA4067                                                                      | CUSIP: 31418DQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33599 | PA      | $33449.12     | 0.00%             | 2035-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 5.95% 07/15/2034                                                                  | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115385.79    | 0.00%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3.001% 03/17/2052                                                        | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    280000 | PA      | $175335.66    | 0.01%             | 2052-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2048#MA3333                                                                      | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93578 | PA      | $88803.73     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 3.25% 04/01/2051                                                                        | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    240000 | PA      | $163892.85    | 0.01%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2048#FS0098                                                                      | CUSIP: 3140XFDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    634649 | PA      | $646369.57    | 0.02%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 4.55% 06/01/2053                                                              | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66748.52     | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 5.875% 10/15/2035                                                                  | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39811.33     | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/15/2027                                                                         | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17430000 | PA      | $17521916.06  | 0.56%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.3% 03/25/2028                                                                     | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999526.59    | 0.03%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 05/01/2029#ZK6913                                                                      | CUSIP: 3131XAVE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52300 | PA      | $51596.96     | 0.00%             | 2029-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 3.6% 11/15/2050                                                                     | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    290000 | PA      | $191228.39    | 0.01%             | 2050-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                              | KAISER FNDTN HOSPS 4.15% 05/01/2047                                                                 | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    460000 | PA      | $375353.88    | 0.01%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                             | TRINITY HEALTH CORP 4.125% 12/01/2045                                                               | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65788.11     | 0.00%             | 2045-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2049#FM3155                                                                      | CUSIP: 3140X6QH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57258 | PA      | $57644.99     | 0.00%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027                                 | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    219000 | PA      | $226071.39    | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 11/20/2048#MA5596                                                                      | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24928 | PA      | $24468.68     | 0.00%             | 2048-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.459% 09/15/2026                                                                      | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    432000 | PA      | $428942.79    | 0.01%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 7.25% 11/15/2053                              | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    170000 | PA      | $188743.48    | 0.01%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.6% 04/01/2034                                                                             | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719456.91    | 0.02%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 03/01/2054#CB8159                                                                      | CUSIP: 3140QUB54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617912 | PA      | $639393.99    | 0.02%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 3.65% 08/01/2048                                                              | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    280000 | PA      | $207603.60    | 0.01%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 6.125% 03/15/2033                                                                    | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264373.30    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP                                   | INDIANA UNIVERSITY HEALTH INC OBLIGATED GROUP 2.852% 11/01/2051                                     | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $123163.08    | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.95% 09/11/2049                                                                          | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    180000 | PA      | $119519.41    | 0.00%             | 2049-09-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 3.2% 08/15/2029                                                                 | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104445.72    | 0.00%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTL INC 4.25% 05/06/2028                                                                  | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    760000 | PA      | $762461.50    | 0.02%             | 2028-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                         | CRH AMER FIN INC 5.4% 05/21/2034                                                                    | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205370.21    | 0.01%             | 2034-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2054#DA5369                                                                    | CUSIP: 3140A56F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    694701 | PA      | $701336.54    | 0.02%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC and GAS REV                                                 | SAN ANTONIO TX ELEC and GAS REVENUE TXBL                                                            | CUSIP: 796253Z21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $283747.26    | 0.01%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.875% 05/15/2048                                                         | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $70046.98     | 0.00%             | 2048-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5.4% 03/15/2055                                                          | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142357.84    | 0.00%             | 2055-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS and ELECTRIC CO                                                  | LOUISVILLE GAS and ELECTRIC CO 5.85% 08/15/2055                                                     | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49615.00     | 0.00%             | 2055-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 08/20/2052#MA8201                                                                      | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    469701 | PA      | $456679.94    | 0.01%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 5% 06/04/2042                                                                  | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89447.41     | 0.00%             | 2042-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 5.3% 11/01/2038                                                                  | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    121000 | PA      | $114207.33    | 0.00%             | 2038-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.8% 05/13/2060                                                                      | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43584.80     | 0.00%             | 2060-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 2.25% 01/15/2031                                                                   | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88559.90     | 0.00%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.424%/VAR 02/12/2036                                                                | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163724.16    | 0.01%             | 2036-02-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2052#MA4563                                                                    | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2854863 | PA      | $2382412.35   | 0.08%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.75% 02/01/2033                                                                 | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116060.94    | 0.00%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 11/01/2037#SB0908                                                                    | CUSIP: 3132CXAH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485623 | PA      | $433942.15    | 0.01%             | 2037-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FREDDIE MAC 6.75% 03/15/2031                                                                        | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    870000 | PA      | $997242.29    | 0.03%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 2020-1 CLASS AA PASS THROUGH TRUST                                   | FEDEX CORP 2020-1 CLASS AA PASS THROUGH TRUST 1.875% 08/20/2035                                     | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183159 | PA      | $159870.38    | 0.01%             | 2035-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 5% 02/15/2033                                                                    | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448770.77    | 0.01%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 1.878%/VAR 11/02/2027                                                          | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $349782.88    | 0.01%             | 2027-11-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 2.65% 03/08/2027                                                               | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $451028.03    | 0.01%             | 2027-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2049#SD0067                                                                    | CUSIP: 3132DMCC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88459 | PA      | $91100.79     | 0.00%             | 2049-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#Q54557                                                                    | CUSIP: 3132XXB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178037 | PA      | $164094.91    | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 12/01/2053#MA5217                                                                    | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161440 | PA      | $167574.12    | 0.01%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 05/15/2028                                                                          | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35560000 | PA      | $35707638.01  | 1.13%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 4.95% 10/01/2044                                                                         | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156571.14    | 0.00%             | 2044-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 2.95% 03/15/2031                                                                  | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157037.75    | 0.00%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                        | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                                              | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    254000 | PA      | $251062.99    | 0.01%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP 3.6% 08/15/2026                                                                       | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    858000 | PA      | $851817.50    | 0.03%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 2.5% 05/15/2051                                                                            | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    110000 | PA      | $63045.75     | 0.00%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 05/20/2054#MA9666                                                                      | CUSIP: 36179YW34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    577135 | PA      | $556129.99    | 0.02%             | 2054-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 09/01/2054#DC3465                                                                      | CUSIP: 3140AQZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396267 | PA      | $405009.70    | 0.01%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 4.125% 03/01/2048                                                     | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    285000 | PA      | $215224.98    | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 4.25% 09/15/2027                                                               | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170598.77    | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 6.123%/VAR 10/28/2033                                                         | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    370000 | PA      | $395523.61    | 0.01%             | 2033-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2.05% 04/15/2030                                                                           | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    430000 | PA      | $394957.12    | 0.01%             | 2030-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                  | PUBLIC STORAGE 5% 07/01/2035                                                                        | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29938.53     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 5.5% 03/15/2053                                                            | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47814.30     | 0.00%             | 2053-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/50#SD8100                                                                           | CUSIP: 3132DV7M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    829385 | PA      | $726817.06    | 0.02%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 10/20/2048#MA5530                                                                        | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7285 | PA      | $7335.22      | 0.00%             | 2048-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.7% 02/19/2046                                                                     | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    204000 | PA      | $179585.13    | 0.01%             | 2046-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2049#MA3617                                                                      | CUSIP: 31418DAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18145 | PA      | $18267.62     | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 3.75% 08/15/2047                                                      | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    210000 | PA      | $159073.74    | 0.01%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 04/01/2052#QE0454                                                                    | CUSIP: 3133B9QF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74179 | PA      | $67499.31     | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV                          | MA SCH BLDG 3.395% 10/15/2040                                                                       | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $213701.20    | 0.01%             | 2040-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 3.8% 05/01/2050                                                                | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    430000 | PA      | $303774.91    | 0.01%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2051#CA8780                                                                      | CUSIP: 3140QGXJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256839 | PA      | $206069.34    | 0.01%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.8% 09/15/2034                                                               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108742.24    | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2034#BK0494                                                                    | CUSIP: 3140HDRQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294765 | PA      | $279360.06    | 0.01%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.734% 09/25/2040                                                                  | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39982.89     | 0.00%             | 2040-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 4% 12/06/2037                                                             | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    140000 | PA      | $127288.00    | 0.00%             | 2037-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 5.905% 11/22/2032                                                    | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $245728.63    | 0.01%             | 2032-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                     | ILLINOIS ST TXBL                                                                                    | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    654412 | PA      | $662037.10    | 0.02%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.457%/VAR 04/22/2039                                                                | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232899.24    | 0.01%             | 2039-04-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/48#G08814                                                                           | CUSIP: 3128MJ3Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31722 | PA      | $30142.37     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC 4.75% 01/15/2028                                                               | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203066.93    | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2049#BM5152                                                                    | CUSIP: 3140J9WN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58690 | PA      | $60607.50     | 0.00%             | 2049-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/46#AS7125                                                                         | CUSIP: 3138WG4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6129 | PA      | $5264.38      | 0.00%             | 2046-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 12/20/2052#MA8491                                                                      | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    993865 | PA      | $1006592.76   | 0.03%             | 2052-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2050#                                                                          | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115046 | PA      | $96582.35     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2050#BQ7835                                                                    | CUSIP: 3140KTV51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93789 | PA      | $91322.72     | 0.00%             | 2050-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 10/20/2048#MA5531                                                                      | CUSIP: 36179UEC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8363 | PA      | $8634.69      | 0.00%             | 2048-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.75% 03/02/2053                                                       | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96630.65     | 0.00%             | 2053-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 07/20/2053#MA9015                                                                      | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1069750 | PA      | $1036666.95   | 0.03%             | 2053-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 3.125% 11/23/2031                                                             | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     64000 | PA      | $57838.20     | 0.00%             | 2031-11-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 09/01/2055 #TBA                                                                          | CUSIP: 21H020691<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250000 | PA      | $204655.20    | 0.01%             | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATL INFORMN SVCS INC 5.625% 07/15/2052                                                    | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95809.99     | 0.00%             | 2052-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 5.2% 03/14/2035                                                                 | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274726.33    | 0.01%             | 2035-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 5.25% 02/15/2036                                                                        | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305495.08    | 0.01%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | WEYERHAEUSER CO 4% 04/15/2030                                                                       | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275872.81    | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.1% 06/15/2050                                                                 | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $77792.56     | 0.00%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 4.15% 02/15/2050                                                                         | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $189404.88    | 0.01%             | 2050-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | INTERNATIONAL PAPER CO 4.4% 08/15/2047                                                              | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40647.36     | 0.00%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 1.25% 02/14/2031                                                           | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    630000 | PA      | $552250.67    | 0.02%             | 2031-02-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.512%/VAR 07/20/2027                                                                | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    470000 | PA      | $458374.23    | 0.01%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.95% 10/01/2026                                                              | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187847.82    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.7% 09/15/2063                                                                   | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218832.57    | 0.01%             | 2063-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                         | CBOE GLOBAL MARKETS INC 1.625% 12/15/2030                                                           | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114428.59    | 0.00%             | 2030-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 5.5% 11/01/2053#QH6935                                                                    | CUSIP: 3133CKV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25859 | PA      | $26114.29     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 4.25% 10/01/2044                                                            | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100013.96    | 0.00%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 4.625% 09/11/2034                                                                      | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295786.40    | 0.01%             | 2034-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 09/01/2055 #TBA                                                                        | CUSIP: 21H022697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    375000 | PA      | $319424.55    | 0.01%             | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.284%/VAR 07/26/2035                                                           | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    420000 | PA      | $428910.33    | 0.01%             | 2035-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME GROUP INC 4.15% 06/15/2048                                                                      | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83196.53     | 0.00%             | 2048-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2051#RA6136                                                                    | CUSIP: 3133KMY90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    846757 | PA      | $703981.68    | 0.02%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                     | RIO TINTO FINANCE (USA) LTD 2.75% 11/02/2051                                                        | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    390000 | PA      | $236114.88    | 0.01%             | 2051-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 4.15% 12/15/2032                                                        | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329802.30    | 0.01%             | 2032-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2055#RQ0040                                                                    | CUSIP: 3142J6BJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1568170 | PA      | $1577757.14   | 0.05%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 12/31/2029                                                                         | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5560000 | PA      | $5607998.42   | 0.18%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 7.399%/VAR 11/13/2034                                                             | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $349314.96    | 0.01%             | 2034-11-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B39 C MTG TR                                                     | BENCHMARK 2023-B39 A5 MTG TR 5.75359% 07/15/2056                                                    | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $532261.55    | 0.02%             | 2056-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 5.375% 04/01/2035                                                                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91980.50     | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2053#RA8883                                                                    | CUSIP: 3133KQ2Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1329895 | PA      | $1344259.09   | 0.04%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2054#DB2163                                                                    | CUSIP: 3140ABMM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359177 | PA      | $362046.03    | 0.01%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                          | IPALCO ENTERPRISES INC 5.75% 04/01/2034                                                             | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70593.27     | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2052#FS8874                                                                      | CUSIP: 3140XQ2G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242740 | PA      | $210596.80    | 0.01%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 2.85% 08/11/2027                                                              | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137613.10    | 0.00%             | 2027-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 1.953% 11/20/2028                                                              | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    170000 | PA      | $159910.62    | 0.01%             | 2028-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 4.125% 01/12/2028                                                                | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89791.51     | 0.00%             | 2028-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 3% 10/01/2049                                                                   | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $45603.29     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2032#BH5036                                                                    | CUSIP: 3140GTS27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17224 | PA      | $16551.88     | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 3.452% 04/15/2051                                                                  | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    760000 | PA      | $535866.89    | 0.02%             | 2051-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 4% 05/01/2039#ZA6860                                                                      | CUSIP: 31329QTR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79805 | PA      | $77653.79     | 0.00%             | 2039-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 07/01/2036#FM7857                                                                      | CUSIP: 3140XBWT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26944 | PA      | $24714.86     | 0.00%             | 2036-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 08/01/2051#SD2230                                                                      | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101855 | PA      | $81721.59     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 5.3% 05/27/2040                                                                 | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398927.78    | 0.01%             | 2040-05-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 05/20/2054#MA9667                                                                        | CUSIP: 36179YW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    469288 | PA      | $464993.95    | 0.01%             | 2054-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.85% 02/01/2044                                                              | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92445.70     | 0.00%             | 2044-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 2.625% 03/15/2051                                                                 | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    140000 | PA      | $82818.34     | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 6% 01/15/2039                                                                            | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340214.74    | 0.01%             | 2039-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 5.25% 08/01/2033                                                                | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232908.70    | 0.01%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.95% 08/15/2035                                            | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128899.44    | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.987% 10/30/2056                                                        | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    802000 | PA      | $479002.33    | 0.02%             | 2056-10-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.101% 03/01/2028                                                               | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129908.11    | 0.00%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.54% 08/15/2047                                                                   | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    128000 | PA      | $103704.47    | 0.00%             | 2047-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.7% 05/14/2045                                                                          | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    560000 | PA      | $502008.77    | 0.02%             | 2045-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 4.6% 07/26/2027                                                               | CUSIP: 09290DAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91128.83     | 0.00%             | 2027-07-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 2.565% 02/15/2030                                                               | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205072.23    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 5.25% 07/01/2028                                                      | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144072.32    | 0.00%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2049#MA6287                                                                        | CUSIP: 36179U6Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25563 | PA      | $25802.32     | 0.00%             | 2049-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#FM8703                                                                      | CUSIP: 3140XCU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93607 | PA      | $85518.73     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.2% 03/01/2029                                                                           | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $307758.98    | 0.01%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2050#MA6600                                                                      | CUSIP: 36179VKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144745 | PA      | $133260.62    | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.8% 07/13/2028                                                        | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $313635.11    | 0.01%             | 2028-07-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 5.7% 03/01/2035                                                             | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132759.65    | 0.00%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 2.8% 10/01/2041                                                                  | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108790.62    | 0.00%             | 2041-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2033#BK4390                                                                      | CUSIP: 3140HH2Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5959 | PA      | $5802.51      | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2047#MA3007                                                                      | CUSIP: 31418CKV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197039 | PA      | $175812.45    | 0.01%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                       | LINCOLN NATIONAL CORP IND 3.8% 03/01/2028                                                           | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227266.38    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 3.05% 12/15/2061                                                             | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     90000 | PA      | $54390.09     | 0.00%             | 2061-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 1% 09/10/2025                                                           | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239814.47    | 0.01%             | 2025-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/15/2027                                                                             | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7640000 | PA      | $7663576.58   | 0.24%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2051#RA5605                                                                    | CUSIP: 3133KMGN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    591367 | PA      | $494056.01    | 0.02%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2051#FM5561                                                                    | CUSIP: 3140X9FB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689567 | PA      | $577175.06    | 0.02%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 4.25% 07/15/2049                                                              | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80919.83     | 0.00%             | 2049-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                       | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4510000 | PA      | $3949949.60   | 0.13%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AU CA BRIDGE REV                                                  | BAY AREA TOLL AUTH CALIF TOLL BRDG REV BUILD AMERICA BONDS-SER S1                                   | CUSIP: 072024NV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $61949.07     | 0.00%             | 2050-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                                         | ROCKWELL AUTOMATION INC 4.2% 03/01/2049                                                             | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    170000 | PA      | $138908.04    | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5.95% 06/15/2041                                                                       | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111778.76    | 0.00%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 3% 01/15/2030                                                                    | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217336.84    | 0.01%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 05/15/2053                                                       | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6910000 | PA      | $5525030.84   | 0.18%             | 2053-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2052#SD8244                                                                      | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335857 | PA      | $314629.33    | 0.01%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.545%/VAR 11/08/2032                                                         | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $962921.56    | 0.03%             | 2032-11-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 1.25% 02/17/2026                                                                  | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1161000 | PA      | $1145231.25   | 0.04%             | 2026-02-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 5% 05/13/2034                                                                          | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    520000 | PA      | $537179.92    | 0.02%             | 2034-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                                 | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157823.78    | 0.01%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2035#MA4099                                                                    | CUSIP: 31418DRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355111 | PA      | $335886.43    | 0.01%             | 2035-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.32%/VAR 07/19/2035                                                                 | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    570000 | PA      | $580860.61    | 0.02%             | 2035-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 08/31/2030                                                                         | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    880000 | PA      | $896534.37    | 0.03%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/52#SD8188                                                                           | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3479161 | PA      | $2775123.86   | 0.09%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2043#AL9571                                                                      | CUSIP: 3138ERT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67069 | PA      | $65015.49     | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                             | PECO ENERGY COMPANY 4.6% 05/15/2052                                                                 | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    210000 | PA      | $180501.59    | 0.01%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.75% 06/08/2026                                                            | CUSIP: 24422EWX3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    730000 | PA      | $734065.03    | 0.02%             | 2026-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.804%/VAR 05/24/2032                                                             | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $307224.07    | 0.01%             | 2032-05-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORP                                                   | WISCONSIN PUBLIC SERVICE CORP 2.85% 12/01/2051                                                      | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $91619.35     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 12/15/2027                                                                             | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32340000 | PA      | $32627505.83  | 1.03%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.7% 09/27/2034                                                                         | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580005.32    | 0.02%             | 2034-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                | GENUINE PARTS CO 2.75% 02/01/2032                                                                   | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88354.27     | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 6.125% 04/01/2054                                                                | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184613.36    | 0.01%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                         | NATIONAL BANK OF CANADA 4.5% 10/10/2029                                                             | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $251485.89    | 0.01%             | 2029-10-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.4% 08/14/2028                                                                  | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227523.15    | 0.01%             | 2028-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.375% 01/12/2026                                                                      | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $209939.15    | 0.01%             | 2026-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 3.875% 05/06/2051                                                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $136732.18    | 0.00%             | 2051-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027                                                | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    830000 | PA      | $809617.53    | 0.03%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 4.15% 05/01/2049                                                                      | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    120000 | PA      | $91215.92     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 6.184%/VAR 07/26/2035                                                                 | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205608.80    | 0.01%             | 2035-07-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 6.125% 10/15/2033                                                     | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53619.74     | 0.00%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 6.6% 04/01/2050                                                                          | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150890.50    | 0.00%             | 2050-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 07/31/2027                                                                          | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4190000 | PA      | $4120766.79   | 0.13%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.625% 12/15/2029                                                                      | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    390000 | PA      | $375616.10    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2048#CA1051                                                                    | CUSIP: 3140Q8EZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77231 | PA      | $71091.48     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 07/20/2053#MA9016                                                                        | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1471304 | PA      | $1463012.79   | 0.05%             | 2053-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.65% 06/01/2051                                                                       | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    520000 | PA      | $363923.45    | 0.01%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 3.125% 11/15/2029                                                                      | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $400572.85    | 0.01%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 4.5% 04/01/2048                                                             | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    280000 | PA      | $217544.54    | 0.01%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.5% 07/01/2040                                                         | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110945.09    | 0.00%             | 2040-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 4.9% 04/24/2029                                                       | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $519075.00    | 0.02%             | 2029-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 3.875% 01/15/2026                                                                 | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199411.53    | 0.01%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2051#MA7535                                                                        | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    591844 | PA      | $524938.79    | 0.02%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 6.05% 02/15/2063                                                             | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441272.70    | 0.01%             | 2063-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                  | MORGAN STANLEY BK NA SALT LAKE 4.952%/VAR 01/14/2028                                                | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    730000 | PA      | $736749.68    | 0.02%             | 2028-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 4.875% 02/15/2036                                                          | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $419100.20    | 0.01%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 4% 01/12/2028                                                               | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1511827.38   | 0.05%             | 2028-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.625% 11/01/2029                                                            | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142206.35    | 0.00%             | 2029-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 2.8% 08/15/2041                                                                           | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143830.14    | 0.00%             | 2041-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 1.6% 10/04/2026                                                                        | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    860000 | PA      | $835873.59    | 0.03%             | 2026-10-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 04/30/2028                                                                           | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4370000 | PA      | $4359644.85   | 0.14%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.4% 10/15/2029                                                                           | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59915.00     | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-D                                             | FORD CREDIT AUTO OWNER TRUST 2024-D 4.84% 08/15/2029                                                | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $707772.94    | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2053#BX7341                                                                    | CUSIP: 3140NCEP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487708 | PA      | $470464.31    | 0.01%             | 2053-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BP2187                                                                      | CUSIP: 3140K9ND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23972 | PA      | $21135.14     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2055#MA5643                                                                      | CUSIP: 31418FHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747014 | PA      | $697290.82    | 0.02%             | 2055-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2052#MA4731                                                                    | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508951 | PA      | $460737.38    | 0.01%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/28/2029                                                                          | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7430000 | PA      | $7585275.41   | 0.24%             | 2029-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4.9% 07/15/2033                                                                  | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150680.46    | 0.00%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2053#MA4919                                                                    | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    859446 | PA      | $869266.45    | 0.03%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 4.5% 06/15/2043                                                                       | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156053.94    | 0.00%             | 2043-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN KETTERING CANCER CTR                                             | MEMORIAL SLOAN KTTRNG CNCR CTR 2.955% 01/01/2050                                                    | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    160000 | PA      | $102899.96    | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 5.6% 07/31/2053                                                           | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165278.96    | 0.01%             | 2053-07-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 1.85% 07/30/2026                                                           | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    470000 | PA      | $460837.13    | 0.01%             | 2026-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 5.834% 02/20/2031                                                                  | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105752.36    | 0.00%             | 2031-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 2.4% 02/01/2031                                                                        | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124739.79    | 0.00%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.625% 04/05/2034                                                                      | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103239.08    | 0.00%             | 2034-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 4.25% 03/15/2052                                                             | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $120069.80    | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 05/15/2041                                                       | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    433000 | PA      | $417422.15    | 0.01%             | 2041-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2047#MA4652                                                                      | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    528678 | PA      | $488879.68    | 0.02%             | 2047-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 3.75% 05/15/2046                                                                  | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38948.69     | 0.00%             | 2046-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.25% 06/15/2049                                                                            | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105939.55    | 0.00%             | 2049-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.2% 02/22/2034                                                             | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    780000 | PA      | $800829.56    | 0.03%             | 2034-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2052#QE7647                                                                      | CUSIP: 3133BHP83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207038 | PA      | $204908.72    | 0.01%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.4% 11/01/2034                                                          | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    420000 | PA      | $401121.47    | 0.01%             | 2034-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | COSTCO WHOLESALE CORP 3% 05/18/2027                                                                 | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207236.85    | 0.01%             | 2027-05-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 1.75% 02/15/2031                                                             | CUSIP: 776743AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52025.37     | 0.00%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 11/15/2044                                                           | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    264000 | PA      | $201413.44    | 0.01%             | 2044-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | WEYERHAEUSER CO 6.95% 10/01/2027                                                                    | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158104.77    | 0.01%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| IDAHO ENERGY RES AUTH TRANSMISSION FACS REV                                     | IDAHO ENERGY RE 2.861% 9/1/2046                                                                     | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $51785.38     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 05/20/2049#MA5933                                                                        | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34246 | PA      | $34481.54     | 0.00%             | 2049-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                     | TEXTRON INC 4% 03/15/2026                                                                           | CUSIP: 883203BW0<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199430.73    | 0.01%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2051#FM9148                                                                      | CUSIP: 3140XDEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339724 | PA      | $298029.81    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 2.75% 12/10/2051                                                                   | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    150000 | PA      | $91049.31     | 0.00%             | 2051-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 07/31/2030                                                                         | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6940000 | PA      | $6995845.35   | 0.22%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2054#MA5419                                                                      | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331655 | PA      | $327368.12    | 0.01%             | 2054-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION T5Y+NA 09/21/2036                                                       | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $276836.03    | 0.01%             | 2036-09-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/20/2055#MB0307                                                                        | CUSIP: 3618N5KV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    421423 | PA      | $417039.50    | 0.01%             | 2055-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 11/20/2052#MA8429                                                                      | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    230916 | PA      | $234017.41    | 0.01%             | 2052-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                          | DARDEN RESTAURANTS INC 4.55% 02/15/2048                                                             | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82004.89     | 0.00%             | 2048-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041                                                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1066701.46   | 0.03%             | 2041-06-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 3.625% 05/04/2027                                                              | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $407538.02    | 0.01%             | 2027-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2050#MA6601                                                                        | CUSIP: 36179VKN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66098 | PA      | $62530.13     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 3.625% 04/13/2028                                                               | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    510000 | PA      | $508546.57    | 0.02%             | 2028-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2054#QI1537                                                                    | CUSIP: 3133W7V69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37401 | PA      | $37805.02     | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 02/01/2036#MA4260                                                                    | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1299532 | PA      | $1165700.37   | 0.04%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.8% 03/05/2030                                                         | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234686.74    | 0.01%             | 2030-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | LEAR CORP 3.55% 01/15/2052                                                                          | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     80000 | PA      | $52206.12     | 0.00%             | 2052-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP STEP 07/15/2047                                                                    | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128939.79    | 0.00%             | 2047-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 4.153% 03/07/2039                                                        | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $139536.43    | 0.00%             | 2039-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 10/20/2047#MA4778                                                                      | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30175 | PA      | $27884.23     | 0.00%             | 2047-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING INC                                              | SIXTH STREET SPECIALTY LENDING INC 6.125% 03/01/2029                                                | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82560.70     | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 0% 06/29/2037                                                        | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $595473.96    | 0.02%             | 2037-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2048#BJ5511                                                                      | CUSIP: 3140H7DR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126350 | PA      | $120101.07    | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                    | CUBESMART LP 3% 02/15/2030                                                                          | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198073.23    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 4.8% 03/15/2048                                                              | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86015.59     | 0.00%             | 2048-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                               | AHS HOSPITAL CORP 2.78% 07/01/2051                                                                  | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $152953.65    | 0.00%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 09/20/2053#MA9171                                                                      | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1106681 | PA      | $1120507.60   | 0.04%             | 2053-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 1.625% 03/15/2031                                                                       | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130483.52    | 0.00%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                                               | TJX COMPANIES INC NEW 1.6% 05/15/2031                                                               | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218483.81    | 0.01%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 10/20/2053#MA9241                                                                      | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1225209 | PA      | $1240517.23   | 0.04%             | 2053-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 2.4% 03/30/2032                                                      | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96556.73     | 0.00%             | 2032-03-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 3.3% 03/01/2050                                                                            | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $76019.69     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 09/20/2052#MA8267                                                                        | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    484343 | PA      | $455812.53    | 0.01%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP 3.125% 08/15/2051                                                                     | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     80000 | PA      | $48707.03     | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 08/15/2026                                                                         | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $210953.20    | 0.01%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                              | CNA FINANCIAL CORP 3.45% 08/15/2027                                                                 | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187450.65    | 0.01%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.25% 05/15/2030                                                                         | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130326.38    | 0.00%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 04/20/2052#                                                                            | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    898691 | PA      | $765895.30    | 0.02%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.11% 01/29/2037                                                        | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    508000 | PA      | $539624.23    | 0.02%             | 2037-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 10/01/2037#SB0750                                                                      | CUSIP: 3132CWZP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263145 | PA      | $259583.21    | 0.01%             | 2037-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                  | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 5.55% 02/15/2054                                     | CUSIP: 0778FPAN9<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $224898.11    | 0.01%             | 2054-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 4.5% 08/06/2030                                                                    | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500122.82    | 0.02%             | 2030-08-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5.2% 02/15/2055                                                                | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27885.31     | 0.00%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                                   | APOLLO GLOBAL MANAGEMENT INC 5.15% 08/12/2035                                                       | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    320000 | PA      | $318606.51    | 0.01%             | 2035-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 6.55% 03/14/2037                                                                   | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    275000 | PA      | $302362.50    | 0.01%             | 2037-03-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                  | AON GLOBAL LTD 4.75% 05/15/2045                                                                     | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $122378.78    | 0.00%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 5% 01/22/2030                                                                | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    150000 | PA      | $155480.42    | 0.00%             | 2030-01-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2033#G18680                                                                    | CUSIP: 3128MMXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17419 | PA      | $16754.58     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.641%/VAR 05/21/2037                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70308.83     | 0.00%             | 2037-05-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 05/15/2047                                                           | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1607000 | PA      | $1189996.05   | 0.04%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2047#BH4495                                                                    | CUSIP: 3140GS7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19442 | PA      | $17939.28     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 5.6% 12/01/2054                                                                  | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118311.28    | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 08/15/2030                                                                         | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    644000 | PA      | $554972.03    | 0.02%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2053#BX8432                                                                      | CUSIP: 3140NDLN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287383 | PA      | $268860.31    | 0.01%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2053#SD8373                                                                      | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    858124 | PA      | $878838.55    | 0.03%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 02/20/2055#MB0203                                                                      | CUSIP: 3618N5GM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    741241 | PA      | $713742.80    | 0.02%             | 2055-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 1.9% 08/15/2040                                                                        | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66882.24     | 0.00%             | 2040-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 4.663% 02/15/2030                                                             | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120731.13    | 0.00%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 4.125% 10/15/2044                                                                 | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    210000 | PA      | $174498.56    | 0.01%             | 2044-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2044#AL9273                                                                      | CUSIP: 3138ERJT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59089 | PA      | $60013.44     | 0.00%             | 2044-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.25% 05/15/2050                                                        | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    238000 | PA      | $112148.20    | 0.00%             | 2050-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 1.8% 07/28/2031                                                           | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149016.86    | 0.00%             | 2031-07-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.25% 11/14/2028                                                                         | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92776.81     | 0.00%             | 2028-11-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.95% 03/15/2035                                                           | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140700.10    | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.85% 07/15/2045                                                                       | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96771.85     | 0.00%             | 2045-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2049#BO1021                                                                    | CUSIP: 3140JVD33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440616 | PA      | $402834.01    | 0.01%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.7% 06/26/2028                                                                         | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139822.55    | 0.00%             | 2028-06-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 02/01/2052#RA6816                                                                      | CUSIP: 3133KNSD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    861032 | PA      | $684911.26    | 0.02%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 5.5% 05/15/2054                                                                          | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146307.26    | 0.00%             | 2054-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                           | EVERGY KANSAS CENTRAL 5.25% 03/15/2035                                                              | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506524.53    | 0.02%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 1.7% 02/15/2031                                                                        | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    510000 | PA      | $441662.77    | 0.01%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.2% 02/10/2033                                                                          | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    540000 | PA      | $543852.82    | 0.02%             | 2033-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MTG TR                                                       | BENCHMARK 2019-B12 MTG TR 3.1156% 08/15/2052                                                        | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89000 | PA      | $84175.40     | 0.00%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 09/01/2055 #TBA                                                                      | CUSIP: 01F032690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9625000 | PA      | $8696713.99   | 0.28%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.45% 04/01/2062                                                                      | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    270000 | PA      | $207193.80    | 0.01%             | 2062-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.8% 10/15/2034                                                                        | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    480000 | PA      | $474734.70    | 0.02%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.25% 04/01/2052                                                                      | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $108469.11    | 0.00%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 3.25% 06/15/2027                                                     | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $543517.25    | 0.02%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                   | WACHOVIA CORP 5.5% 08/01/2035                                                                       | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $357214.95    | 0.01%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 5/43#AT2722                                                                          | CUSIP: 3138WQAY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232865 | PA      | $212456.68    | 0.01%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 2.125% 02/09/2031                                                         | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    340000 | PA      | $305449.20    | 0.01%             | 2031-02-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 4.9% 04/03/2028                                                                    | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232927.04    | 0.01%             | 2028-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 5.25% 03/15/2035                                                               | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262208.52    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.6% 01/15/2045                                                                    | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84699.73     | 0.00%             | 2045-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 02/01/2054#SD4695                                                                    | CUSIP: 3132DSGC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000775 | PA      | $1046851.82   | 0.03%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.891% 04/06/2036                                                                | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    390000 | PA      | $323861.28    | 0.01%             | 2036-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.5% 04/01/2035                                                                  | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224112.63    | 0.01%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.785%/VAR 02/25/2036                                                                  | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206298.18    | 0.01%             | 2036-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.95% 09/15/2052                                                                     | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    280000 | PA      | $252800.11    | 0.01%             | 2052-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.05% 02/15/2048                                                                         | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59253.85     | 0.00%             | 2048-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 1.65% 08/15/2028                                                                          | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    550000 | PA      | $513954.53    | 0.02%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 6.125% 04/01/2036                                                 | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118593.93    | 0.00%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 5.5% 01/24/2033                                                                  | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209653.74    | 0.01%             | 2033-01-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2053#RA8693                                                                    | CUSIP: 3133KQUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    381023 | PA      | $367670.46    | 0.01%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 08/20/2052#MA8199                                                                      | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312110 | PA      | $284859.94    | 0.01%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2049#                                                                          | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44426 | PA      | $40602.38     | 0.00%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.7% 04/15/2048                                                                             | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    226000 | PA      | $183269.70    | 0.01%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                       | WYETH LLC 6% 02/15/2036                                                                             | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107901.94    | 0.00%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHURCH and DWIGHT INC                                                           | CHURCH and DWIGHT INC 3.95% 08/01/2047                                                              | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116969.33    | 0.00%             | 2047-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.706%/VAR 02/01/2034                                                     | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109618.32    | 0.00%             | 2034-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.95% 07/03/2031                                                           | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72424.16     | 0.00%             | 2031-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                | HF SINCLAIR CORP 5.5% 09/01/2032                                                                    | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220745.29    | 0.01%             | 2032-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#BP7516                                                                      | CUSIP: 3140KFK61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135704 | PA      | $109345.68    | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 5.15% 01/30/2030                                                             | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164339.99    | 0.01%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.6% 03/02/2043                                                                           | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247068.84    | 0.01%             | 2043-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 2.8% 08/12/2041                                                                          | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $147448.82    | 0.00%             | 2041-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 09/20/2053#MA9173                                                                      | CUSIP: 36179YFN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    308513 | PA      | $318399.49    | 0.01%             | 2053-09-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.354% 07/01/2030                                                              | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    290000 | PA      | $293223.94    | 0.01%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 5.6% 11/30/2039                                                                     | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    540000 | PA      | $557210.55    | 0.02%             | 2039-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 2.5% 02/01/2031                                                         | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    445000 | PA      | $394642.11    | 0.01%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 3.564%/VAR 09/23/2035                                                                  | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $224234.38    | 0.01%             | 2035-09-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5% 06/15/2052                                                                          | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61652.47     | 0.00%             | 2052-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.05% 05/15/2041                                                             | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73657.95     | 0.00%             | 2041-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 3.95% 01/15/2027                                                     | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393158.43    | 0.01%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2054#DC7823                                                                      | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    928773 | PA      | $949161.39    | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2% 09/01/2041#                                                                            | CUSIP: 3133KYVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4388111 | PA      | $3785840.42   | 0.12%             | 2041-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.375% 05/13/2045                                                                         | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    510000 | PA      | $450366.45    | 0.01%             | 2045-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#MA4493                                                                    | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    841888 | PA      | $702564.61    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2049#                                                                            | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227491 | PA      | $199997.46    | 0.01%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.125% 11/20/2045                                                     | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    130000 | PA      | $111597.20    | 0.00%             | 2045-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2043#AT2016                                                                    | CUSIP: 3138WPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162228 | PA      | $147941.45    | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#ZT1595                                                                    | CUSIP: 3132ADXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21873 | PA      | $21345.40     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.8% 01/15/2051                                                                        | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $71132.30     | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 02/01/2048#BH9277                                                                    | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159345 | PA      | $146677.47    | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 5.121%/VAR 04/04/2031                                                                       | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317111.67    | 0.01%             | 2031-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.5% 01/15/2040                                                                   | CUSIP: 17275RAF9<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    192000 | PA      | $198663.02    | 0.01%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2035#CA5501                                                                    | CUSIP: 3140QDDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22072 | PA      | $21608.69     | 0.00%             | 2035-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP                                     | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP 2.7% 10/01/2051                                         | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $161216.33    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030                                                        | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    753000 | PA      | $745758.04    | 0.02%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2052#SD8199                                                                      | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41367 | PA      | $32996.42     | 0.00%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 0.9% 02/26/2027                                                             | CUSIP: 3130AL5A8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3290000 | PA      | $3152589.17   | 0.10%             | 2027-02-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.65% 07/15/2026                                                                        | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98605.56     | 0.00%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2049#MA3818                                                                      | CUSIP: 31418DG48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13057 | PA      | $13109.07     | 0.00%             | 2049-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                     | LENNAR CORP 4.75% 11/29/2027                                                                        | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100753.86    | 0.00%             | 2027-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.375% 07/15/2040                                                                       | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261298.54    | 0.01%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5.55% 01/21/2045                                                       | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    560000 | PA      | $501060.00    | 0.02%             | 2045-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC 5% 07/15/2032                                                                     | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203643.97    | 0.01%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.25% 02/01/2049                                            | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $150048.51    | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.3% 10/01/2029                                                                  | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93178.31     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 4.375% 05/11/2045                                                              | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $136239.99    | 0.00%             | 2045-05-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.153%/VAR 08/05/2032                                                         | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164674.43    | 0.01%             | 2032-08-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.35% 01/17/2027                                                           | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1538452.39   | 0.05%             | 2027-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.75% 06/01/2045                                                          | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116010.30    | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                               | INTL FIN CORP 0.75% 08/27/2030                                                                      | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86384.58     | 0.00%             | 2030-08-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#FM8575                                                                      | CUSIP: 3140XCQ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307190 | PA      | $280226.68    | 0.01%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 12/01/2049#QA5533                                                                    | CUSIP: 3133A0EE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    419765 | PA      | $383377.45    | 0.01%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 6.1% 03/15/2034                                                                            | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | PA      | $542797.75    | 0.02%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CA ST 3.50% 4/1/2028                                                                                | CUSIP: 13063DGC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $174387.69    | 0.01%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 5.625% 05/15/2054                                                    | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140827.48    | 0.00%             | 2054-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2054#SD7570                                                                      | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2311611 | PA      | $2400642.64   | 0.08%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 4.55% 01/29/2034                                                              | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282403.10    | 0.01%             | 2034-01-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2053#FS8468                                                                    | CUSIP: 3140XQMS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    827330 | PA      | $841953.91    | 0.03%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 3.375% 03/27/2050                                                                          | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    260000 | PA      | $182327.80    | 0.01%             | 2050-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 2.55% 05/28/2040                                                                         | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $86541.26     | 0.00%             | 2040-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 5.15% 12/01/2034                                                      | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90529.42     | 0.00%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/20/2049#MA6340                                                                        | CUSIP: 36179VBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120489 | PA      | $114210.29    | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029                                                   | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205073.23    | 0.01%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP 4.95% 01/15/2035                          | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107379.32    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 2.7% 05/28/2050                                                                          | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60963.02     | 0.00%             | 2050-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 7.2% 03/15/2039                                                                          | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $272678.63    | 0.01%             | 2039-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 3.729%/VAR 01/14/2032                                                | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    520000 | PA      | $487848.91    | 0.02%             | 2032-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 2.45% 02/01/2032                                                                       | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $112656.18    | 0.00%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 2% 05/18/2032                                                        | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $309850.03    | 0.01%             | 2032-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.85% 06/15/2046                                                       | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77766.68     | 0.00%             | 2046-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2040#AE1789                                                                      | CUSIP: 31419B7B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11608 | PA      | $11293.17     | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 03/01/2050#SD8049                                                                    | CUSIP: 3132DV5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146883 | PA      | $123631.40    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/2049#MA6221                                                                      | CUSIP: 36179U4E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14107 | PA      | $13846.83     | 0.00%             | 2049-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2051#FS1564                                                                      | CUSIP: 3140XGW21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    936895 | PA      | $744624.83    | 0.02%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 2.125% 04/29/2032                                                                | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $172140.46    | 0.01%             | 2032-04-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 08/15/2043                                                       | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4130000 | PA      | $3905108.61   | 0.12%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2347                                                                      | CUSIP: 3140QMTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1158443 | PA      | $937778.68    | 0.03%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 05/01/2053#                                                                          | CUSIP: 31418ESA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247215 | PA      | $257013.52    | 0.01%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 6.5% 03/01/2041                                                             | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52566.01     | 0.00%             | 2041-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 2.677%/VAR 01/27/2033                                                                | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    190000 | PA      | $167693.13    | 0.01%             | 2033-01-27      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 5.75% 01/15/2040                                                        | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    160000 | PA      | $173011.65    | 0.01%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 01/20/2050#MA6410                                                                      | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    560211 | PA      | $515763.05    | 0.02%             | 2050-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 02/01/2029#ZS8517                                                                      | CUSIP: 3132A9PA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29973 | PA      | $29464.90     | 0.00%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 2.9% 03/03/2032                                                                 | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $281035.70    | 0.01%             | 2032-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2045#FM2986                                                                      | CUSIP: 3140X6J85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2440727 | PA      | $2349282.14   | 0.07%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021 C10                                                           | BBCMS MTG TR 2021 C10 2.492% 07/15/2054 144A                                                        | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449258 | PA      | $407111.57    | 0.01%             | 2054-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2051#SD7548                                                                    | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    635475 | PA      | $538650.95    | 0.02%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 3% 03/01/2050                                                                | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128695.26    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 1.65% 08/15/2030                                                                  | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87717.90     | 0.00%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.875% 05/15/2043                                                       | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7160000 | PA      | $6343732.08   | 0.20%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.785%/VAR 03/17/2033                                                                 | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93957.57     | 0.00%             | 2033-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2055#DD6585                                                                      | CUSIP: 3140B7J79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299700 | PA      | $295615.19    | 0.01%             | 2055-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 2.25% 11/15/2030                                                         | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126971.35    | 0.00%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2053#FS5638                                                                      | CUSIP: 3140XMHQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1324472 | PA      | $1322253.40   | 0.04%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.5% 03/01/2031                                                                        | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93727.44     | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2035#FM3387                                                                    | CUSIP: 3140X6XR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24553 | PA      | $24221.89     | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                   | OHIO POWER CO 4% 06/01/2049                                                                         | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149592.70    | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 3.25% 06/14/2029                                                               | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203513.55    | 0.01%             | 2029-06-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                         | ENTERGY MISSISSIPPI LLC 5% 09/01/2033                                                               | CUSIP: 29366WAD8<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101079.46    | 0.00%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/01/2052#SD7328                                                                      | CUSIP: 3132DVD93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2522063 | PA      | $2040075.37   | 0.06%             | 2052-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 3.3% 07/01/2030                                                                    | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    480000 | PA      | $453332.37    | 0.01%             | 2030-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.6% 05/13/2046                                                                         | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    272000 | PA      | $240185.00    | 0.01%             | 2046-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.322%/VAR 11/23/2031                                                          | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    270000 | PA      | $268987.78    | 0.01%             | 2031-11-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2048#MA5597                                                                        | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6829 | PA      | $6876.02      | 0.00%             | 2048-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2053#SD3269                                                                      | CUSIP: 3132DQT22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62272 | PA      | $61661.64     | 0.00%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5% 04/01/2040#QO3454                                                                      | CUSIP: 3133WMZT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    369909 | PA      | $374484.44    | 0.01%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.65% 03/15/2033                                                                   | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239401.36    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.3% 04/15/2047                                                                  | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44078.69     | 0.00%             | 2047-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                           | KENTUCKY UTILITIES CO 5.85% 08/15/2055                                                              | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79419.06     | 0.00%             | 2055-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | PIEDMONT NATURAL GAS CO 2.5% 03/15/2031                                                             | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    220000 | PA      | $197961.08    | 0.01%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.6% 04/01/2040                                                                         | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    610000 | PA      | $483542.65    | 0.02%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 11/15/2043                                                        | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18010000 | PA      | $17843266.84  | 0.57%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.125% 03/01/2027                                                                           | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59877.88     | 0.00%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | SOUTHWEST GAS CORP 3.18% 08/15/2051                                                                 | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66258.31     | 0.00%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | MOTOROLA SOLUTIONS INC 2.3% 11/15/2030                                                              | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    330000 | PA      | $296902.01    | 0.01%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE 5.375% 01/13/2042                                                                            | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $266101.69    | 0.01%             | 2042-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5.5% 09/08/2053                                                            | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $49386.55     | 0.00%             | 2053-09-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                               | SUNCOR ENERGY INC 7.15% 02/01/2032                                                                  | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $100603.96    | 0.00%             | 2032-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.335%/VAR 09/10/2035                                                                  | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $520599.40    | 0.02%             | 2035-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2050#CA6399                                                                    | CUSIP: 3140QEDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505098 | PA      | $426875.78    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 4% 12/15/2042                                                                   | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48849.03     | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | DR HORTON INC 5% 10/15/2034                                                                         | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120033.70    | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2033#CA1799                                                                    | CUSIP: 3140Q87M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80544 | PA      | $79456.96     | 0.00%             | 2033-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 08/20/2052#MA8200                                                                        | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    956497 | PA      | $901350.72    | 0.03%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 4.5%/VAR 09/15/2047                                                             | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196822.36    | 0.01%             | 2047-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP 5.25% 08/15/2032                          | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40824.15     | 0.00%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 5.2% 04/15/2054                                                      | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $317218.70    | 0.01%             | 2054-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH                                     | NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 4.944% 01/12/2028                                          | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255811.42    | 0.01%             | 2028-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6% 12/20/2052#MA8492                                                                        | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1002704 | PA      | $1031277.05   | 0.03%             | 2052-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2038#CB6791                                                                    | CUSIP: 3140QSRM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218783 | PA      | $205228.98    | 0.01%             | 2038-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.25% 02/01/2035                                                                          | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85331.60     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 2.5% 09/01/2040 #TBA                                                                      | CUSIP: 01F022493<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1500000 | PA      | $1407304.65   | 0.04%             | 2040-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                                                   | SELECTIVE INSURANCE GROUP INC 5.9% 04/15/2035                                                       | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128971.64    | 0.00%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                    | PIONEER NATURAL RESOURCES CO 1.9% 08/15/2030                                                        | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    210000 | PA      | $187759.86    | 0.01%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.05% 09/11/2026                                                                          | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    290000 | PA      | $284687.47    | 0.01%             | 2026-09-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 3.9% 04/26/2028                                                                      | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549326.83    | 0.02%             | 2028-04-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 11/01/2053#BY8663                                                                      | CUSIP: 3140NRTV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39842 | PA      | $40828.30     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 1.15% 08/13/2026                                                     | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388739.20    | 0.01%             | 2026-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 4.1% 06/15/2030                                                                    | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    253000 | PA      | $246648.49    | 0.01%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 5.75% 03/14/2055                                                              | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $105026.44    | 0.00%             | 2055-03-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.45% 09/06/2034                                                           | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99031.69     | 0.00%             | 2034-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 2.875% 11/15/2029                                                                       | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    370000 | PA      | $351393.46    | 0.01%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6.5% 12/20/2052#MA8493                                                                      | CUSIP: 36179XNJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207579 | PA      | $214458.12    | 0.01%             | 2052-12-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/20/2054#MB0087                                                                        | CUSIP: 3618N5CZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262311 | PA      | $232576.16    | 0.01%             | 2054-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 1.75% 04/01/2026                                                      | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177297.12    | 0.01%             | 2026-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.7% 04/15/2050                                                                         | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91686.06     | 0.00%             | 2050-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 3.95% 02/15/2027                                                          | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    214000 | PA      | $213591.72    | 0.01%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#CA8820                                                                      | CUSIP: 3140QGYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    910938 | PA      | $731157.12    | 0.02%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 4.6% 05/15/2030                                                                | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290033.68    | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.25% 05/14/2035                                                          | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205008.65    | 0.01%             | 2035-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 5.05% 09/01/2034                                                         | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100880.07    | 0.00%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2049#SD8001                                                                    | CUSIP: 3132DV3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183290 | PA      | $167573.33    | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 3.5% 05/15/2029                                                                     | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    520000 | PA      | $509800.85    | 0.02%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 5.15% 02/15/2034                                                                    | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218658.32    | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 08/15/2043                                                       | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     86000 | PA      | $73348.59     | 0.00%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 3.1% 08/15/2050                                                                 | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133005.67    | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 4% 04/01/2048                                                                     | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78378.28     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 10/20/2051#MA7651                                                                      | CUSIP: 36179WQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68904 | PA      | $62920.27     | 0.00%             | 2051-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.425%/VAR 08/15/2035                                                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603931.82    | 0.02%             | 2035-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 3.95% 01/20/2040                                                            | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $265047.00    | 0.01%             | 2040-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 5.4% 03/21/2034                                                              | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162423.01    | 0.01%             | 2034-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 5.25% 05/15/2050                                                                         | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    178000 | PA      | $156591.32    | 0.00%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 2.85% 12/15/2051                                                             | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    155000 | PA      | $98279.70     | 0.00%             | 2051-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 04/01/2051#QC0302                                                                      | CUSIP: 3133AJKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    722225 | PA      | $574271.34    | 0.02%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 5.3% 06/25/2054                                                                      | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190252.14    | 0.01%             | 2054-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 4.6% 12/01/2048                                                      | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    208000 | PA      | $176891.93    | 0.01%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2043#AU9992                                                                      | CUSIP: 3138XAC61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32012 | PA      | $30879.70     | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 5.95% 07/15/2029                                                                  | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196470.21    | 0.01%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.939%/VAR 08/18/2034                                                | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212565.01    | 0.01%             | 2034-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 3% 02/01/2051                                                                     | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    110000 | PA      | $69269.47     | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/46#BC2843                                                                           | CUSIP: 3140EXER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71323 | PA      | $68242.04     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.858% 05/01/2054                                                                         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $120625.30    | 0.00%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2051#CA8587                                                                      | CUSIP: 3140QGRH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1505772 | PA      | $1196831.19   | 0.04%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 4.35% 06/01/2028                                                             | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150620.56    | 0.00%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.2% 04/17/2028                                                                   | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200158.51    | 0.01%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 3.65% 02/01/2026                                                       | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129390.48    | 0.00%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033                                                 | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127305.67    | 0.00%             | 2033-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 3% 01/15/2052                                                          | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $68094.61     | 0.00%             | 2052-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 11/15/2041                                                       | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    229000 | PA      | $186679.73    | 0.01%             | 2041-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 4.5% 02/01/2045                                                   | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155102.32    | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | EPR PPTYS 4.75% 12/15/2026                                                                          | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130116.20    | 0.00%             | 2026-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2048#BK1693                                                                    | CUSIP: 3140HE3B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12123 | PA      | $11876.03     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2034#MA3739                                                                    | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30301 | PA      | $29711.81     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.406% 08/25/2030                                                    | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    710000 | PA      | $626599.64    | 0.02%             | 2030-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5.7% 04/01/2055                                                                        | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274912.46    | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 5.5% 03/01/2055                                                      | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97652.97     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 2.75% 03/01/2026                                                       | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148782.68    | 0.00%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 02/15/2030                                                                           | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    724000 | PA      | $660536.88    | 0.02%             | 2030-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                                                  | CAPITAL ONE MULTI-ASST EXEC TR 2.06% 08/15/2028                                                     | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    111000 | PA      | $108934.08    | 0.00%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 12/20/2050#MA7051                                                                        | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9802441 | PA      | $8027178.70   | 0.25%             | 2050-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2054#DC3059                                                                    | CUSIP: 3140AQMH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28591 | PA      | $28765.84     | 0.00%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 2.8% 09/15/2041                                                                       | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    370000 | PA      | $259348.31    | 0.01%             | 2041-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.561%/VAR 05/01/2032                                                                 | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $538790.03    | 0.02%             | 2032-05-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                            | MISSISSIPPI POWER CO 3.95% 03/30/2028                                                               | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119888.56    | 0.00%             | 2028-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.375% 10/27/2027                                                     | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    140000 | PA      | $140840.00    | 0.00%             | 2027-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#CA2058                                                                    | CUSIP: 3140Q9JC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82476 | PA      | $80668.54     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                               | M and T BANK CORP 5.053%/VAR 01/27/2034                                                             | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188545.44    | 0.01%             | 2034-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.5% 10/15/2032                                                                 | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104085.73    | 0.00%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 5.8% 01/15/2055                                                                          | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255324.68    | 0.01%             | 2055-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 4.15% 07/01/2047                                                          | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48313.64     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2051#                                                                          | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1758867 | PA      | $1471090.70   | 0.05%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.75% 09/15/2051                                                                     | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    160000 | PA      | $97073.79     | 0.00%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 3.65% 06/01/2051                                                      | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $74816.85     | 0.00%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.25% 01/25/2032                                                     | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1900000 | PA      | $1689764.43   | 0.05%             | 2032-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 03/01/2054#MA5296                                                                    | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    856789 | PA      | $863633.23    | 0.03%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 08/20/2048#MA5399                                                                      | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159452 | PA      | $156663.74    | 0.00%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 01/31/2026                                                                          | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1410000 | PA      | $1410572.81   | 0.04%             | 2026-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 5.65% 01/13/2037                                                                  | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $1041000.00   | 0.03%             | 2037-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 5.053% 06/30/2035                                                                 | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $504961.85    | 0.02%             | 2035-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 3.4% 02/04/2041                                                                    | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    180000 | PA      | $135023.52    | 0.00%             | 2041-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                               | STORE CAPITAL LLC 4.5% 03/15/2028                                                                   | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198868.87    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                                    | STANLEY BLACK and DECKER INC 6% 03/06/2028                                                          | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104140.33    | 0.00%             | 2028-03-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.718% 01/25/2031                                                    | CUSIP: 3137FL2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165000 | PA      | $161720.89    | 0.01%             | 2031-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 09/20/2050#MA6868                                                                        | CUSIP: 36179VTZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134939 | PA      | $127654.48    | 0.00%             | 2050-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                   | SUTTER HEALTH 3.361% 08/15/2050                                                                     | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    170000 | PA      | $116002.05    | 0.00%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.2% 08/15/2049                                                           | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    120000 | PA      | $80824.67     | 0.00%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.55% 07/09/2027                                                        | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503618.71    | 0.02%             | 2027-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.85% 02/01/2030                                                                | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $214928.05    | 0.01%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 4.85% 11/01/2028                                                                 | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    510000 | PA      | $515498.87    | 0.02%             | 2028-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN INC                                                    | ANHEUSER-BUSCH INBEV FIN INC 4.9% 02/01/2046                                                        | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90998.95     | 0.00%             | 2046-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 3.2% 03/10/2032                                                               | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $174691.04    | 0.01%             | 2032-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.663% 06/15/2051                                                                         | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84894.17     | 0.00%             | 2051-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3.379% 02/08/2061                                                        | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    110000 | PA      | $70269.76     | 0.00%             | 2061-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 08/31/2029                                                                         | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5210000 | PA      | $5207557.81   | 0.16%             | 2029-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2054#                                                                          | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3435163 | PA      | $3456164.23   | 0.11%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                      | SOUTHWESTERN ELEC POWER CO 3.25% 11/01/2051                                                         | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     65000 | PA      | $41906.87     | 0.00%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 07/31/2029                                                                         | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13410000 | PA      | $12920744.46  | 0.41%             | 2029-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.975%/VAR 03/14/2030                                                     | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154161.47    | 0.00%             | 2030-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 1.7% 08/05/2031                                                                           | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    280000 | PA      | $246048.25    | 0.01%             | 2031-08-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 06/20/2053#MA8947                                                                        | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    426829 | PA      | $424423.37    | 0.01%             | 2053-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.25% 02/05/2050                                                                 | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $183748.31    | 0.01%             | 2050-02-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 5.9% 11/15/2033                                                                   | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161532.31    | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 01/01/2053#QF6552                                                                      | CUSIP: 3133BUH59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239025 | PA      | $245467.27    | 0.01%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | DIGITAL REALTY TRUST LP 3.7% 08/15/2027                                                             | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    370000 | PA      | $367100.42    | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.375% 03/01/2029                                                                             | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107341.39    | 0.00%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.049%/VAR 07/23/2030                                                 | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511886.21    | 0.02%             | 2030-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 5.85% 03/08/2053                                                            | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129872.13    | 0.00%             | 2053-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | EPR PPTYS 4.5% 06/01/2027                                                                           | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209341.40    | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCO INC 3.9% 06/01/2028                                                                           | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168743.35    | 0.01%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 08/09/2033                                                                      | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209120.29    | 0.01%             | 2033-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.6% 02/21/2054                                                                          | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    330000 | PA      | $300117.11    | 0.01%             | 2054-02-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.75% 03/15/2039                                                         | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114201.80    | 0.00%             | 2039-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 4.5% 02/01/2028                                                                        | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242501.11    | 0.01%             | 2028-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 7.66%/VAR 11/09/2031                                                        | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    430000 | PA      | $484221.44    | 0.02%             | 2031-11-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 2.75% 02/01/2026                                                                          | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138926.36    | 0.00%             | 2026-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 2.55% 04/27/2050                                                                  | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    360000 | PA      | $213041.15    | 0.01%             | 2050-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 4.5% 05/15/2058                                                        | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    220000 | PA      | $177442.56    | 0.01%             | 2058-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2051#CB1634                                                                      | CUSIP: 3140QLY83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615100 | PA      | $533458.26    | 0.02%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 4.5% 06/01/2047                                                                 | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168532.46    | 0.01%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2055#DD7084                                                                    | CUSIP: 3140B72S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199541 | PA      | $192018.39    | 0.01%             | 2055-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 6.35% 09/15/2037                                                            | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109427.02    | 0.00%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.05% 08/12/2051                                                                         | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29564.45     | 0.00%             | 2051-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL OF PHILADELPHIA/THE                                         | CHILDREN'S HOSPITAL OF PHILADELPHIA/THE 2.704% 07/01/2050                                           | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |     98000 | PA      | $59749.83     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                        | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6160000 | PA      | $5065396.89   | 0.16%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2048#BK5011                                                                      | CUSIP: 3140HJR94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18516 | PA      | $17571.80     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033     | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $658120.11    | 0.02%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 04/01/2055#DD7200                                                                      | CUSIP: 3140B8AA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    997894 | PA      | $1019800.11   | 0.03%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP                        | JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP 6.375% 02/25/2055 144A                     | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60299.55     | 0.00%             | 2055-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.7% 04/01/2053                                                         | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92976.09     | 0.00%             | 2053-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2033#MA3312                                                                      | CUSIP: 31418CVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79197 | PA      | $77088.82     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                             | DUKE ENERGY IND INC 6.45% 04/01/2039                                                                | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    110000 | PA      | $121660.84    | 0.00%             | 2039-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2047#Q48875                                                                      | CUSIP: 3132WN2H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2124600 | PA      | $2007773.10   | 0.06%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027                                                        | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    152000 | PA      | $150856.28    | 0.00%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                               | CI FINL CORP 3.2% 12/17/2030                                                                        | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $197722.06    | 0.01%             | 2030-12-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                                                  | CAPITAL ONE MULTI-ASST EXEC TR 1.39% 07/15/2030                                                     | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $261133.10    | 0.01%             | 2030-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM INTERNATIONAL INC 2.95% 01/15/2032                                                              | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62657.64     | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 3.7% 12/01/2042                                                            | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199862.70    | 0.01%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.45% 06/29/2029                                                           | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344189.34    | 0.01%             | 2029-06-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.711%/VAR 01/24/2035                                                         | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    270000 | PA      | $281254.94    | 0.01%             | 2035-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6% 01/20/2053#MA8571                                                                        | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246122 | PA      | $252981.65    | 0.01%             | 2053-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2053#CB6300                                                                      | CUSIP: 3140QSAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2283241 | PA      | $2136077.13   | 0.07%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 4.45% 01/15/2049                                                  | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82423.88     | 0.00%             | 2049-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/20/2045#MA3311                                                                        | CUSIP: 36179RVC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8138 | PA      | $7782.23      | 0.00%             | 2045-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.45% 02/15/2043                                                          | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86464.01     | 0.00%             | 2043-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 5.5% 01/01/2055#FA0366                                                               | CUSIP: 3140W0MQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1382759 | PA      | $1403743.39   | 0.04%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 06/30/2031                                                                          | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6210000 | PA      | $6353363.69   | 0.20%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 2.8% 09/08/2027                                                             | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283969.23    | 0.01%             | 2027-09-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.953%/VAR 02/04/2032                                                         | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263750.90    | 0.01%             | 2032-02-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 4.95%/VAR 08/04/2031                                                 | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181480.00    | 0.01%             | 2031-08-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 06/30/2032                                                                             | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11460000 | PA      | $11519090.63  | 0.36%             | 2032-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 5% 11/01/2032                                                                   | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100833.62    | 0.00%             | 2032-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 4.625% 05/15/2052                                                    | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83754.98     | 0.00%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2050#CA6301                                                                      | CUSIP: 3140QEAB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114479 | PA      | $92171.62     | 0.00%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.224% 03/25/2027                                                    | CUSIP: 3137BXQY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $246931.93    | 0.01%             | 2027-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.25% 03/02/2033                                                                          | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420913.07    | 0.01%             | 2033-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 1.875% 01/24/2030                                                            | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |   1139000 | PA      | $1054877.59   | 0.03%             | 2030-01-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 4.812% 02/13/2033                                                        | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150478.03    | 0.00%             | 2033-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 6.65% 02/01/2033                                                                 | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    520000 | PA      | $562917.38    | 0.02%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 6.8% 10/01/2027                                                                   | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    330000 | PA      | $344423.06    | 0.01%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC INC                                                           | GOLUB CAPITAL BDC INC 6% 07/15/2029                                                                 | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122780.25    | 0.00%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 07/20/2052#MA8149                                                                      | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    394742 | PA      | $360277.29    | 0.01%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2053#QG8209                                                                      | CUSIP: 3133C9DN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384236 | PA      | $380350.28    | 0.01%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2052#FS7953                                                                    | CUSIP: 3140XPZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448381 | PA      | $372777.70    | 0.01%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.35% 04/15/2047                                                                           | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83077.02     | 0.00%             | 2047-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.69%/VAR 03/12/2030                                                                   | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $270537.33    | 0.01%             | 2030-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2047#MA4383                                                                        | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52384 | PA      | $49998.26     | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2053#SD6959                                                                      | CUSIP: 3132DUWU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1231330 | PA      | $1231961.19   | 0.04%             | 2053-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 6.377%/VAR 06/08/2034                                                          | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161353.97    | 0.01%             | 2034-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | EMERSON ELECTRIC CO 2.8% 12/21/2051                                                                 | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $137830.38    | 0.00%             | 2051-12-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.45% 05/14/2046                                                                         | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $240570.61    | 0.01%             | 2046-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2051#CB0844                                                                    | CUSIP: 3140QK5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74816 | PA      | $62177.18     | 0.00%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.6% 06/01/2050                                                                        | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    230000 | PA      | $140501.78    | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#BE2267                                                                      | CUSIP: 3140FMQV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23276 | PA      | $20768.45     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.831%/VAR 10/24/2051                                                   | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    140000 | PA      | $87066.48     | 0.00%             | 2051-10-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.1% 03/25/2061                                                                         | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    880000 | PA      | $616851.20    | 0.02%             | 2061-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/49#MA3692                                                                         | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163298 | PA      | $149295.28    | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 5% 09/20/2034                                                                    | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88641.12     | 0.00%             | 2034-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2054#SD8419                                                                      | CUSIP: 3132DWK85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667601 | PA      | $659180.66    | 0.02%             | 2054-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#SD8194                                                                    | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3700061 | PA      | $3087738.70   | 0.10%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 3.85% 10/15/2030                                                              | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    750000 | PA      | $734347.50    | 0.02%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.2% 03/01/2048                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    264000 | PA      | $234568.69    | 0.01%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 03/01/2035#MA3956                                                                      | CUSIP: 31418DME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5375 | PA      | $5187.39      | 0.00%             | 2035-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.164%/VAR 04/20/2029                                                                | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    850000 | PA      | $869008.98    | 0.03%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 3.2% 11/15/2049                                                              | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    120000 | PA      | $80460.19     | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 09/30/2029                                                                           | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1460000 | PA      | $1452186.72   | 0.05%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.253% 01/25/2030                                                    | CUSIP: 3137FREH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    760000 | PA      | $708305.79    | 0.02%             | 2030-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 3.45% 03/25/2030                                                                       | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155951.46    | 0.00%             | 2030-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 1.85% 09/15/2032                                                      | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $134123.70    | 0.00%             | 2032-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.244%/VAR 04/24/2038                                                   | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $440448.72    | 0.01%             | 2038-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 05/20/2052#MA8043                                                                        | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4861216 | PA      | $4308258.46   | 0.14%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2048#BJ4582                                                                      | CUSIP: 3140H6CU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30520 | PA      | $28981.87     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.2% 06/15/2026                                                             | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1626000 | PA      | $1614900.94   | 0.05%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.05% 07/15/2033                                                                   | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353590.34    | 0.01%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2033#MA3282                                                                    | CUSIP: 31418CUG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16570 | PA      | $15928.47     | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.5% 02/15/2046                                                         | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    329000 | PA      | $225609.18    | 0.01%             | 2046-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 3.369%/VAR 12/14/2046                                                      | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $144908.13    | 0.00%             | 2046-12-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2048#BK4764                                                                      | CUSIP: 3140HJJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13725 | PA      | $13002.94     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                                    | STANLEY BLACK and DECKER INC 3% 05/15/2032                                                          | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    190000 | PA      | $170051.64    | 0.01%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.5% 04/15/2027                                                                      | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    750000 | PA      | $733706.33    | 0.02%             | 2027-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 1.65% 06/01/2030                                                                       | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    960000 | PA      | $861631.59    | 0.03%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059                                                      | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372600.33    | 0.01%             | 2059-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                                       | TYCO ELECTRONICS GROUP SA 4.5% 02/13/2026                                                           | CUSIP: 902133AZ0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200059.55    | 0.01%             | 2026-02-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 5% 02/13/2036                                                                        | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250194.44    | 0.01%             | 2036-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.7% 04/15/2046                                                                       | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    380000 | PA      | $282081.09    | 0.01%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 11/20/2047#MA4837                                                                      | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96687 | PA      | $89348.19     | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.2% 05/19/2032                                                                    | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139921.48    | 0.00%             | 2032-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.625% 04/15/2053                                                                     | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219585.00    | 0.01%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                     | BLUE OWL CREDIT INCOME CORP 5.8% 03/15/2030                                                         | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106359.78    | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027                                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    360000 | PA      | $349559.29    | 0.01%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 4.3% 07/29/2030                                                                        | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200861.88    | 0.01%             | 2030-07-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 5% 01/15/2035                                                           | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128525.04    | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2046#AS7375                                                                      | CUSIP: 3138WHFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27770 | PA      | $24804.81     | 0.00%             | 2046-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                  | TR FINANCE LLC 5.85% 04/15/2040                                                                     | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113247.62    | 0.00%             | 2040-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.558% 07/09/2034                                                      | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209227.62    | 0.01%             | 2034-07-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#BU1339                                                                    | CUSIP: 3140M2PZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20069 | PA      | $16747.84     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 3.3% 02/15/2053                                                           | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65582.17     | 0.00%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 10/31/2028                                                                         | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3722000 | PA      | $3862592.74   | 0.12%             | 2028-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 5.625% 04/15/2041                                                                       | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    169000 | PA      | $175734.05    | 0.01%             | 2041-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C12                                                           | BBCMS MTG TR 2021-C12 A5 2.689% 11/15/2054                                                          | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $267204.45    | 0.01%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 09/20/2050#MA6864                                                                        | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    436020 | PA      | $357293.23    | 0.01%             | 2050-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 5% 09/01/2035                                                                            | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151035.95    | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 5.8% 03/08/2032                                                                   | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132178.88    | 0.00%             | 2032-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 4.68% 02/15/2045                                                                     | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84021.93     | 0.00%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.125% 07/01/2049   | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $162534.95    | 0.01%             | 2049-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                                        | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $1136285.11   | 0.04%             | 2034-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 6.25% 09/30/2029                                                         | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103363.99    | 0.00%             | 2029-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.95% 02/27/2063                                                                   | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $186745.39    | 0.01%             | 2063-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 5.4% 06/15/2047                                                                  | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $152389.77    | 0.00%             | 2047-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 4.2% 10/01/2027                                                                   | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89743.13     | 0.00%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 1.462%/VAR 06/09/2027                                                                 | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293370.94    | 0.01%             | 2027-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                               | AMCOR FLEXIBLES NORTH AMERICA INC 2.69% 05/25/2031                                                  | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    220000 | PA      | $199154.45    | 0.01%             | 2031-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 6.051%/VAR 02/01/2035                                                          | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210717.52    | 0.01%             | 2035-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | REYNOLDS AMERICAN INC 5.7% 08/15/2035                                                               | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113208.66    | 0.00%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 5.85% 11/15/2027                                                      | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103628.69    | 0.00%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMEREN ILL CO                                                                   | AMEREN ILL CO 4.95% 06/01/2033                                                                      | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213603.85    | 0.01%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 4.368% 06/15/2047                                                               | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24192.28     | 0.00%             | 2047-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.65% 08/15/2062                                                                 | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83299.39     | 0.00%             | 2062-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2046#BC1497                                                                      | CUSIP: 3140EVUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64222 | PA      | $61447.66     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 6.184% 07/13/2043                                                      | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $64048.71     | 0.00%             | 2043-07-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 5.188%/VAR 03/14/2035                                                     | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264935.30    | 0.01%             | 2035-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2035#FM3869                                                                      | CUSIP: 3140X7JP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79633 | PA      | $76879.28     | 0.00%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.45% 09/15/2034                                                                            | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162050.19    | 0.01%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.95% 04/01/2049                                                                  | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244469.36    | 0.01%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#FM1675                                                                      | CUSIP: 3140X42H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195027 | PA      | $171395.91    | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 5.45% 03/02/2028                                                                         | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154295.75    | 0.00%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2048#G61896                                                                    | CUSIP: 31335CC93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6702 | PA      | $6176.82      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.8% 08/15/2029                                                                 | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98001.39     | 0.00%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2053#QG4497                                                                    | CUSIP: 3133C47J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58176 | PA      | $58694.91     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2047#AL9868                                                                    | CUSIP: 3138ER6E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75873 | PA      | $65119.04     | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 2.625% 11/15/2027                                                             | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175222.80    | 0.01%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.95% 05/15/2062                                                             | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    630000 | PA      | $532955.86    | 0.02%             | 2062-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 4.693% 02/13/2028                                                           | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131794.22    | 0.00%             | 2028-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                               | ONEOK PARTNERS LP 6.65% 10/01/2036                                                                  | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    350000 | PA      | $379129.56    | 0.01%             | 2036-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 1.875% 01/15/2027                                                      | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290760.71    | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 4.5% 09/01/2040 #TBA                                                                      | CUSIP: 01F042491<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    850000 | PA      | $848173.86    | 0.03%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | CORNING INC 3.9% 11/15/2049                                                                         | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53240.78     | 0.00%             | 2049-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.875% 03/15/2039                                                                         | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $177705.48    | 0.01%             | 2039-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.587%/VAR 01/18/2036                                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033910.31   | 0.03%             | 2036-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 1.45% 06/01/2027                                                                       | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115292.49    | 0.00%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2054#MA9602                                                                        | CUSIP: 36179YU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    572930 | PA      | $535019.33    | 0.02%             | 2054-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 3.75% 06/15/2027                                                                   | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456350.66    | 0.01%             | 2027-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2054#FA0936                                                                    | CUSIP: 3140W1BE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    553757 | PA      | $562160.69    | 0.02%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                       | TARGA RES P LP/TARGA RES P FIN 6.875% 01/15/2029                                                    | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $632073.56    | 0.02%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 6.35% 02/09/2035                                                       | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    430000 | PA      | $445050.00    | 0.01%             | 2035-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX CORP 6.9% 05/01/2034                                                                           | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    300000 | PA      | $334541.39    | 0.01%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.375% 02/12/2035                                                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $409600.00    | 0.01%             | 2035-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 06/01/2051#QC3259                                                                      | CUSIP: 3133AMTQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20418 | PA      | $16260.74     | 0.00%             | 2051-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.04% 07/16/2029                                                       | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $573150.07    | 0.02%             | 2029-07-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 4.45% 04/14/2046                                                                        | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122658.68    | 0.00%             | 2046-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.074% 01/25/2031                                                    | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180000 | PA      | $162620.06    | 0.01%             | 2031-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                         | PILGRIMS PRIDE CORP NEW 6.25% 07/01/2033                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189700.56    | 0.01%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.109%/VAR 04/22/2051                                                         | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33435.61     | 0.00%             | 2051-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 3.5% 09/01/2040 #TBA                                                                      | CUSIP: 01F032492<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $484101.55    | 0.02%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 10/20/2049#MA6220                                                                        | CUSIP: 36179U4D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41335 | PA      | $39181.22     | 0.00%             | 2049-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 3.669% 07/20/2028                                                                 | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $289411.79    | 0.01%             | 2028-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 4.6% 06/01/2052                                                          | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123725.94    | 0.00%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2.75% 09/15/2027                                                                           | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    815000 | PA      | $797491.97    | 0.03%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 3.25% 06/09/2028                                                            | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    210000 | PA      | $208155.06    | 0.01%             | 2028-06-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2051#CB2090                                                                    | CUSIP: 3140QMKC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242526 | PA      | $202617.82    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                   | NSTAR ELEC CO 5.2% 03/01/2035                                                                       | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213282.62    | 0.01%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2051#MA7313                                                                        | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214440 | PA      | $190332.76    | 0.01%             | 2051-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.85% 05/07/2030                                                     | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286478.13    | 0.01%             | 2030-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.9% 01/10/2034                                                         | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139716.60    | 0.00%             | 2034-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2053#SD8360                                                                    | CUSIP: 3132DWJD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167449 | PA      | $161528.90    | 0.01%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.35% 01/31/2033                                                          | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517857.43    | 0.02%             | 2033-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                       | DH EUROPE FINANCE II SARL 3.4% 11/15/2049                                                           | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $56740.08     | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 4.75% 11/14/2033                                                   | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    530000 | PA      | $553674.16    | 0.02%             | 2033-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 2.9% 05/15/2030                                                                 | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    310000 | PA      | $286126.52    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 5% 08/19/2034                                                                | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100047.58    | 0.00%             | 2034-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 6.35% 03/14/2034                                                                 | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $212070.11    | 0.01%             | 2034-03-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 2.1% 06/15/2030                                                                 | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107923.97    | 0.00%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                       | WYETH LLC 5.95% 04/01/2037                                                                          | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53338.37     | 0.00%             | 2037-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                                               | BARRICK NORTH AMER FIN LLC 5.7% 05/30/2041                                                          | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $243881.07    | 0.01%             | 2041-05-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM INTERNATIONAL INC 4.55% 03/01/2029                                                              | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120608.72    | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.2% 03/01/2033                                                        | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340900.13    | 0.01%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2051#FM7460                                                                      | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    527285 | PA      | $499231.29    | 0.02%             | 2051-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2053#CB6841                                                                      | CUSIP: 3140QSS77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777502 | PA      | $771096.73    | 0.02%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORP / BROADCOM CAYMAN FIN LTD                                         | BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.875% 01/15/2027                                           | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $766759.62    | 0.02%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.6% 04/15/2035                                                                         | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    310000 | PA      | $320855.77    | 0.01%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2050#BO8419                                                                    | CUSIP: 3140K4K90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48220 | PA      | $44024.59     | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.625% 10/15/2036                                                                | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    280000 | PA      | $302200.19    | 0.01%             | 2036-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 3.8% 02/15/2028                                                                   | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99035.92     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                              | KAISER FNDTN HOSPS 3.266% 11/01/2049                                                                | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    110000 | PA      | $75615.34     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 2.95% 05/05/2045                                                            | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    370000 | PA      | $258308.10    | 0.01%             | 2045-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                             | CONNECTICUT LT and PWR CO 5.25% 01/15/2053                                                          | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112076.70    | 0.00%             | 2053-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6% 06/15/2048                                                                    | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $316373.45    | 0.01%             | 2048-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 2.2% 11/02/2028                                                                       | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93367.48     | 0.00%             | 2028-11-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | MOTOROLA SOLUTIONS INC 4.6% 02/23/2028                                                              | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111187.12    | 0.00%             | 2028-02-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.875% 10/15/2049                                                                       | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     80000 | PA      | $51755.21     | 0.00%             | 2049-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 2.55% 11/15/2030                                                                     | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366873.55    | 0.01%             | 2030-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                       | FEDERAL FARM CREDIT BANKS 3.8% 04/05/2032                                                           | CUSIP: 3133ENTX8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $967005.85    | 0.03%             | 2032-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AB SVENSK EXPORTKREDIT                                                          | AB SVENSK EXPORTKREDIT 2.25% 03/22/2027                                                             | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |    970000 | PA      | $945473.55    | 0.03%             | 2027-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.125% 06/15/2039                                                                           | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94331.83     | 0.00%             | 2039-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 2.45% 12/02/2031                                                                 | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $177172.14    | 0.01%             | 2031-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 6.339%/VAR 07/27/2029                                                           | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    290000 | PA      | $306101.61    | 0.01%             | 2029-07-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2053#BY8169                                                                    | CUSIP: 3140NRCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558799 | PA      | $563577.77    | 0.02%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2052#SD8238                                                                    | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1366365 | PA      | $1321470.09   | 0.04%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3.625% 03/19/2050                                                                       | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74214.13     | 0.00%             | 2050-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.6% 02/10/2048                                                        | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    270000 | PA      | $203310.00    | 0.01%             | 2048-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 5.3% 06/01/2034                                                       | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237076.47    | 0.01%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 8.5% 01/18/2031                                             | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $119558.30    | 0.00%             | 2031-01-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.1% 01/15/2029                                                         | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    860000 | PA      | $897397.59    | 0.03%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.984% 09/25/2050                                                                  | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71978.92     | 0.00%             | 2050-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 1.8% 09/22/2031                                                                         | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    240000 | PA      | $211752.40    | 0.01%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2049#                                                                            | CUSIP: 3132DV3P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73017 | PA      | $69109.75     | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 2.375% 05/22/2030                                                                       | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    310000 | PA      | $286744.57    | 0.01%             | 2030-05-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 09/01/2034#SB8006                                                                      | CUSIP: 3132D53P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28948 | PA      | $27992.24     | 0.00%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.2% 12/01/2047                                                                             | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173071.26    | 0.01%             | 2047-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 03/01/2054#QI0980                                                                      | CUSIP: 3133W7CR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    618662 | PA      | $633895.60    | 0.02%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.462% 09/06/2029                                                                  | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    430000 | PA      | $416750.34    | 0.01%             | 2029-09-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 1.684%/VAR 11/18/2027                                                             | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    515000 | PA      | $499393.81    | 0.02%             | 2027-11-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 2.55% 07/27/2033                                                                  | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1330000 | PA      | $1131830.00   | 0.04%             | 2033-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.766%/VAR 04/22/2035                                                         | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    440000 | PA      | $464636.67    | 0.01%             | 2035-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 6.95%/VAR 12/15/2054                                                    | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148841.84    | 0.00%             | 2054-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                        | TUCSON ELECTRIC POWER CO 1.5% 08/01/2030                                                            | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87041.35     | 0.00%             | 2030-08-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 2% 08/20/2052#MA8196                                                                        | CUSIP: 36179XC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    504949 | PA      | $416025.17    | 0.01%             | 2052-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.45% 03/15/2043                                                     | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $132493.01    | 0.00%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 6.05% 10/15/2036                                                           | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75067.03     | 0.00%             | 2036-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 6.2% 09/15/2055                                                                             | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145769.80    | 0.00%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 3.49% 05/15/2027                                                                       | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    442000 | PA      | $437342.79    | 0.01%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029     | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $220737.31    | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF CO                                                         | PUBLIC SERVICE CO OF CO 6.25% 09/01/2037                                                            | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    130000 | PA      | $140119.26    | 0.00%             | 2037-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 01/20/2053#MA8570                                                                      | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205875 | PA      | $208511.33    | 0.01%             | 2053-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.2% 04/01/2043                                                                      | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256117.60    | 0.01%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 3.375% 12/01/2027                                                           | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148115.93    | 0.00%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.5% 02/12/2035                                                                      | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169195.92    | 0.01%             | 2035-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027                                                      | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140153.59    | 0.00%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 4.45% 09/26/2028                                                   | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130398.78    | 0.00%             | 2028-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 6% 06/15/2054                                                                            | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58470.52     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.8% 08/15/2034                                                                | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391219.34    | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.25% 07/08/2029                                                                        | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215250.16    | 0.01%             | 2029-07-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2050#MA6542                                                                      | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    731559 | PA      | $673515.67    | 0.02%             | 2050-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 4.375% 03/06/2029                                                            | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |   1340000 | PA      | $1371169.22   | 0.04%             | 2029-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2042#G08495                                                                    | CUSIP: 3128MJRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191563 | PA      | $180928.94    | 0.01%             | 2042-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.7% 04/01/2035                                                                  | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509014.07    | 0.02%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                                | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237078.24    | 0.01%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 5.1% 10/01/2035                                                               | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123460.60    | 0.00%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.8% 01/15/2035                                                               | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155056.97    | 0.00%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 5.15% 11/15/2043                                                  | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71277.52     | 0.00%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 09/01/2051#QC7083                                                                    | CUSIP: 3133AR2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2650520 | PA      | $2214371.13   | 0.07%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                              | SONOCO PRODUCTS CO 5% 09/01/2034                                                                    | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264243.18    | 0.01%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.476%/VAR 11/11/2029                                                                  | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200358.10    | 0.01%             | 2029-11-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.834% 04/24/2030                                                                 | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267035.56    | 0.01%             | 2030-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 2.65% 06/17/2031                                                                             | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    330000 | PA      | $296361.94    | 0.01%             | 2031-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.5% 07/16/2044                                                      | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100101.51    | 0.00%             | 2044-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2048#SI2017                                                                      | CUSIP: 3133USG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209195 | PA      | $198195.70    | 0.01%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 4.625% 04/29/2030                                                       | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $240690.21    | 0.01%             | 2030-04-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                             | PECO ENERGY COMPANY 4.9% 06/15/2033                                                                 | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233866.73    | 0.01%             | 2033-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2049#RA1827                                                                      | CUSIP: 3133KHA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115763 | PA      | $116220.52    | 0.00%             | 2049-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.25% 12/15/2027                                                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    410000 | PA      | $400387.18    | 0.01%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                           | KENTUCKY UTILITIES CO 5.125% 11/01/2040                                                             | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165284.40    | 0.01%             | 2040-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2048#MA3496                                                                    | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8958 | PA      | $8756.37      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.125% 11/15/2028                                                                         | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    331000 | PA      | $326280.66    | 0.01%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 6.125% 09/15/2115                                                                | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100710.85    | 0.00%             | 2115-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                     | CENTERPOINT ENERGY RES CORP 1.75% 10/01/2030                                                        | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88103.74     | 0.00%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.333%/VAR 03/27/2036                                                                 | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010545.97   | 0.03%             | 2036-03-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 6.4% 02/14/2035                                                                  | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    480000 | PA      | $482880.00    | 0.02%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4.875% 10/04/2033                                                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    260000 | PA      | $260280.80    | 0.01%             | 2033-10-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.9% 11/01/2034                                                              | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139392.11    | 0.00%             | 2034-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.75% 05/15/2046                                                                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113187.90    | 0.00%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                       | FEDERAL FARM CREDIT BANKS 1.4% 03/10/2028                                                           | CUSIP: 3133EMSW3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2230000 | PA      | $2109394.89   | 0.07%             | 2028-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2048#G08800                                                                    | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134429 | PA      | $123902.15    | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.4% 10/01/2047                                                                  | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71276.42     | 0.00%             | 2047-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                       | AFLAC INC 3.6% 04/01/2030                                                                           | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332570.20    | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                            | LXP INDUSTRIAL TRUST 6.75% 11/15/2028                                                               | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138208.09    | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | MCKESSON CORP 4.65% 05/30/2030                                                                      | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61034.85     | 0.00%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 4.999%/VAR 09/11/2030                                                | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152426.87    | 0.00%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 04/01/2033#ZS8694                                                                    | CUSIP: 3132A9UT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13265 | PA      | $13085.64     | 0.00%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 3.195% 07/18/2029                                                        | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    670000 | PA      | $644841.66    | 0.02%             | 2029-07-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.375% 04/15/2028                                                             | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309304.42    | 0.01%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 10/20/2050#MA6931                                                                      | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    836199 | PA      | $713813.07    | 0.02%             | 2050-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                      | BMO 2022-C1 MORTGAGE TRUST 3.374% 02/15/2055                                                        | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $277577.04    | 0.01%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 4.286% 07/26/2038                                                        | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    110000 | PA      | $103577.80    | 0.00%             | 2038-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033                                                        | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301769.51    | 0.01%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 3.25% 04/30/2029                                                                      | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176203.22    | 0.01%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 5.35% 04/01/2053                                                      | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158482.83    | 0.01%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 1.15% 08/13/2027                                                           | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    470000 | PA      | $445508.64    | 0.01%             | 2027-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 4.7% 06/23/2028                                                                 | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242298.84    | 0.01%             | 2028-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 2.875% 12/04/2051                                                             | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    190000 | PA      | $118776.12    | 0.00%             | 2051-12-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 5.15% 02/15/2035                                                                        | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191416.87    | 0.01%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                       | KELLANOVA 3.25% 04/01/2026                                                                          | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288223.02    | 0.01%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 4.875% 10/01/2049                                                              | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    190000 | PA      | $158634.01    | 0.01%             | 2049-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 5.875% 12/16/2036                                                                    | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    290000 | PA      | $313351.10    | 0.01%             | 2036-12-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6% 06/20/2053#MA8949                                                                        | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213906 | PA      | $219667.08    | 0.01%             | 2053-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.778%/VAR 07/06/2029                                                         | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    430000 | PA      | $447918.81    | 0.01%             | 2029-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBLIGATED GRP                                                    | ORLANDO HEALTH OBLIGATED GRP 3.327% 10/01/2050                                                      | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $47235.71     | 0.00%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.402%/VAR 08/11/2033                                                             | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $701841.06    | 0.02%             | 2033-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2051#FM9850                                                                      | CUSIP: 3140XD5L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900706 | PA      | $786785.38    | 0.02%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.5% 08/10/2033                                                          | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293452.21    | 0.01%             | 2033-08-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 3.5% 11/01/2027                                                                    | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295393.54    | 0.01%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/47#AS8650                                                                           | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394570 | PA      | $352062.81    | 0.01%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCO INC 4.9% 03/15/2029                                                                           | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142930.75    | 0.00%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.799% 04/06/2071                                                                | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    330000 | PA      | $223051.21    | 0.01%             | 2071-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 4% 02/01/2048                                                                                | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    136000 | PA      | $101801.34    | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.3% 11/15/2032                                                                        | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    410000 | PA      | $399602.61    | 0.01%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                 | NEVADA POWER CO 3.125% 08/01/2050                                                                   | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    150000 | PA      | $95246.07     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 4.5% 05/09/2047                                                            | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82453.94     | 0.00%             | 2047-05-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.95% 03/25/2051                                                                        | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144305.92    | 0.00%             | 2051-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS and ELECTRIC CO                                                  | LOUISVILLE GAS and ELECTRIC CO 4.25% 04/01/2049                                                     | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47688.67     | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 12/01/2036#MA4497                                                                      | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141080 | PA      | $129495.56    | 0.00%             | 2036-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLAN MAST OWN TR                                                   | FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030                                                      | CUSIP: 34528PAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    821000 | PA      | $820493.94    | 0.03%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.7% 05/15/2046                                                                | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    136000 | PA      | $121420.16    | 0.00%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 07/20/2051#MA7471                                                                        | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1841183 | PA      | $1507593.25   | 0.05%             | 2051-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 6.2% 03/01/2055                                                                             | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277979.49    | 0.01%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.7% 02/10/2053                                                                          | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110350.67    | 0.00%             | 2053-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2046#BC0791                                                                    | CUSIP: 3140EU2Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102988 | PA      | $95412.34     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 1.7% 10/01/2028                                                                  | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140157.46    | 0.00%             | 2028-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 11/20/2052#MA8427                                                                      | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1561064 | PA      | $1516811.64   | 0.05%             | 2052-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                       | PACKAGING CORP OF AMERICA 5.2% 08/15/2035                                                           | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50287.16     | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 2.125% 08/15/2050                                                                        | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $80609.89     | 0.00%             | 2050-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | KINDER MORGAN ENERGY PTNRS LP 6.95% 01/15/2038                                                      | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222599.18    | 0.01%             | 2038-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 4.9% 03/14/2033                                                               | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277253.77    | 0.01%             | 2033-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 11/20/2050#MA6997                                                                      | CUSIP: 36179VX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46813 | PA      | $43098.43     | 0.00%             | 2050-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 5.25% 05/01/2050                                                              | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65261.58     | 0.00%             | 2050-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 7% 03/01/2029                                                                           | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109859.39    | 0.00%             | 2029-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2053#SD8308                                                                    | CUSIP: 3132DWGR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    791091 | PA      | $800129.70    | 0.03%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.2% 11/02/2027                                                                           | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1177475.46   | 0.04%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                                             | UBS AG LON BRANCH 4.5% 06/26/2048                                                                   | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $182122.91    | 0.01%             | 2048-06-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2048#BN0341                                                                      | CUSIP: 3140JGLX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394214 | PA      | $397249.74    | 0.01%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 6.25% 01/15/2034                                                            | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $175050.11    | 0.01%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.375% 03/15/2043                                                                  | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75998.31     | 0.00%             | 2043-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 A4 3.209% 05/10/2049                                    | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $475486.85    | 0.02%             | 2049-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5.05% 07/12/2029                                                                       | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205655.61    | 0.01%             | 2029-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 6.3% 03/01/2038                                                                      | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109698.58    | 0.00%             | 2038-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA INC                                              | DOMINION ENERGY SOUTH CAROLINA INC 2.3% 12/01/2031                                                  | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $203453.51    | 0.01%             | 2031-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2049#FM0020                                                                    | CUSIP: 3140X3AW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34794 | PA      | $31810.27     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 4.125% 06/01/2044                                                          | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    192000 | PA      | $159710.23    | 0.01%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2052#MA7988                                                                        | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3043898 | PA      | $2697658.12   | 0.09%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 2.85% 02/15/2052                                                                  | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61044.13     | 0.00%             | 2052-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 4.5% 11/28/2034                                                           | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    230000 | PA      | $225912.90    | 0.01%             | 2034-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB DE CV                                                        | GRUPO TELEVISA SAB DE CV 5% 05/13/2045                                                              | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $69688.00     | 0.00%             | 2045-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 5.3% 05/09/2035                                                                         | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102159.85    | 0.00%             | 2035-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 5.5% 03/25/2040                                                                  | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    190000 | PA      | $193710.58    | 0.01%             | 2040-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2055#RJ4529                                                                      | CUSIP: 3142GVA76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28045 | PA      | $28660.19     | 0.00%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VF CORPORATION                                                                  | VF CORPORATION 2.8% 04/23/2027                                                                      | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144811.79    | 0.00%             | 2027-04-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.125% 11/15/2027                                                      | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1148526.60   | 0.04%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                            | ALBERTA PROVINCE CDA 3.3% 03/15/2028                                                                | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    225000 | PA      | $222720.75    | 0.01%             | 2028-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 2% 08/19/2031                                                                           | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122988.62    | 0.00%             | 2031-08-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 5% 10/31/2025                                                                             | CUSIP: 91282CJE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3003144.54   | 0.10%             | 2025-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2043#BM3704                                                                      | CUSIP: 3140J8DJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231764 | PA      | $211416.43    | 0.01%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                     | ENBRIDGE ENERGY PARTNERS LP 7.375% 10/15/2045                                                       | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    210000 | PA      | $241338.28    | 0.01%             | 2045-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2050#MA4096                                                                    | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1631799 | PA      | $1366852.84   | 0.04%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2022-3                                                     | CARMAX AUTO OWNER TR 2022-3 3.97% 04/15/2027                                                        | CUSIP: 14318MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    153022 | PA      | $152862.77    | 0.00%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.878%/VAR 01/24/2039                                                                 | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    470000 | PA      | $406913.55    | 0.01%             | 2039-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOB SECURTZN CORP CALIF TOB SETTLEMENT REV                            | GOLDEN ST TOBAC 3.293% 6/1/2042                                                                     | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     60000 | PA      | $45607.89     | 0.00%             | 2042-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 6.25% 03/15/2038                                                        | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52345.75     | 0.00%             | 2038-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX CAPITAL INC 5.25% 03/27/2035                                                                   | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143019.74    | 0.00%             | 2035-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 3.5% 05/01/2050                                                                  | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $184099.55    | 0.01%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                | TRANE TECHNOLOGIES FINANCING LTD 3.8% 03/21/2029                                                    | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    180000 | PA      | $178276.41    | 0.01%             | 2029-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.9% 11/17/2045                                                              | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     97000 | PA      | $85911.01     | 0.00%             | 2045-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2031                                                                         | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13820000 | PA      | $14031078.94  | 0.44%             | 2031-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                         | MANULIFE FINANCIAL CORP 4.15% 03/04/2026                                                            | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $509526.11    | 0.02%             | 2026-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3.875% 03/19/2060                                                                       | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    210000 | PA      | $156680.78    | 0.00%             | 2060-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.27%/VAR 11/17/2033                                                                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108376.64    | 0.00%             | 2033-11-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2035#MA4075                                                                    | CUSIP: 31418DQ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97847 | PA      | $92549.68     | 0.00%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 5.25% 05/15/2053                                                                | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94753.32     | 0.00%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.687%/VAR 04/22/2032                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1841587.84   | 0.06%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2034#BJ6277                                                                    | CUSIP: 3140H76P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120654 | PA      | $114649.87    | 0.00%             | 2034-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 10/01/2043#G60538                                                                    | CUSIP: 31335AS33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    312749 | PA      | $294676.56    | 0.01%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2054#MA5353                                                                    | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1814491 | PA      | $1828985.93   | 0.06%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2052#CB3899                                                                    | CUSIP: 3140QPKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525731 | PA      | $477899.13    | 0.02%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                | LAZARD GROUP LLC 4.5% 09/19/2028                                                                    | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100441.00    | 0.00%             | 2028-09-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2050#BK8267                                                                    | CUSIP: 3140HNFH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361307 | PA      | $306369.78    | 0.01%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 4% 01/12/2033                                                                | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    500000 | PA      | $499124.34    | 0.02%             | 2033-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 5.725% 03/15/2035                                                                  | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50857.68     | 0.00%             | 2035-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBLIGATED GRP                                                    | ORLANDO HEALTH OBLIGATED GRP 5.475% 10/01/2035                                                      | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93471.58     | 0.00%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 02/01/2037#SB8140                                                                    | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138099 | PA      | $123402.26    | 0.00%             | 2037-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/35#SB8062                                                                         | CUSIP: 3132D55X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237718 | PA      | $224699.70    | 0.01%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                   | MEDTRONIC INC 4.375% 03/15/2035                                                                     | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272359.04    | 0.01%             | 2035-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.125% 08/31/2027                                                                         | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3090000 | PA      | $3060427.74   | 0.10%             | 2027-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 5.081% 06/07/2029                                                           | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411166.80    | 0.01%             | 2029-06-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 5.25%/VAR 04/20/2046                                                    | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139625.93    | 0.00%             | 2046-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5.9% 06/15/2032                                                         | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311986.07    | 0.01%             | 2032-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/46#BD9965                                                                           | CUSIP: 3140FJCB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23222 | PA      | $20742.52     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC 5.9% 03/05/2054                                                            | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187337.56    | 0.01%             | 2054-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 08/15/2046                                                        | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    148000 | PA      | $95887.81     | 0.00%             | 2046-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 08/15/2033                                                                         | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4340000 | PA      | $4294565.63   | 0.14%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2051#SD8173                                                                    | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3257767 | PA      | $2721693.97   | 0.09%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                           | MANITOBA PROVINCE CDA 4.9% 05/31/2034                                                               | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    190000 | PA      | $195487.20    | 0.01%             | 2034-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 5.153%/VAR 02/04/2031                                                          | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $164808.73    | 0.01%             | 2031-02-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV                            | LOS ANGELE C DE 4.242% 5/15/2048                                                                    | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $252475.89    | 0.01%             | 2048-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.382%/VAR 07/10/2030                                                         | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    630000 | PA      | $652417.44    | 0.02%             | 2030-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 1.375% 09/15/2030                                                            | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    380000 | PA      | $332668.60    | 0.01%             | 2030-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.8% 01/05/2034                                                            | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70517.82     | 0.00%             | 2034-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 10/20/2052#MA8348                                                                        | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    310374 | PA      | $308722.25    | 0.01%             | 2052-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2050#FS5284                                                                    | CUSIP: 3140XL2S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2065018 | PA      | $1887302.91   | 0.06%             | 2050-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2048#MA3472                                                                      | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5163 | PA      | $5203.16      | 0.00%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.05% 06/15/2048                                                     | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $145469.60    | 0.00%             | 2048-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2054#MA9665                                                                        | CUSIP: 36179YW26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144590 | PA      | $135112.72    | 0.00%             | 2054-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.05% 08/05/2062                                                                         | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    470000 | PA      | $377229.31    | 0.01%             | 2062-08-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2052#FS1374                                                                      | CUSIP: 3140XGQ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587287 | PA      | $509886.84    | 0.02%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.95% 04/13/2052                                                                     | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    570000 | PA      | $446682.89    | 0.01%             | 2052-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 6% 07/01/2054#BU4791                                                                 | CUSIP: 3140M6KD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29346 | PA      | $30009.03     | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 4% 07/15/2042                                                                              | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122832.63    | 0.00%             | 2042-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2054#DB1041                                                                    | CUSIP: 3140AAEP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29861 | PA      | $30099.51     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 4.1% 05/15/2042                                                            | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109096.98    | 0.00%             | 2042-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/47#MA4262                                                                           | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79703 | PA      | $73802.92     | 0.00%             | 2047-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 07/20/2052#MA8148                                                                        | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    309763 | PA      | $274818.55    | 0.01%             | 2052-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | MOSAIC CO NEW 4.05% 11/15/2027                                                                      | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169129.56    | 0.01%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                        | SOUTHERN COPPER CORP DEL 5.875% 04/23/2045                                                          | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    178000 | PA      | $178582.06    | 0.01%             | 2045-04-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.55% 04/01/2046                                                                         | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    490000 | PA      | $385994.56    | 0.01%             | 2046-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                      | PG and E WILDFIRE RECOVERY 5.099% 06/01/2054                                                        | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $137733.15    | 0.00%             | 2054-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 2.875% 02/01/2027                                                        | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    145000 | PA      | $143297.27    | 0.00%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer