# EDGAR Filing Document

**Accession Number:** 0000814679
**File Stem:** 0001752724-23-035890
**Filing Date:** 2023-2
**Character Count:** 491036
**Document Hash:** 383854251a957cf4d85c26b52b42d25a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035890.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035890

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ADVANCED SERIES TRUST
- **CENTRAL INDEX KEY:** 0000814679
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05186
- **FILM NUMBER:** 23657594

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 367-8982

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 17TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN SKANDIA TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON INTERNATIONAL GROWTH FUND
- **DATE OF NAME CHANGE:** 19920506

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HENDERSON GLOBAL ASSET TRUST
- **DATE OF NAME CHANGE:** 19900302

## Series and Classes Contracts Data

### AST J.P. Morgan Fixed Income Central Portfolio (Series ID: S000079726)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000241018 | AST J.P. Morgan Fixed Income Central Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Advanced Series Trust

- **b. Investment Company Act file number:** 811-05186

- **c. CIK number of Registrant:** 0000814679

- **d. LEI of Registrant:** 549300VWSUPW8FKG9V43

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-888-778-2888

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

- **a. Name of Series:** AST J.P. Morgan Fixed Income Central Portfolio

- **b. EDGAR series identifier (if any):** S000079726

- **c. LEI of Series:** 549300GMPRFOKDNCEZ38

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

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

- **b. Date as of which information is reported:** 2022-12-30

**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:** $1616975961.95

**Total Liabilities:** $59843487.72

**Net Assets:** $1557132474.23

**Stand-by Commitments:** $2008168.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 114.49234000 | **1-Year:** 27564.28899000 | **5-Year:** 299395.38876000 | **10-Year:** 187706.12870000 | **30-Year:** 26942.57509000

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

- **3-Month:** 0.00000000 | **1-Year:** 125.51590000 | **5-Year:** 211.76988000 | **10-Year:** 266.46880000 | **30-Year:** 7.45730000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241018 |  | 0.60%                | -0.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $0.00                    | $9109682.16                                |
| Month 3  | $2248308.92              | $-15471552.57                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WP CAREY INC                                | WP Carey Inc                                                                    | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194514.64    | 0.01%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31416XPK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44568 | PA      | $44821.16     | 0.00%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31288ENG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21007 | PA      | $21262.11     | 0.00%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                               | Banner Health                                                                   | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    563000 | PA      | $468954.75    | 0.03%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                     | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1402000 | PA      | $1325262.93   | 0.09%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                       | CUSIP: 31395QD23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1478296 | PA      | $72304.26     | 0.00%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                         | Dominion Energy Inc                                                             | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    885000 | PA      | $843766.50    | 0.05%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo              | Velocity Commercial Capital Loan Trust 2018-2                                   | CUSIP: 92259BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48332 | PA      | $40889.29     | 0.00%             | 2048-10-26      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132GVL67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46111 | PA      | $42006.12     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    658000 | PA      | $561675.50    | 0.04%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                            | Coca-Cola Co/The                                                                | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    540000 | PA      | $422577.56    | 0.03%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140HMJ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212402 | PA      | $202590.18    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1186452.07   | 0.08%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WLCY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    810571 | PA      | $795849.98    | 0.05%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                     | National Australia Bank Ltd                                                     | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    565000 | PA      | $475402.30    | 0.03%             | 2034-08-02      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                   | Aetna Inc                                                                       | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    182000 | PA      | $149417.47    | 0.01%             | 2042-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    614000 | PA      | $388853.88    | 0.02%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KGR83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3100022 | PA      | $2774429.36   | 0.18%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                         | Emera US Finance LP                                                             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412000 | PA      | $386900.19    | 0.02%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5574 | PA      | $5077.90      | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4EM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2633 | PA      | $2691.88      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                           | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    820000 | PA      | $774908.90    | 0.05%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    158000 | PA      | $128391.39    | 0.01%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22448352 | PA      | $22249432.85  | 1.43%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7P91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7915 | PA      | $8040.13      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                     | Entergy Mississippi LLC                                                         | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    304000 | PA      | $220127.19    | 0.01%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QEN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1061145 | PA      | $909697.52    | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138ERH60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162000 | PA      | $154166.74    | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1109172.28   | 0.07%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    215000 | PA      | $195371.81    | 0.01%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                           | TSMC Arizona Corp                                                               | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    687000 | PA      | $659004.32    | 0.04%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                      | Anglo American Capital PLC                                                      | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $212272.50    | 0.01%             | 2024-09-11      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST                               | State of California                                                             | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $84940.29     | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                     | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $733330.87    | 0.05%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140FV4Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447102 | PA      | $439489.15    | 0.03%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                       | University of Chicago/The                                                       | CUSIP: 91412NAF7<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146802.95    | 0.01%             | 2030-10-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    891000 | PA      | $843766.32    | 0.05%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21510000 | PA      | $19285059.38  | 1.24%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                  | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    588000 | PA      | $423872.65    | 0.03%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132J7EK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    462554 | PA      | $421363.59    | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31398PKD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64773 | PA      | $4615.66      | 0.00%             | 2040-04-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                  | Pfizer Inc                                                                      | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    766000 | PA      | $721646.83    | 0.05%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    931000 | PA      | $881666.42    | 0.06%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                    | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567PAQ3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $154522.00    | 0.01%             | 2050-06-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JT INTL FIN SERVICES BV                     | JT International Financial Services BV                                          | CUSIP: 480914AA8<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |    590000 | PA      | $627326.29    | 0.04%             | 2032-10-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                     | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    589910 | PA      | $491835.35    | 0.03%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38374T2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    562436 | PA      | $8672.98      | 0.00%             | 2038-09-20      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    516000 | PA      | $445519.96    | 0.03%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MN5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52801 | PA      | $48044.93     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                       | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    321000 | PA      | $215468.44    | 0.01%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    774000 | PA      | $523971.32    | 0.03%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    755000 | PA      | $721009.90    | 0.05%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132HLM34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9057 | PA      | $8250.37      | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    764000 | PA      | $738465.82    | 0.05%             | 2024-09-18      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                       | CUSIP: 3136FFQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39358 | PA      | $8141.98      | 0.00%             | 2037-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $734743.72    | 0.05%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137ABAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69921 | PA      | $66797.21     | 0.00%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                            | NTT Finance Corp                                                                | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $389945.28    | 0.03%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    610000 | PA      | $537761.12    | 0.03%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    196000 | PA      | $192453.76    | 0.01%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    780000 | PA      | $673542.19    | 0.04%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                      | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    211000 | PA      | $175478.29    | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1844000 | PA      | $1738472.71   | 0.11%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                      | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1446000 | PA      | $1411763.20   | 0.09%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                    | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    922000 | PA      | $855260.48    | 0.05%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                              | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    332000 | PA      | $236544.36    | 0.02%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418MLK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24581 | PA      | $25183.73     | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                             | Nordea Bank Abp                                                                 | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    883000 | PA      | $810160.09    | 0.05%             | 2033-09-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138W02A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5881 | PA      | $5196.45      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                 | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    270000 | PA      | $237313.13    | 0.02%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                        | Kansas City Southern/Old                                                        | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    449000 | PA      | $320483.59    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    570000 | PA      | $583014.87    | 0.04%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38376JDC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153030 | PA      | $8763.57      | 0.00%             | 2037-06-20      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05971KAK5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1362059.44   | 0.09%             | 2024-06-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5994887 | PA      | $5169119.18   | 0.33%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                | AES Corp/The                                                                    | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    925000 | PA      | $875099.27    | 0.06%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    322000 | PA      | $250350.31    | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MKQH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61763 | PA      | $56197.95     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                               | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1860000 | PA      | $1947207.96   | 0.13%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                          | Huarong Finance II Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $188475.00    | 0.01%             | 2025-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39240000 | PA      | $38994750.00  | 2.50%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20940000 | PA      | $18171993.75  | 1.17%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XH6Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1205703 | PA      | $1148975.08   | 0.07%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                    | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $855547.00    | 0.05%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| FORTIS INC                                  | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    329000 | PA      | $304435.38    | 0.02%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31385XNR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50843 | PA      | $52054.00     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                      | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    741000 | PA      | $550970.77    | 0.04%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DNB44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15584294 | PA      | $14353656.83  | 0.92%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Educational Services of Americ              | Edsouth Indenture No 6 LLC                                                      | CUSIP: 28137TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    818969 | PA      | $791214.85    | 0.05%             | 2039-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29564118 | PA      | $24947426.98  | 1.60%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                         | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $246329.62    | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAK8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    740000 | PA      | $724616.57    | 0.05%             | 2024-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WMP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10199 | PA      | $9279.76      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                        | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    402000 | PA      | $373213.30    | 0.02%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31393PDY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1423 | PA      | $1419.83      | 0.00%             | 2023-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138ALJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87324 | PA      | $88427.35     | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140E0EH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204785 | PA      | $196151.76    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                              | Fannie Mae-Aces                                                                 | CUSIP: 3136BCGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398132 | PA      | $29393.18     | 0.00%             | 2030-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                      | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    355000 | PA      | $283371.56    | 0.02%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    197000 | PA      | $176244.56    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    481000 | PA      | $464745.31    | 0.03%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| TAKEDA PHARMACEUTICAL                       | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    772000 | PA      | $765141.24    | 0.05%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    199000 | PA      | $165096.77    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                      | Credit Agricole SA/London                                                       | CUSIP: 22535WAD9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    474000 | PA      | $456592.35    | 0.03%             | 2024-10-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                      | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    877000 | PA      | $707818.04    | 0.05%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31417GFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    474212 | PA      | $431473.47    | 0.03%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                      | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $182745.79    | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7120000 | PA      | $6335131.29   | 0.41%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250968 | PA      | $234358.10    | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $896655.24    | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                          | Raytheon Technologies Corp                                                      | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $822847.15    | 0.05%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    204000 | PA      | $156298.83    | 0.01%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31296NV61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       358 | PA      | $364.71       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DNJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3015178 | PA      | $2967877.63   | 0.19%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2493000 | PA      | $2188546.26   | 0.14%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23070000 | PA      | $20626021.88  | 1.32%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                    | New York Life Global Funding                                                    | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    562000 | PA      | $430128.24    | 0.03%             | 2030-08-07      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                     | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    454000 | PA      | $346956.78    | 0.02%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                       | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    379000 | PA      | $312135.71    | 0.02%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    629000 | PA      | $472929.38    | 0.03%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                      | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1049000 | PA      | $984334.40    | 0.06%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| DNB BANK ASA                                | DNB Bank ASA                                                                    | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1430000 | PA      | $1434086.23   | 0.09%             | 2026-10-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2057000 | PA      | $2005224.94   | 0.13%             | 2028-07-25      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| YUMA AZ PLEDGED REVENUE                     | City of Yuma AZ                                                                 | CUSIP: 98851WAF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $13111.90     | 0.00%             | 2026-07-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7LA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       107 | PA      | $105.34       | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140GYKA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764152 | PA      | $730682.36    | 0.05%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                     | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    206000 | PA      | $132931.21    | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $845578.13    | 0.05%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                        | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    203000 | PA      | $174045.24    | 0.01%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2232737.91   | 0.14%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179VFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    391497 | PA      | $383752.60    | 0.02%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 312930Q29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16259 | PA      | $16328.66     | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    641000 | PA      | $476391.55    | 0.03%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3853000 | PA      | $3328619.15   | 0.21%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT              | California Statewide Communities Development Authority                          | CUSIP: 13080SZR8<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     30000 | PA      | $23312.78     | 0.00%             | 2030-02-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    357000 | PA      | $304851.71    | 0.02%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1492000 | PA      | $1203900.62   | 0.08%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                      | Commonwealth Edison Co                                                          | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    346000 | PA      | $241120.73    | 0.02%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $115239.34    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                              | S&P Global Inc                                                                  | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    624000 | PA      | $532404.02    | 0.03%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp II                                                  | CUSIP: 36250SAE9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   2975588 | PA      | $2801509.56   | 0.18%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                              | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $119911.17    | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                              | EDP Finance BV                                                                  | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    310000 | PA      | $317846.41    | 0.02%             | 2027-10-11      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31371NVH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19610 | PA      | $19905.11     | 0.00%             | 2028-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    435000 | PA      | $441784.86    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                              | Fannie Mae-Aces                                                                 | CUSIP: 3136BDXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355926 | PA      | $31801.00     | 0.00%             | 2033-11-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                           | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2015000 | PA      | $1966101.39   | 0.13%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS                | City of Los Angeles Department of Airports                                      | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $158774.14    | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2233923 | PA      | $1918436.27   | 0.12%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU              | New Jersey Turnpike Authority                                                   | CUSIP: 646140DR1<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    205000 | PA      | $172439.45    | 0.01%             | 2028-01-01      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138NYHT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17603 | PA      | $16017.12     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL O'HARE INTERNATIONA              | Chicago O'Hare International Airport                                            | CUSIP: 167593S86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $109089.09    | 0.01%             | 2026-01-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                            | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    508000 | PA      | $483949.61    | 0.03%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                  | DOLP Trust 2021-NYC                                                             | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2580000 | PA      | $2049146.68   | 0.13%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    194000 | PA      | $108408.26    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    791000 | PA      | $729670.68    | 0.05%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    755000 | PA      | $684412.23    | 0.04%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31398GKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139820 | PA      | $9590.49      | 0.00%             | 2040-01-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31381JU59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43357 | PA      | $43058.28     | 0.00%             | 2037-09-01      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    232000 | PA      | $230634.50    | 0.01%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    268000 | PA      | $238795.34    | 0.02%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1073000 | PA      | $862435.83    | 0.06%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                         | University of Miami                                                             | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    280000 | PA      | $229896.21    | 0.01%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                    | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $345082.91    | 0.02%             | 2023-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WRD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214714 | PA      | $199057.37    | 0.01%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                             | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2716000 | PA      | $2371020.20   | 0.15%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                           | Entergy Texas Inc                                                               | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    234000 | PA      | $183184.18    | 0.01%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                    | National Retail Properties Inc                                                  | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    265000 | PA      | $161630.37    | 0.01%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    477000 | PA      | $440288.71    | 0.03%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                        | Glencore Funding LLC                                                            | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    357000 | PA      | $292690.35    | 0.02%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    356000 | PA      | $350352.68    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    939000 | PA      | $881096.75    | 0.06%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31417YJN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61023 | PA      | $61337.98     | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag              | Wells Fargo Commercial Mortgage Trust 2017-RC1                                  | CUSIP: 95001FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $359429.25    | 0.02%             | 2060-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WBPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    594599 | PA      | $536021.99    | 0.03%             | 2044-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WTT97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231399 | PA      | $210540.83    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                     | CUSIP: 912796XQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2280000 | PA      | $2226162.72   | 0.14%             | 2023-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    260000 | PA      | $254277.74    | 0.02%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    152000 | PA      | $138073.28    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9719024 | PA      | $9274910.61   | 0.60%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31397MPW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14503 | PA      | $14337.05     | 0.00%             | 2028-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                    | Constellation Brands Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1062435.40   | 0.07%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    372000 | PA      | $268114.45    | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management          | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |  55579689 | NS      | $55579689.05  | 3.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DM3Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3432869 | PA      | $2951502.57   | 0.19%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31417YF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39217 | PA      | $39226.94     | 0.00%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WMKE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103412 | PA      | $94097.32     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 312932L53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115825 | PA      | $117457.63    | 0.01%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    436000 | PA      | $331128.86    | 0.02%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31292JAL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       463 | PA      | $473.53       | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                    | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2042000 | PA      | $1626475.24   | 0.10%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                     | Walt Disney Co/The                                                              | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    670000 | PA      | $572460.03    | 0.04%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    163000 | PA      | $107567.68    | 0.01%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae                                                                      | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1970000 | PA      | $2001301.07   | 0.13%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13533067 | PA      | $13569391.43  | 0.87%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                     | AEP Transmission Co LLC                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    285000 | PA      | $181441.23    | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    351000 | PA      | $325279.74    | 0.02%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                             | Danske Bank A/S                                                                 | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    328000 | PA      | $326289.28    | 0.02%             | 2024-01-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38374JPT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47013 | PA      | $213.45       | 0.00%             | 2034-06-17      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                        | Fannie Mae Trust 2004-W9                                                        | CUSIP: 31394ACK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    214323 | PA      | $164394.01    | 0.01%             | 2044-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 A PTT                     | American Airlines 2016-1 Class A Pass Through Trust                             | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435760 | PA      | $355070.89    | 0.02%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137APLG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    371432 | PA      | $15964.95     | 0.00%             | 2027-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                         | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    220000 | PA      | $131883.53    | 0.01%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 31329QHJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45591 | PA      | $45547.63     | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                                            | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1531000 | PA      | $1330821.75   | 0.09%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296668 | PA      | $296932.92    | 0.02%             | 2050-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                      | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $141842.60    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                        | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    600000 | PA      | $553725.06    | 0.04%             | 2028-12-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MRXV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30381 | PA      | $27642.67     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    565000 | PA      | $526330.65    | 0.03%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                           | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   2811000 | PA      | $2377271.89   | 0.15%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15550000 | PA      | $14592095.74  | 0.94%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $105472.56    | 0.01%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179N5W4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2149 | PA      | $2068.56      | 0.00%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                    | Virginia Electric and Power Co                                                  | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $700455.73    | 0.04%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    451000 | PA      | $391361.15    | 0.03%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31288HP53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7931 | PA      | $7893.01      | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    211000 | PA      | $128424.58    | 0.01%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                    | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   1771000 | PA      | $1371170.15   | 0.09%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    133000 | PA      | $114419.05    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    780000 | PA      | $794390.69    | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                             | TSMC Global Ltd                                                                 | CUSIP: 872882AK1<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |   1556000 | PA      | $1256329.96   | 0.08%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                      | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2508000 | PA      | $2284233.13   | 0.15%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                    | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    309000 | PA      | $242467.54    | 0.02%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132HRPU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56920 | PA      | $51849.98     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                         | Macquarie Group Ltd                                                             | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $287036.90    | 0.02%             | 2027-01-12      | Fixed         | 1.34%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    403000 | PA      | $300936.14    | 0.02%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                    | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    320000 | PA      | $250660.00    | 0.02%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1888000 | PA      | $1873031.37   | 0.12%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                             | San Diego Gas & Electric Co                                                     | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    462000 | PA      | $395057.28    | 0.03%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                        | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    937000 | PA      | $815405.17    | 0.05%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q87H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3361 | PA      | $3349.01      | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                 | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $416335.45    | 0.03%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                     | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    340000 | PA      | $368565.62    | 0.02%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    260000 | PA      | $207712.60    | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                    | Microchip Technology Inc                                                        | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    204000 | PA      | $199965.37    | 0.01%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $814777.55    | 0.05%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31394VG20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10304 | PA      | $10127.83     | 0.00%             | 2035-12-25      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                  | VMware Inc                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1871000 | PA      | $1740621.25   | 0.11%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XFCX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2361626 | PA      | $2254796.73   | 0.14%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2940000 | PA      | $2745656.30   | 0.18%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                                        | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    391000 | PA      | $389889.50    | 0.03%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                  | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    626000 | PA      | $479059.30    | 0.03%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q8DN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    997577 | PA      | $955897.73    | 0.06%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31417Y3X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78333 | PA      | $78185.43     | 0.01%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16050772 | PA      | $14369221.53  | 0.92%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QEEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388606 | PA      | $356618.72    | 0.02%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    425000 | PA      | $439032.15    | 0.03%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31419ACT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1664 | PA      | $1656.95      | 0.00%             | 2024-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                        | Monongahela Power Co                                                            | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1195822.58   | 0.08%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132WNL67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276777 | PA      | $272056.05    | 0.02%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22920000 | PA      | $22458018.75  | 1.44%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1130000 | PA      | $1121539.35   | 0.07%             | 2024-05-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                             | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1394000 | PA      | $1213540.85   | 0.08%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5590000 | PA      | $5005670.31   | 0.32%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                          | Raytheon Technologies Corp                                                      | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    577000 | PA      | $452459.86    | 0.03%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3098000 | PA      | $2456846.22   | 0.16%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                    | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    944000 | PA      | $887515.68    | 0.06%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179QDZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2654 | PA      | $2554.71      | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    656000 | PA      | $477907.05    | 0.03%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1335675.04   | 0.09%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2137000 | PA      | $1761991.55   | 0.11%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128CUMW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49999 | PA      | $51274.24     | 0.00%             | 2027-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4550 | PA      | $4396.59      | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                         | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    977000 | PA      | $1016025.87   | 0.07%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                            | MDC Holdings Inc                                                                | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $867789.68    | 0.06%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QCL38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393929 | PA      | $392198.49    | 0.03%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                         | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    321823 | PA      | $244585.14    | 0.02%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                 | Netflix Inc                                                                     | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    323000 | PA      | $302065.85    | 0.02%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| EDP FINANCE BV                              | EDP Finance BV                                                                  | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |   1681000 | PA      | $1381854.28   | 0.09%             | 2028-01-24      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38375LKR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277144 | PA      | $8896.72      | 0.00%             | 2037-10-20      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    647000 | PA      | $591842.54    | 0.04%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                         | Macquarie Group Ltd                                                             | CUSIP: 55608JAM0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    125000 | PA      | $124994.39    | 0.01%             | 2024-03-27      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9NX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67599 | PA      | $61578.41     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3133T2FX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3158 | PA      | $3156.05      | 0.00%             | 2023-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    836000 | PA      | $766844.42    | 0.05%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WBYV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112424 | PA      | $113290.36    | 0.01%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                      | Commonwealth Bank of Australia                                                  | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    405000 | PA      | $331323.13    | 0.02%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4MG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75676 | PA      | $77370.74     | 0.00%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    141000 | PA      | $131061.28    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    476000 | PA      | $395248.55    | 0.03%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITYPOINT HEALTH                           | Iowa Health System                                                              | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |    794000 | PA      | $574136.61    | 0.04%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    541000 | PA      | $550867.79    | 0.04%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31371NU52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39823 | PA      | $39929.76     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140GTFZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361080 | PA      | $345992.98    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1662000 | PA      | $1122545.66   | 0.07%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                        | Enel Finance International NV                                                   | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1080000 | PA      | $1020195.00   | 0.07%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1184790.88   | 0.08%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                      | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    891000 | PA      | $569279.90    | 0.04%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140HEAL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318945 | PA      | $304974.76    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                      | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    483000 | PA      | $460510.31    | 0.03%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138W7WP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39580 | PA      | $36012.85     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38373VP95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    245301 | PA      | $244808.52    | 0.02%             | 2032-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $625964.22    | 0.04%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XECK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7649599 | PA      | $6769757.71   | 0.43%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31401LD42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24866 | PA      | $24932.80     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31371MMM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7059 | PA      | $7077.95      | 0.00%             | 2026-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                | AES Corp/The                                                                    | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    367000 | PA      | $323543.35    | 0.02%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23914000 | PA      | $22542681.56  | 1.45%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                             | Bermuda Government International Bond                                           | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $140412.50    | 0.01%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    545000 | PA      | $562739.77    | 0.04%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1315682.33   | 0.08%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                    | Kia Corp                                                                        | CUSIP: 493738AD0<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $183718.00    | 0.01%             | 2026-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    568000 | PA      | $516267.48    | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                    | Take-Two Interactive Software Inc                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    176000 | PA      | $155688.20    | 0.01%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128PP4K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6084 | PA      | $6065.58      | 0.00%             | 2024-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                            | Triton Container International Ltd                                              | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    837000 | PA      | $773335.69    | 0.05%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                      | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    425000 | PA      | $285895.00    | 0.02%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31335HYQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3941 | PA      | $3923.88      | 0.00%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                     | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $170162.50    | 0.01%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                          | Panama Government International Bond                                            | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $146662.50    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1630000 | PA      | $1165959.38   | 0.07%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                 | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    609000 | PA      | $487037.80    | 0.03%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                               | AEP Texas Inc                                                                   | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    279000 | PA      | $267276.22    | 0.02%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| YUMA AZ PLEDGED REVENUE                     | City of Yuma AZ                                                                 | CUSIP: 98851WAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $23926.03     | 0.00%             | 2030-07-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| South Carolina Student Loan Co              | South Carolina Student Loan Corp                                                | CUSIP: 83715RAE2<br>LEI: 549300PIO3ZMSROGFF38 | Long             | ABS-O            | CORP              | US        |     48693 | PA      | $48689.54     | 0.00%             | 2030-05-01      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                       | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    385000 | PA      | $324915.94    | 0.02%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31395FLE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3270 | PA      | $3261.48      | 0.00%             | 2024-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                               | CUSIP: 3620AQ6B4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206171 | PA      | $207823.40    | 0.01%             | 2025-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31398GKH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212675 | PA      | $17439.94     | 0.00%             | 2040-01-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE               | Metropolitan Transportation Authority                                           | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1020000 | PA      | $909230.88    | 0.06%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QANY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4853 | PA      | $4870.64      | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $91196.88     | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                              | CUSIP: 907818EV6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    441000 | PA      | $390085.64    | 0.03%             | 2038-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42180000 | PA      | $41896603.13  | 2.69%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    376000 | PA      | $269433.25    | 0.02%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TR 2013                    | CVS Pass-Through Trust Series 2013                                              | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    441835 | PA      | $404588.76    | 0.03%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                       | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2367000 | PA      | $1931048.78   | 0.12%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                     | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    207000 | PA      | $184368.10    | 0.01%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE              | Port Authority of New York & New Jersey                                         | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    415000 | PA      | $362074.61    | 0.02%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    197000 | PA      | $148569.51    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MPDQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38033 | PA      | $34604.82     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    531000 | PA      | $424644.56    | 0.03%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                            | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    387000 | PA      | $329966.15    | 0.02%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    463000 | PA      | $390694.13    | 0.03%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                    | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    814000 | PA      | $798529.51    | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24740000 | PA      | $24125365.63  | 1.55%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32298000 | PA      | $30625064.69  | 1.97%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DNZN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22200365 | PA      | $20616369.98  | 1.32%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA MUNI IMPT CORPL              | Municipal Improvement Corp of Los Angeles                                       | CUSIP: 544587Y93<br>LEI: 549300ZJ0YLTZNSR8F57 | Long             | DBT              | MUN               | US        |     75000 | PA      | $60974.05     | 0.00%             | 2029-11-01      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138W0YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7691 | PA      | $6997.50      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    129000 | PA      | $82700.32     | 0.01%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140J85F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128732 | PA      | $129009.50    | 0.01%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EPMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191750 | PA      | $193226.59    | 0.01%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                 | SREIT Trust 2021-MFP                                                            | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2985000 | PA      | $2870833.30   | 0.18%             | 2038-11-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38375YQV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109895 | PA      | $5639.48      | 0.00%             | 2038-09-20      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                             | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    639000 | PA      | $504859.33    | 0.03%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                    | Baylor Scott & White Holdings                                                   | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    196000 | PA      | $153136.82    | 0.01%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                       | Entergy Louisiana LLC                                                           | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    703000 | PA      | $559407.55    | 0.04%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                      | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    468000 | PA      | $435919.44    | 0.03%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                       | Entergy Louisiana LLC                                                           | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    268000 | PA      | $173921.31    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    465000 | PA      | $419682.60    | 0.03%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 3617JSTN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158297 | PA      | $158989.40    | 0.01%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $780149.12    | 0.05%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    341000 | PA      | $281875.42    | 0.02%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                           | Union Electric Co                                                               | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    606000 | PA      | $478660.98    | 0.03%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                                            | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    322000 | PA      | $312880.29    | 0.02%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31395MUB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39980 | PA      | $40576.50     | 0.00%             | 2035-02-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31393C3W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        12 | PA      | $11.57        | 0.00%             | 2023-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                     | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1635000 | PA      | $1490674.30   | 0.10%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9UC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10661 | PA      | $10225.78     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    848000 | PA      | $569223.20    | 0.04%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31393QYG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12215 | PA      | $13004.45     | 0.00%             | 2033-05-15      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                      | BP Capital Markets America Inc                                                  | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    117000 | PA      | $109085.62    | 0.01%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                     | Public Service Co of Colorado                                                   | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    297000 | PA      | $266039.69    | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38375BXB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2162 | PA      | $2121.82      | 0.00%             | 2060-04-20      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    294000 | PA      | $200131.88    | 0.01%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31397CDL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203430 | PA      | $158919.13    | 0.01%             | 2036-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                             | McDonald's Corp                                                                 | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    268000 | PA      | $213691.30    | 0.01%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38375J4W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    450933 | PA      | $24573.54     | 0.00%             | 2037-05-20      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                           | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    625000 | PA      | $617447.99    | 0.04%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QEDV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7148299 | PA      | $6366004.91   | 0.41%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                      | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    125000 | PA      | $82528.38     | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                        | New England Power Co                                                            | CUSIP: 644188BF0<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    123000 | PA      | $94316.13     | 0.01%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                 | City of New York NY                                                             | CUSIP: 64966QZY9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    665000 | PA      | $568278.35    | 0.04%             | 2027-08-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    261000 | PA      | $204647.16    | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    239000 | PA      | $240528.23    | 0.02%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                    | Rogers Communications Inc                                                       | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1099000 | PA      | $948850.55    | 0.06%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MDKC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1172 | PA      | $1168.96      | 0.00%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138W02X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11798 | PA      | $10734.63     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                        | Fannie Mae REMIC Trust 2004-W12                                                 | CUSIP: 31394A7C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    164648 | PA      | $137633.49    | 0.01%             | 2044-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 10 YEAR US TREASURY NOTE                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       246 | NC      | $-422510.43   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38375XJW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220200 | PA      | $12523.50     | 0.00%             | 2038-08-20      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                    | United Airlines 2016-2 Class AA Pass Through Trust                              | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    779832 | PA      | $663059.88    | 0.04%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                        | Petronas Capital Ltd                                                            | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $176810.00    | 0.01%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1247000 | PA      | $1298438.75   | 0.08%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                    | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    681000 | PA      | $656085.36    | 0.04%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $234240.23    | 0.02%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                          | Huarong Finance II Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    340000 | PA      | $301750.00    | 0.02%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MDBU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       300 | PA      | $302.25       | 0.00%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                     | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    260000 | PA      | $251927.84    | 0.02%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                | WP Carey Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    433000 | PA      | $345103.82    | 0.02%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132GTYG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33470 | PA      | $30490.33     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                      | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    549000 | PA      | $471899.81    | 0.03%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WQQ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49641 | PA      | $45167.36     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA TREASURY BOND                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       430 | NC      | $-1111683.25  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $894971.63    | 0.06%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38376P4L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    905516 | PA      | $6680.72      | 0.00%             | 2038-09-20      | Floating      | 0.45%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                             | Danske Bank A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    836000 | PA      | $768512.90    | 0.05%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    165000 | PA      | $117822.73    | 0.01%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418BWZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84305 | PA      | $82817.79     | 0.01%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                               | State of California                                                             | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $429529.09    | 0.03%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                     | New York Life Insurance Co                                                      | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    148000 | PA      | $123330.14    | 0.01%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    259000 | PA      | $227299.18    | 0.01%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KPF52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14549333 | PA      | $13741971.89  | 0.88%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                      | Standard Chartered PLC                                                          | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1350000 | PA      | $1257173.87   | 0.08%             | 2026-01-30      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                      | West Virginia United Health System Obligated Group                              | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    689000 | PA      | $439556.97    | 0.03%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3133T2CQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9531 | PA      | $9538.37      | 0.00%             | 2023-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1396380.18   | 0.09%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                    | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    680000 | PA      | $625876.22    | 0.04%             | 2028-04-06      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    232000 | PA      | $216296.31    | 0.01%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                      | Anglo American Capital PLC                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $162600.00    | 0.01%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    381000 | PA      | $259669.05    | 0.02%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1180338.16   | 0.08%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1248094.07   | 0.08%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    387000 | PA      | $248745.46    | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31393WDL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5871 | PA      | $6098.43      | 0.00%             | 2032-03-15      | Floating      | 17.43%                | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                    | Take-Two Interactive Software Inc                                               | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    343000 | PA      | $330319.22    | 0.02%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31371ND69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6787 | PA      | $6795.31      | 0.00%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MBZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4412 | PA      | $4441.68      | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $316957.58    | 0.02%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    131000 | PA      | $97767.83     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3359000 | PA      | $3146569.48   | 0.20%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    912000 | PA      | $899680.17    | 0.06%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    820000 | PA      | $496208.43    | 0.03%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo              | Velocity Commercial Capital Loan Trust 2016-1                                   | CUSIP: 92258NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67000 | PA      | $63952.87     | 0.00%             | 2046-04-25      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                        | Glencore Funding LLC                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    369000 | PA      | $294162.36    | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31410LA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39781 | PA      | $40006.98     | 0.00%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                            | Kilroy Realty LP                                                                | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    682000 | PA      | $652988.46    | 0.04%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    945000 | PA      | $974106.09    | 0.06%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128E6AD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279747 | PA      | $271198.97    | 0.02%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                               | Sutter Health                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    152000 | PA      | $122730.35    | 0.01%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    851000 | PA      | $759670.31    | 0.05%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1099669.11   | 0.07%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                             | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    326000 | PA      | $281950.62    | 0.02%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MHKP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10733 | PA      | $9766.15      | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4970000 | PA      | $4702862.50   | 0.30%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1A PTT                      | Air Canada 2017-1 Class A Pass Through Trust                                    | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    182896 | PA      | $142952.85    | 0.01%             | 2030-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31395B2Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27231 | PA      | $29783.80     | 0.00%             | 2036-04-25      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q8KG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288311 | PA      | $277067.23    | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38376JFW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225611 | PA      | $11816.34     | 0.00%             | 2038-02-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                    | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1225000 | PA      | $968493.82    | 0.06%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1019974.54   | 0.07%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3131XXNF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7966205 | PA      | $7546435.79   | 0.48%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                    | Devon Energy Corp                                                               | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1055809.72   | 0.07%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       467 | PA      | $477.55       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                         | Abu Dhabi Crude Oil Pipeline LLC                                                | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    230000 | PA      | $210780.63    | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1239184.24   | 0.08%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1007744.28   | 0.06%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q9CT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    578328 | PA      | $554163.68    | 0.04%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                    | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $357535.00    | 0.02%             | 2025-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1226856.03   | 0.08%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q9TW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596209 | PA      | $588086.00    | 0.04%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2113000 | PA      | $1847974.23   | 0.12%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    224000 | PA      | $224064.66    | 0.01%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                      | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    564000 | PA      | $562237.50    | 0.04%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                    | Comision Federal de Electricidad                                                | CUSIP: 200447AJ9<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    670000 | PA      | $434788.13    | 0.03%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo              | Velocity Commercial Capital Loan Trust 2017-2                                   | CUSIP: 92258VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32327 | PA      | $25389.01     | 0.00%             | 2047-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEJ0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1969938.38   | 0.13%             | 2025-01-24      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3789000 | PA      | $3184927.50   | 0.20%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    220000 | PA      | $196471.02    | 0.01%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    540000 | PA      | $559307.25    | 0.04%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4840000 | PA      | $4600268.75   | 0.30%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                 | Nutrien Ltd                                                                     | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    311000 | PA      | $317114.17    | 0.02%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300409.07    | 0.02%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $54864.06     | 0.00%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    441000 | PA      | $400758.75    | 0.03%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $233109.77    | 0.01%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DJ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78687 | PA      | $78600.63     | 0.01%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1442778 | PA      | $1414688.22   | 0.09%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                      | American Airlines 2021-1 Class B Pass Through Trust                             | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $147920.81    | 0.01%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31416BXJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4969 | PA      | $4945.37      | 0.00%             | 2024-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    623000 | PA      | $379253.32    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5919440 | PA      | $5649690.51   | 0.36%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XFPX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6044451 | PA      | $5185891.59   | 0.33%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2021-PRM2                                   | CUSIP: 17291HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5940000 | PA      | $5715315.94   | 0.37%             | 2036-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNBV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7340 | PA      | $6686.33      | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418MH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89154 | PA      | $91760.52     | 0.01%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    445000 | PA      | $297176.80    | 0.02%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    343000 | PA      | $317355.78    | 0.02%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    854000 | PA      | $747210.01    | 0.05%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AVA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284163 | PA      | $265395.97    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO              | New York State Dormitory Authority                                              | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     90000 | PA      | $92454.84     | 0.01%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       701 | PA      | $676.92       | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    183000 | PA      | $180520.61    | 0.01%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140Q9HK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231026 | PA      | $220282.16    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1120000 | PA      | $1076906.25   | 0.07%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13532573 | PA      | $13345427.49  | 0.86%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                 | State of Illinois                                                               | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    495000 | PA      | $501610.14    | 0.03%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    603000 | PA      | $602349.87    | 0.04%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    614000 | PA      | $516108.22    | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                       | Continental Resources Inc/OK                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    513000 | PA      | $444884.89    | 0.03%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1670043.88   | 0.11%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                    | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    715000 | PA      | $727011.51    | 0.05%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QBZE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    662491 | PA      | $593183.31    | 0.04%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418BV60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123327 | PA      | $121151.04    | 0.01%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                          | Raytheon Technologies Corp                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1383826.92   | 0.09%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    749000 | PA      | $676255.85    | 0.04%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    226000 | PA      | $171631.25    | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EG3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25500 | PA      | $25451.93     | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                  | FedEx Corp                                                                      | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    253000 | PA      | $181510.69    | 0.01%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $725444.43    | 0.05%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128NGEX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20499 | PA      | $20851.48     | 0.00%             | 2036-10-01      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MMKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13279 | PA      | $12082.12     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                              | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    411000 | PA      | $351073.87    | 0.02%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                              | Ohio Edison Co                                                                  | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $318682.47    | 0.02%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2017-COR2 Mortgage Trust                                                   | CUSIP: 12595EAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $549335.09    | 0.04%             | 2050-09-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                      | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    254000 | PA      | $242855.75    | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    413000 | PA      | $360841.98    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    659000 | PA      | $600076.63    | 0.04%             | 2027-08-15      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    732000 | PA      | $649260.96    | 0.04%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $146462.50    | 0.01%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                     | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    429000 | PA      | $374159.97    | 0.02%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132HMWN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24287 | PA      | $22124.29     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                    | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    205000 | PA      | $153537.15    | 0.01%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3332774.96   | 0.21%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    314000 | PA      | $226026.04    | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31396V4F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128170 | PA      | $8778.34      | 0.00%             | 2037-06-25      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179RD89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19381 | PA      | $18644.63     | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KLA98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1094479 | PA      | $934544.32    | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31395EMQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34545 | PA      | $34301.99     | 0.00%             | 2024-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31359DBD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2917 | PA      | $2912.18      | 0.00%             | 2023-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7PH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80707 | PA      | $80173.47     | 0.01%             | 2030-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    425000 | PA      | $444059.82    | 0.03%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                            | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1447216.16   | 0.09%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    407000 | PA      | $358795.60    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14027952 | PA      | $14115106.16  | 0.91%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FIN 18                    | Great-West Lifeco Finance 2018 LP                                               | CUSIP: 39138QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $197797.82    | 0.01%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                     | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $990646.28    | 0.06%             | 2027-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1220000 | PA      | $1281979.42   | 0.08%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                             | Nordea Bank Abp                                                                 | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1850000 | PA      | $1832313.45   | 0.12%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137GARP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68186 | PA      | $3968.98      | 0.00%             | 2040-10-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MJGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27298 | PA      | $24838.91     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                              | PECO Energy Co                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    562000 | PA      | $371006.57    | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138W1LY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13857 | PA      | $12599.96     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1006508.49   | 0.06%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                               | CUSIP: 3620ADCR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    574282 | PA      | $584468.72    | 0.04%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                    | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    114000 | PA      | $87378.35     | 0.01%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                    | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567RAF3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    450000 | PA      | $448924.50    | 0.03%             | 2026-03-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31283HXS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       242 | PA      | $247.92       | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    486000 | PA      | $438465.94    | 0.03%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38373AMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23074 | PA      | $23487.67     | 0.00%             | 2039-07-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                      | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $302490.02    | 0.02%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    831000 | PA      | $745909.25    | 0.05%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D    | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  54725641 | NS      | $54703750.90  | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                | NiSource Inc                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    390000 | PA      | $338774.28    | 0.02%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    121000 | PA      | $106511.87    | 0.01%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    373000 | PA      | $323933.22    | 0.02%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128MBXH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1842 | PA      | $1837.12      | 0.00%             | 2023-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    956000 | PA      | $900754.40    | 0.06%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                  | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    841000 | PA      | $707091.77    | 0.05%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    322000 | PA      | $306322.46    | 0.02%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8260000 | PA      | $8425200.00   | 0.54%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                 | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    786000 | PA      | $666711.46    | 0.04%             | 2028-03-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1030531.91   | 0.07%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                              | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    152000 | PA      | $98231.37     | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019                        | Huarong Finance 2019 Co Ltd                                                     | CUSIP: 000000000<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |    290000 | PA      | $274376.25    | 0.02%             | 2024-05-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                          | Diageo Capital PLC                                                              | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $323771.04    | 0.02%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                    | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    460000 | PA      | $361923.49    | 0.02%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8YJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246547 | PA      | $249944.02    | 0.02%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1239000 | PA      | $1123710.55   | 0.07%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    293000 | PA      | $280339.68    | 0.02%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                          | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1217832.66   | 0.08%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                       | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    670000 | PA      | $664673.70    | 0.04%             | 2026-09-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC                      | Massachusetts Electric Co                                                       | CUSIP: 575634AU4<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    749000 | PA      | $562676.88    | 0.04%             | 2030-11-24      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31416BYB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3267 | PA      | $3253.36      | 0.00%             | 2023-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    864000 | PA      | $800321.08    | 0.05%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| YUMA AZ PLEDGED REVENUE                     | City of Yuma AZ                                                                 | CUSIP: 98851WAH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $12489.93     | 0.00%             | 2028-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust               | MHC Commercial Mortgage Trust 2021-MHC                                          | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1842651.35   | 0.12%             | 2038-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE              | Port Authority of New York & New Jersey                                         | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    145000 | PA      | $152452.81    | 0.01%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31401LJ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90415 | PA      | $93263.53     | 0.01%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                       | Norfolk Southern Corp                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    327000 | PA      | $285728.39    | 0.02%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                     | Shell International Finance BV                                                  | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    955000 | PA      | $839696.93    | 0.05%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179VHV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    722600 | PA      | $709698.30    | 0.05%             | 2050-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $215333.45    | 0.01%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $131635.88    | 0.01%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132H3KC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159855 | PA      | $153307.77    | 0.01%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2315000 | PA      | $2260018.75   | 0.15%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    797000 | PA      | $747269.86    | 0.05%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                          | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   1366000 | PA      | $1087212.38   | 0.07%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3133T4FT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7699 | PA      | $7726.78      | 0.00%             | 2024-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1188470.20   | 0.08%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    866964 | PA      | $678651.14    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                  | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    163000 | PA      | $132480.26    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    641000 | PA      | $613528.53    | 0.04%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EGHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        23 | PA      | $23.13        | 0.00%             | 2023-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17780000 | PA      | $17877234.38  | 1.15%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1297440.86   | 0.08%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EPMV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288064 | PA      | $290282.99    | 0.02%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                                  | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    167000 | PA      | $136716.59    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140GULV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511322 | PA      | $501287.63    | 0.03%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9956903 | PA      | $9584325.24   | 0.62%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132WMRD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75236 | PA      | $73720.36     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo              | Velocity Commercial Capital Loan Trust 2018-2                                   | CUSIP: 92259BAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49925 | PA      | $41427.07     | 0.00%             | 2048-10-26      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    645000 | PA      | $550573.29    | 0.04%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                        | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1601880.77   | 0.10%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                    | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $1672478.28   | 0.11%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                    | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    268000 | PA      | $176869.26    | 0.01%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132L5TH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6287 | PA      | $6044.73      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26560000 | PA      | $23690275.13  | 1.52%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5185027 | PA      | $4464371.96   | 0.29%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                   | Aetna Inc                                                                       | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $822766.91    | 0.05%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                              | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    152000 | PA      | $140741.06    | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55420000 | PA      | $55424329.96  | 3.56%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS B                      | JetBlue 2019-1 Class B Pass Through Trust                                       | CUSIP: 477165AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1247848 | PA      | $1218301.38   | 0.08%             | 2027-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    139000 | PA      | $115638.66    | 0.01%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PORT OF OAKLAND CA                          | Port of Oakland                                                                 | CUSIP: 735000TS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $16037.05     | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD                         | Activision Blizzard Inc                                                         | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $825292.42    | 0.05%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $759055.68    | 0.05%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38374NEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151152 | PA      | $6435.67      | 0.00%             | 2036-06-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                         | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $390317.60    | 0.03%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                     | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    124000 | PA      | $111606.93    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                 | State of Illinois                                                               | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    120714 | PA      | $126252.01    | 0.01%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                 | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    117000 | PA      | $65315.60     | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31417GMA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47294 | PA      | $43031.34     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                    | Tucson Electric Power Co                                                        | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    323000 | PA      | $247687.94    | 0.02%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137ABB59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80517 | PA      | $78627.27     | 0.01%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                     | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $110679.64    | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                          | Raytheon Technologies Corp                                                      | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    309000 | PA      | $253388.11    | 0.02%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                        | Royal Bank of Canada                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    905000 | PA      | $941649.79    | 0.06%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    972000 | PA      | $836396.86    | 0.05%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912828W48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $29116.41     | 0.00%             | 2024-02-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                           | Atmos Energy Corp                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    485000 | PA      | $509815.64    | 0.03%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    487000 | PA      | $334278.96    | 0.02%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162916.58    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38378PJC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    835573 | PA      | $645445.85    | 0.04%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128E53X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195259 | PA      | $189204.83    | 0.01%             | 2032-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MR5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8152 | PA      | $7417.33      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus              | CSAIL 2018-CX11 Commercial Mortgage Trust                                       | CUSIP: 12652UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5380000 | PA      | $5006688.26   | 0.32%             | 2051-04-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    991000 | PA      | $860396.90    | 0.06%             | 2027-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                               | AIB Group PLC                                                                   | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    576000 | PA      | $557047.01    | 0.04%             | 2025-04-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184600 | PA      | $177568.09    | 0.01%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31296LKE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       644 | PA      | $656.08       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66755000 | PA      | $62468077.34  | 4.01%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| QORVO INC                                   | Qorvo Inc                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $952621.36    | 0.06%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31416BNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65187 | PA      | $67213.16     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CCW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25654 | PA      | $24546.31     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MNJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12706 | PA      | $11561.87     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WPGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132979 | PA      | $120994.86    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                        | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    453000 | PA      | $336823.62    | 0.02%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $195890.19    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                 | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3A0<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1202168.25   | 0.08%             | 2024-01-03      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                     | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    349000 | PA      | $281446.18    | 0.02%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140EWUP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65743 | PA      | $62903.01     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                     | Nationwide Building Society                                                     | CUSIP: 638602BP6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $983370.34    | 0.06%             | 2025-07-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    909000 | PA      | $798003.96    | 0.05%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                          | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    721000 | PA      | $594825.61    | 0.04%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    665000 | PA      | $652297.69    | 0.04%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                    | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $901471.11    | 0.06%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1042848.76   | 0.07%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31393PD68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3238 | PA      | $3231.24      | 0.00%             | 2023-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240315 | PA      | $224468.16    | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                          | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    811000 | PA      | $679979.78    | 0.04%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    950000 | PA      | $779156.60    | 0.05%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    618000 | PA      | $597537.35    | 0.04%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                    | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    346000 | PA      | $208450.14    | 0.01%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6830000 | PA      | $6625100.00   | 0.43%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5 YEAR TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -183 | NC      | $130053.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138ERDR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116097 | PA      | $114049.58    | 0.01%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31371NUH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22762 | PA      | $23104.45     | 0.00%             | 2028-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                    | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    610000 | PA      | $670600.07    | 0.04%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WQH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285257 | PA      | $268817.40    | 0.02%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                    | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567RAD8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    520000 | PA      | $517457.20    | 0.03%             | 2025-05-28      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                    | Devon Energy Corp                                                               | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    403000 | PA      | $376017.10    | 0.02%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1370000 | PA      | $1408495.36   | 0.09%             | 2033-11-15      | Fixed         | 9.02%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    341000 | PA      | $323683.59    | 0.02%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 A PTT                      | British Airways 2018-1 Class A Pass Through Trust                               | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149030 | PA      | $125267.58    | 0.01%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    768000 | PA      | $682051.32    | 0.04%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WMWQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136518 | PA      | $124215.16    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2059771.01   | 0.13%             | 2025-05-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    292000 | PA      | $270706.72    | 0.02%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38376XA29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146576 | PA      | $6754.55      | 0.00%             | 2034-11-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo              | Velocity Commercial Capital Loan Trust 2018-2                                   | CUSIP: 92259BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41507 | PA      | $33865.97     | 0.00%             | 2048-10-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    294000 | PA      | $273537.73    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2247781.25   | 0.14%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3133T4SX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13671 | PA      | $13689.79     | 0.00%             | 2024-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                         | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1110000 | PA      | $1033511.79   | 0.07%             | 2025-01-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                           | Chile Government International Bond                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    390000 | PA      | $318898.13    | 0.02%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                              | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    967000 | PA      | $650827.64    | 0.04%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                         | Nomura Holdings Inc                                                             | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    715000 | PA      | $650371.87    | 0.04%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7D75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17758 | PA      | $17823.33     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                       | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    290000 | PA      | $319480.63    | 0.02%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    669000 | PA      | $593812.36    | 0.04%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    423000 | PA      | $262690.73    | 0.02%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU              | New Jersey Turnpike Authority                                                   | CUSIP: 646140DP5<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    230000 | PA      | $204954.02    | 0.01%             | 2026-01-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                        | Enel Finance International NV                                                   | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    890000 | PA      | $648561.69    | 0.04%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    552000 | PA      | $338554.96    | 0.02%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7NZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60539 | PA      | $60918.16     | 0.00%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                  | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    383000 | PA      | $346615.53    | 0.02%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                     | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    215000 | PA      | $172661.34    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    365000 | PA      | $344529.58    | 0.02%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                       | Entergy Louisiana LLC                                                           | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    377000 | PA      | $289330.28    | 0.02%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                     | Southwestern Electric Power Co                                                  | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    160000 | PA      | $122135.76    | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31371MT56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7309 | PA      | $7328.58      | 0.00%             | 2026-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    245000 | PA      | $189922.71    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                            | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    760000 | PA      | $663961.82    | 0.04%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                           | Southern Power Co                                                               | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    404000 | PA      | $344268.71    | 0.02%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418SK24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95778 | PA      | $94688.63     | 0.01%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                                         | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    361000 | PA      | $263530.00    | 0.02%             | 2081-10-27      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WLA60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1057858 | PA      | $1038645.29   | 0.07%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6981527 | PA      | $7102868.62   | 0.46%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                           | Chile Government International Bond                                             | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    360000 | PA      | $298080.00    | 0.02%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                  | Cigna Corp                                                                      | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    311000 | PA      | $220670.60    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31371LQY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8495 | PA      | $8456.54      | 0.00%             | 2024-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22149394 | PA      | $21321755.60  | 1.37%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31359LR49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2857 | PA      | $43.87        | 0.00%             | 2024-02-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                          | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    224000 | PA      | $189380.31    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                         | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2502000 | PA      | $2217472.06   | 0.14%             | 2026-10-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $923437.37    | 0.06%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                    | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    274000 | PA      | $186461.22    | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31397GJE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10343 | PA      | $10521.05     | 0.00%             | 2037-04-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31359B4M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3674 | PA      | $3668.33      | 0.00%             | 2023-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31297KC91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32565 | PA      | $33293.00     | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1451425.15   | 0.09%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31296LVE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103700 | PA      | $106015.77    | 0.01%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                    | Microchip Technology Inc                                                        | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    516000 | PA      | $490567.38    | 0.03%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31398KTA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3037 | PA      | $10.64        | 0.00%             | 2024-11-15      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179MQQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1493 | PA      | $1441.85      | 0.00%             | 2042-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1350000 | PA      | $1302112.40   | 0.08%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36202FP67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2864 | PA      | $2767.37      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                      | Roper Technologies Inc                                                          | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    226000 | PA      | $191649.79    | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                          | Roche Holdings Inc                                                              | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    874000 | PA      | $569268.50    | 0.04%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                     | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1323285.42   | 0.08%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                      | Standard Chartered PLC                                                          | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1140000 | PA      | $1206886.08   | 0.08%             | 2028-11-16      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128CUKG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       505 | PA      | $504.14       | 0.00%             | 2025-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $965662.82    | 0.06%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    470000 | PA      | $347075.49    | 0.02%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                           | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    152000 | PA      | $123381.42    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140JMG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3262 | PA      | $3229.35      | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    523000 | PA      | $510157.06    | 0.03%             | 2025-09-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    534000 | PA      | $342641.24    | 0.02%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                    | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    178000 | PA      | $160204.39    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                      | CenterPoint Energy Inc                                                          | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    279000 | PA      | $239831.14    | 0.02%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                    | Public Service Enterprise Group Inc                                             | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1953000 | PA      | $2011827.82   | 0.13%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QEXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12008887 | PA      | $10339036.08  | 0.66%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                              | Fannie Mae-Aces                                                                 | CUSIP: 3136BCGR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41408 | PA      | $38138.36     | 0.00%             | 2030-10-25      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                              | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    302000 | PA      | $268002.85    | 0.02%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                              | Home Depot Inc/The                                                              | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    475000 | PA      | $314497.69    | 0.02%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $87317.58     | 0.01%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2480203.13   | 0.16%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $262006.33    | 0.02%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418BZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58826 | PA      | $56345.42     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140FPDJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20268 | PA      | $20277.98     | 0.00%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                       | CUSIP: 31364HR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9315 | PA      | $9111.67      | 0.00%             | 2024-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                        | Stanford Health Care                                                            | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    220000 | PA      | $195696.72    | 0.01%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                            | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $832112.91    | 0.05%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1110049.75   | 0.07%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22973 | PA      | $22141.75     | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140J7R98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424183 | PA      | $406460.57    | 0.03%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PORT OF OAKLAND CA                          | Port of Oakland                                                                 | CUSIP: 735000TT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $161329.85    | 0.01%             | 2031-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                     | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2165000 | PA      | $2121588.31   | 0.14%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 3136ACE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419677 | PA      | $18919.67     | 0.00%             | 2028-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WN5M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112440 | PA      | $102306.10    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                    | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $427645.12    | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| ELECTRONIC ARTS INC                         | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    275000 | PA      | $178837.78    | 0.01%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                      | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    846000 | PA      | $708194.15    | 0.05%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PERNOD RIC INTL FIN LLC                     | Pernod Ricard International Finance LLC                                         | CUSIP: 71427QAB4<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |    862000 | PA      | $662059.57    | 0.04%             | 2031-04-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QED33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451557 | PA      | $397858.59    | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                 | City of New York NY                                                             | CUSIP: 64966QZX1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    205000 | PA      | $185722.19    | 0.01%             | 2025-08-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    311000 | PA      | $249070.49    | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38374JXM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146952 | PA      | $2414.97      | 0.00%             | 2034-09-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38375BL75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4720 | PA      | $4616.03      | 0.00%             | 2062-02-20      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132HQR61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8518 | PA      | $7759.13      | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                    | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1282627.30   | 0.08%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                     | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    314000 | PA      | $240780.47    | 0.02%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38374FTH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    750458 | PA      | $752160.23    | 0.05%             | 2034-03-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31395BX32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115200 | PA      | $9904.38      | 0.00%             | 2036-04-25      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                      | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    121000 | PA      | $106999.60    | 0.01%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                    | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AB2<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    386000 | PA      | $320991.96    | 0.02%             | 2043-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26665000 | PA      | $25167177.09  | 1.62%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31359BSN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2564 | PA      | $2560.74      | 0.00%             | 2023-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                   | Emera Inc                                                                       | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    823000 | PA      | $788113.03    | 0.05%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Lo              | Velocity Commercial Capital Loan Trust 2019-2                                   | CUSIP: 92257NAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39136 | PA      | $35370.35     | 0.00%             | 2049-07-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| FRESNO CA UNIF SCH DIST                     | Fresno Unified School District                                                  | CUSIP: 3582326U5<br>LEI: 549300WL4QIP65TFU882 | Long             | DBT              | MUN               | US        |    220000 | PA      | $194100.99    | 0.01%             | 2026-08-01      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    481000 | PA      | $316314.82    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                     | Schlumberger Holdings Corp                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    404000 | PA      | $377365.16    | 0.02%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31393D3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9695 | PA      | $9648.44      | 0.00%             | 2023-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II                          | Huarong Finance II Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $177662.50    | 0.01%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QEK43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    978051 | PA      | $860075.95    | 0.06%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    497000 | PA      | $321113.10    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                          | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    561000 | PA      | $366846.95    | 0.02%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6689200 | PA      | $5981608.06   | 0.38%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                            | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $291633.99    | 0.02%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31394A5A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1913 | PA      | $1899.95      | 0.00%             | 2024-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                                            | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    350000 | PA      | $270331.25    | 0.02%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31371LPF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11575 | PA      | $11526.14     | 0.00%             | 2034-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                        | Kansas City Southern/Old                                                        | CUSIP: 485170BD5<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    777000 | PA      | $670907.57    | 0.04%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $544429.69    | 0.03%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4390000 | PA      | $4090759.78   | 0.26%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GTP ACQUISITION PARTNERS                    | GTP Acquisition Partners I LLC                                                  | CUSIP: 36246MAU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $353982.73    | 0.02%             | 2025-06-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MGV44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    683483 | PA      | $650266.43    | 0.04%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                           | Entergy Texas Inc                                                               | CUSIP: 29365TAL8<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    369000 | PA      | $321685.91    | 0.02%             | 2026-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                     | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $713062.92    | 0.05%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                            | Bank of Montreal                                                                | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1004000 | PA      | $993548.86    | 0.06%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    690000 | PA      | $530351.25    | 0.03%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                    | Indianapolis Power & Light Co                                                   | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    815000 | PA      | $835849.46    | 0.05%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    434000 | PA      | $256550.75    | 0.02%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge Inc                                                                    | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    503000 | PA      | $499665.71    | 0.03%             | 2024-02-16      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31417FY69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250793 | PA      | $228191.87    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2376000 | PA      | $2384910.00   | 0.15%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                     | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    455000 | PA      | $346514.35    | 0.02%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Santander Revolving Auto Loan               | Santander Revolving Auto Loan Trust 2019-A                                      | CUSIP: 80286JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2290000 | PA      | $2157441.98   | 0.14%             | 2032-01-26      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31397PAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16989 | PA      | $1072.56      | 0.00%             | 2037-11-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $815245.62    | 0.05%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                          | Raytheon Technologies Corp                                                      | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    279000 | PA      | $196539.64    | 0.01%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31395V4K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153069 | PA      | $3806.30      | 0.00%             | 2035-03-15      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                          | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    387000 | PA      | $396444.35    | 0.03%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                     | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    894000 | PA      | $642378.31    | 0.04%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                    | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $77820.87     | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BOSTON UNIVERSITY                           | Trustees of Boston University                                                   | CUSIP: 10115CAB0<br>LEI: 549300M1CR2B2GU2ZU17 | Long             | DBT              | CORP              | US        |    570000 | PA      | $386245.29    | 0.02%             | 2050-10-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132AD6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    354428 | PA      | $355825.53    | 0.02%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $240754.68    | 0.02%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3050832 | PA      | $2618836.11   | 0.17%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                      | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    848000 | PA      | $780404.22    | 0.05%             | 2026-05-25      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                          | Panama Government International Bond                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $257700.00    | 0.02%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                            | Freddie Mac Strips                                                              | CUSIP: 31325UPM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    679384 | PA      | $33580.90     | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31358UWE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       739 | PA      | $4.31         | 0.00%             | 2023-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Santander Revolving Auto Loan               | Santander Revolving Auto Loan Trust 2019-A                                      | CUSIP: 80286JAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3225000 | PA      | $2932453.48   | 0.19%             | 2032-01-26      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1417867.48   | 0.09%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                     | BPCE SA                                                                         | CUSIP: 05578QAB9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    814000 | PA      | $795994.24    | 0.05%             | 2024-07-21      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                             | BAE Systems PLC                                                                 | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    824000 | PA      | $723321.95    | 0.05%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    387000 | PA      | $308358.72    | 0.02%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                     | Public Service Co of Colorado                                                   | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    476000 | PA      | $405161.35    | 0.03%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Educational Services of Americ              | Edsouth Indenture No 5 LLC                                                      | CUSIP: 28137RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510858 | PA      | $502732.75    | 0.03%             | 2039-02-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MQTN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37126 | PA      | $33782.27     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                     | Office Properties Income Trust                                                  | CUSIP: 67623CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $556195.38    | 0.04%             | 2026-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4028131 | PA      | $3587179.08   | 0.23%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                          | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82493.67     | 0.01%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                              | Air Lease Corp                                                                  | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    309000 | PA      | $289475.34    | 0.02%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418MZJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    572699 | PA      | $582889.95    | 0.04%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XGKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10459601 | PA      | $9314776.00   | 0.60%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                       | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    223000 | PA      | $163908.14    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MRK75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98164 | PA      | $89322.07     | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    291000 | PA      | $196606.55    | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31397MB30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118975 | PA      | $5160.83      | 0.00%             | 2038-03-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                              | S&P Global Inc                                                                  | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    503000 | PA      | $480029.17    | 0.03%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                    | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $229938.75    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132J7T77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463273 | PA      | $422016.16    | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1839000 | PA      | $1360384.80   | 0.09%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418BDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445899 | PA      | $437596.61    | 0.03%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2126000 | PA      | $2115721.30   | 0.14%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO ARPT REV              | City & County of Denver CO Airport System Revenue                               | CUSIP: 249182PN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $65914.44     | 0.00%             | 2026-11-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1112084.45   | 0.07%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179MAY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2412 | PA      | $2330.17      | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31396XL36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230865 | PA      | $14115.53     | 0.00%             | 2037-11-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                            | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    992000 | PA      | $820136.00    | 0.05%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                           | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    320000 | PA      | $262902.12    | 0.02%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                     | Jersey Central Power & Light Co                                                 | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    211000 | PA      | $203656.65    | 0.01%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                    | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    869000 | PA      | $711829.62    | 0.05%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    990000 | PA      | $817404.88    | 0.05%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                     | Northern Natural Gas Co                                                         | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $220539.78    | 0.01%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       297 | NC      | $-481874.65   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1754000 | PA      | $1486575.34   | 0.10%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31402CVN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149944 | PA      | $154573.51    | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31395NBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20367 | PA      | $16855.68     | 0.00%             | 2033-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31371NLH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48317 | PA      | $49044.94     | 0.00%             | 2027-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                               | CUSIP: 36241LDX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192113 | PA      | $190888.30    | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CA FING AUTH LEASE RE              | San Jose Financing Authority                                                    | CUSIP: 798153NJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $120582.36    | 0.01%             | 2029-06-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31397APP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110554 | PA      | $5766.54      | 0.00%             | 2036-08-15      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX ARPT SYS REVENUE                 | City of Houston TX Airport System Revenue                                       | CUSIP: 442349ER3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $91851.27     | 0.01%             | 2029-07-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5223000 | PA      | $4272250.78   | 0.27%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                     | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $853198.39    | 0.05%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                 | Phillips 66 Co                                                                  | CUSIP: 718547AJ1<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    835000 | PA      | $728305.80    | 0.05%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QEY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17690974 | PA      | $15254169.20  | 0.98%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2015-K45 Mortgage Trust                                                   | CUSIP: 30292PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3165000 | PA      | $2994397.32   | 0.19%             | 2048-04-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                 | Prologis LP                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    274000 | PA      | $216658.88    | 0.01%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138YTZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40222 | PA      | $39120.82     | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    121000 | PA      | $116670.18    | 0.01%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EGWY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63780 | PA      | $65796.01     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                              | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    163000 | PA      | $124655.46    | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179RGA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272870 | PA      | $262465.48    | 0.02%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WRD98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69407 | PA      | $65301.20     | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163973 | PA      | $169648.63    | 0.01%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256170.88    | 0.02%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                    | Take-Two Interactive Software Inc                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    282000 | PA      | $265451.12    | 0.02%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                            | Societe Generale SA                                                             | CUSIP: 83368RAU6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $359842.71    | 0.02%             | 2024-10-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    416000 | PA      | $390455.00    | 0.03%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    295000 | PA      | $208732.98    | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    941000 | PA      | $862210.76    | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31398LNT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315673 | PA      | $15177.26     | 0.00%             | 2039-12-15      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                          | Boston Gas Co                                                                   | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    313000 | PA      | $269187.67    | 0.02%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132AD3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2617510 | PA      | $2499058.25   | 0.16%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31296NDL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1752 | PA      | $1791.51      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                    | CSX Corp                                                                        | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $749912.11    | 0.05%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    314000 | PA      | $251222.68    | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                        | Lockheed Martin Corp                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1095879.60   | 0.07%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31398P5R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32995 | PA      | $31556.41     | 0.00%             | 2040-03-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                    | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    626000 | PA      | $394831.87    | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38373MC57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    185729 | PA      | $9668.85      | 0.00%             | 2037-04-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1446607.92   | 0.09%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    264000 | PA      | $265994.81    | 0.02%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                           | Union Electric Co                                                               | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    534000 | PA      | $468391.62    | 0.03%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                        | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    992000 | PA      | $941671.87    | 0.06%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MQHG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26565 | PA      | $23952.16     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8476000 | PA      | $5996770.00   | 0.39%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                    | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    610000 | PA      | $623292.36    | 0.04%             | 2040-03-30      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38377NF41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141413 | PA      | $116838.90    | 0.01%             | 2040-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                                     | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    692000 | PA      | $669598.04    | 0.04%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                     | Public Service Co of Colorado                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    277000 | PA      | $178668.14    | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    314000 | PA      | $252099.70    | 0.02%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                              | Qatar Government International Bond                                             | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    340000 | PA      | $309463.75    | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    783000 | PA      | $586897.40    | 0.04%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22940000 | PA      | $22816339.18  | 1.47%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2526700 | PA      | $2542689.29   | 0.16%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128PT7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44164 | PA      | $43148.34     | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418APN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308373 | PA      | $287969.25    | 0.02%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                  | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $460712.97    | 0.03%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                        | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    577000 | PA      | $427531.32    | 0.03%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co                                                               | CUSIP: 37045VAG5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    167000 | PA      | $163110.95    | 0.01%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $195554.31    | 0.01%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2015000 | PA      | $2091529.90   | 0.13%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                    | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127499.15    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                      | Credit Agricole SA/London                                                       | CUSIP: 22535WAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1114000 | PA      | $1015682.26   | 0.07%             | 2026-06-16      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138ET6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439195 | PA      | $431447.77    | 0.03%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                    | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    266000 | PA      | $250760.46    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    511000 | PA      | $477134.30    | 0.03%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                      | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    480000 | PA      | $416381.58    | 0.03%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    963000 | PA      | $755430.25    | 0.05%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WHGK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71686 | PA      | $68619.14     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140HJHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126435 | PA      | $120554.85    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    265000 | PA      | $214848.92    | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    385000 | PA      | $362670.00    | 0.02%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                 | Netflix Inc                                                                     | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    674000 | PA      | $654887.23    | 0.04%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $341478.92    | 0.02%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2441000 | PA      | $2404437.24   | 0.15%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    317000 | PA      | $203456.94    | 0.01%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                               | Welltower Inc                                                                   | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    213000 | PA      | $181564.27    | 0.01%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $296965.80    | 0.02%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    271000 | PA      | $227031.05    | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1450884.99   | 0.09%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    765000 | PA      | $693958.89    | 0.04%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Educational Services of Americ              | Edsouth Indenture No 10 LLC                                                     | CUSIP: 28138JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419323 | PA      | $419498.54    | 0.03%             | 2056-12-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                       | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    190000 | PA      | $214720.90    | 0.01%             | 2037-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                               | Welltower Inc                                                                   | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    415000 | PA      | $337152.73    | 0.02%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2B PTT                      | Air Canada 2020-2 Class B Pass Through Trust                                    | CUSIP: 00909UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    360789 | PA      | $358146.44    | 0.02%             | 2025-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                | 7-Eleven Inc                                                                    | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    540000 | PA      | $332076.79    | 0.02%             | 2051-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                | UBS Group AG                                                                    | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    875000 | PA      | $674616.51    | 0.04%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| AIR CANADA 2017-1B PTT                      | Air Canada 2017-1 Class B Pass Through Trust                                    | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    368122 | PA      | $335552.88    | 0.02%             | 2026-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                   | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    859000 | PA      | $571252.11    | 0.04%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                     | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    703000 | PA      | $655002.97    | 0.04%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                       | Indonesia Government International Bond                                         | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    290000 | PA      | $215379.38    | 0.01%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    810000 | PA      | $745953.30    | 0.05%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                              | Albemarle Corp                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    144000 | PA      | $135709.27    | 0.01%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                    | Florida Power & Light Co                                                        | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    213000 | PA      | $176003.30    | 0.01%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255838.49    | 0.02%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31396X2N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260714 | PA      | $18591.20     | 0.00%             | 2037-12-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    381000 | PA      | $287861.16    | 0.02%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                 | TJX Cos Inc/The                                                                 | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    465000 | PA      | $433495.17    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1145084.04   | 0.07%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    297000 | PA      | $197596.89    | 0.01%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                           | L3Harris Technologies Inc                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    655000 | PA      | $630140.35    | 0.04%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                          | Credit Agricole SA                                                              | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    379000 | PA      | $383263.75    | 0.02%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8925000 | PA      | $5702238.28   | 0.37%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                      | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    400000 | PA      | $320575.00    | 0.02%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                      | Credit Suisse Group AG                                                          | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1429000 | PA      | $1395778.75   | 0.09%             | 2024-06-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4048124 | PA      | $3992141.05   | 0.26%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                                                  | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1038156.40   | 0.07%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                             | Fannie Mae Interest Strip                                                       | CUSIP: 3136FCM78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127431 | PA      | $25744.19     | 0.00%             | 2036-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36202FGM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23174 | PA      | $22691.88     | 0.00%             | 2025-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                    | New York Life Global Funding                                                    | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    597000 | PA      | $470496.52    | 0.03%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                           | Entergy Texas Inc                                                               | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    593000 | PA      | $544618.89    | 0.03%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                      | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1382000 | PA      | $1200719.05   | 0.08%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                         | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $148162.00    | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                    | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    196000 | PA      | $183118.01    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY TRANSITIONAL               | New York City Transitional Finance Authority Future Tax Secured Revenue         | CUSIP: 64971XUU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $121571.03    | 0.01%             | 2029-11-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                      | Protective Life Global Funding                                                  | CUSIP: 74368CBP8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1005468.83   | 0.06%             | 2027-07-06      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KKUD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7593036 | PA      | $6488860.83   | 0.42%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    544000 | PA      | $446119.09    | 0.03%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1151170.27   | 0.07%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    134000 | PA      | $85390.19     | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TVA PRIN STRIP                              | Tennessee Valley Authority Principal Strip                                      | CUSIP: 88059FBM2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    600000 | PA      | $322236.95    | 0.02%             | 2035-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                    | Discovery Communications LLC                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1573000 | PA      | $1395930.17   | 0.09%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2018-K80 Mortgage Trust                                                   | CUSIP: 30307RAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2707960.50   | 0.17%             | 2050-08-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST I                         | Pine Street Trust I                                                             | CUSIP: 722844AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $542680.92    | 0.03%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                             | Bermuda Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    260000 | PA      | $248998.75    | 0.02%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    370000 | PA      | $289186.91    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                    | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BE6<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    176000 | PA      | $168626.77    | 0.01%             | 2054-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                             | Danske Bank A/S                                                                 | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    275000 | PA      | $241498.04    | 0.02%             | 2026-09-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                               | CUSIP: 36241LHJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       411 | PA      | $410.53       | 0.00%             | 2023-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    476000 | PA      | $412768.44    | 0.03%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                        | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    853000 | PA      | $788288.01    | 0.05%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                        | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    437000 | PA      | $398770.00    | 0.03%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140JPC94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76777 | PA      | $76172.96     | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    593000 | PA      | $550283.33    | 0.04%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                     | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    237000 | PA      | $170577.27    | 0.01%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1916000 | PA      | $1626248.07   | 0.10%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140JAEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2638575 | PA      | $2655800.67   | 0.17%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                        | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    325000 | PA      | $283617.68    | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                       | DP World Crescent Ltd                                                           | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    270000 | PA      | $248281.88    | 0.02%             | 2030-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                      | Commonwealth Bank of Australia                                                  | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    861000 | PA      | $663650.19    | 0.04%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MNG95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102047 | PA      | $92853.32     | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                         | Macquarie Group Ltd                                                             | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    705000 | PA      | $593636.09    | 0.04%             | 2028-04-14      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT US Long Bond                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       437 | NC      | $-845328.80   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                | Barclays PLC                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $543702.82    | 0.03%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                        | Kansas City Southern/Old                                                        | CUSIP: 485170AS3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    209000 | PA      | $188735.68    | 0.01%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    296000 | PA      | $267295.43    | 0.02%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2 YEAR US TREASURY NOTE                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -216 | NC      | $22426.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    955000 | PA      | $1020257.52   | 0.07%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QEY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3749979 | PA      | $3224491.50   | 0.21%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                                               | CUSIP: 3620A7LX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129469 | PA      | $131790.85    | 0.01%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                         | Electronic Arts Inc                                                             | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    790000 | PA      | $621621.69    | 0.04%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418CAY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20754 | PA      | $19865.84     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34216758 | PA      | $29700513.16  | 1.91%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31409WT43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28489 | PA      | $28499.78     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                    | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    573000 | PA      | $433994.97    | 0.03%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                     | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    483000 | PA      | $438256.28    | 0.03%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    320000 | PA      | $344633.54    | 0.02%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31417GL20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238519 | PA      | $217023.12    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                    | Duke Energy Progress LLC                                                        | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    282000 | PA      | $249540.33    | 0.02%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                | 7-Eleven Inc                                                                    | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    144000 | PA      | $94799.19     | 0.01%             | 2041-02-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2AA PTT                     | Air Canada 2015-2 Class AA Pass Through Trust                                   | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    113283 | PA      | $99470.28     | 0.01%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                              | Fannie Mae-Aces                                                                 | CUSIP: 3136BBTD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2326441 | PA      | $196554.26    | 0.01%             | 2030-07-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MRD24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11994 | PA      | $10913.71     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                         | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    402000 | PA      | $341457.07    | 0.02%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    277000 | PA      | $277402.72    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                      | Aviation Capital Group LLC                                                      | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    624000 | PA      | $543605.54    | 0.03%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                 | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    147000 | PA      | $136907.50    | 0.01%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31397BJ77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89380 | PA      | $2338.06      | 0.00%             | 2026-09-15      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                               | UniCredit SpA                                                                   | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    320000 | PA      | $273314.62    | 0.02%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                | NiSource Inc                                                                    | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    132000 | PA      | $124714.39    | 0.01%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6883000 | PA      | $6080700.31   | 0.39%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MCT46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6430 | PA      | $5850.50      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5255000 | PA      | $3345135.94   | 0.21%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                      | Cox Communications Inc                                                          | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    352000 | PA      | $312217.25    | 0.02%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                | CSMC 2014-USA OA LLC                                                            | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1078078.08   | 0.07%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                        | Enel Finance International NV                                                   | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    719000 | PA      | $570728.25    | 0.04%             | 2028-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                             | OhioHealth Corp                                                                 | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    910000 | PA      | $729037.65    | 0.05%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138AKZP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115763 | PA      | $112727.82    | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31417GAX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    941080 | PA      | $856268.80    | 0.05%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                       | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    518000 | PA      | $358585.50    | 0.02%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KJJU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1145977 | PA      | $982356.77    | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31297KFM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64013 | PA      | $65215.11     | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31417FU63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768976 | PA      | $699674.63    | 0.04%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140HBH76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643350 | PA      | $615170.36    | 0.04%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     38000 | PA      | $31450.94     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31371K5X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1641 | PA      | $1627.96      | 0.00%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3128CURD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13288 | PA      | $13347.09     | 0.00%             | 2029-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    954000 | PA      | $649779.71    | 0.04%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $819162.40    | 0.05%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $485161.60    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    551600 | PA      | $526794.77    | 0.03%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3140X8QJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5351019 | PA      | $4791246.44   | 0.31%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MP2W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8386 | PA      | $7630.99      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                 | Target Corp                                                                     | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    666000 | PA      | $647586.89    | 0.04%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                               | Welltower Inc                                                                   | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    347000 | PA      | $271456.35    | 0.02%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                            | ABN AMRO Bank NV                                                                | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $577305.28    | 0.04%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60593600 | PA      | $57942630.00  | 3.72%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138LSR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20815 | PA      | $18940.56     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7820904 | PA      | $7938717.61   | 0.51%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                      | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1563683.93   | 0.10%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STWD CMNTYS DEV AUT              | California Statewide Communities Development Authority                          | CUSIP: 13080SZS6<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     40000 | PA      | $30167.86     | 0.00%             | 2031-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                     | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    198000 | PA      | $175143.70    | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138W4AP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27498 | PA      | $25018.79     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                    | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    392000 | PA      | $261784.10    | 0.02%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    307000 | PA      | $213093.68    | 0.01%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31292L6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190458 | PA      | $173496.53    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp                                                             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    984000 | PA      | $891322.07    | 0.06%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    938000 | PA      | $835992.50    | 0.05%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31397GJD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11757 | PA      | $12089.82     | 0.00%             | 2037-04-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138EKF83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404126 | PA      | $367710.48    | 0.02%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WDUB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73006 | PA      | $71717.92     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DV4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    618687 | PA      | $616861.34    | 0.04%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    438000 | PA      | $376857.27    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                      | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    591000 | PA      | $641673.14    | 0.04%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                        | Fannie Mae REMIC Trust 2004-W11                                                 | CUSIP: 31394AB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    189534 | PA      | $139900.03    | 0.01%             | 2044-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    745000 | PA      | $788889.41    | 0.05%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                    | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    520000 | PA      | $488035.78    | 0.03%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $374142.80    | 0.02%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WRNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124374 | PA      | $113164.77    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                  | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    738000 | PA      | $599201.76    | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 31396HZW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24138 | PA      | $20472.62     | 0.00%             | 2036-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                             | Chevron USA Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    645000 | PA      | $403910.52    | 0.03%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KG6M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6640910 | PA      | $5894374.95   | 0.38%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $690096.39    | 0.04%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $965835.25    | 0.06%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                    | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    291000 | PA      | $270016.60    | 0.02%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                      | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    254000 | PA      | $193215.52    | 0.01%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                        | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1434663.47   | 0.09%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    617000 | PA      | $538468.78    | 0.03%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138W94U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       307 | PA      | $305.57       | 0.00%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                  | PacifiCorp                                                                      | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $197629.28    | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                          | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    389000 | PA      | $363548.54    | 0.02%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                         | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    656000 | PA      | $459656.89    | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                     | Alexander Funding Trust                                                         | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1951749.47   | 0.13%             | 2023-11-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| WEA FINANCE LLC                             | WEA Finance LLC                                                                 | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    408000 | PA      | $350092.91    | 0.02%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    544000 | PA      | $545978.41    | 0.04%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2015-K48 Mortgage Trust                                                   | CUSIP: 30293HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1985000 | PA      | $1886977.13   | 0.12%             | 2048-08-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1684267.74   | 0.11%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $894631.79    | 0.06%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                    | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    470000 | PA      | $442451.33    | 0.03%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                  | VMware Inc                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    798000 | PA      | $605015.95    | 0.04%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    482000 | PA      | $305834.88    | 0.02%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3131XYWF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3139609 | PA      | $2984953.79   | 0.19%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                 | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1540000 | PA      | $1252824.19   | 0.08%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                          | Roche Holdings Inc                                                              | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    660000 | PA      | $535538.57    | 0.03%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST TRANSPRTN AUTH                 | Louisiana State Transportation Authority                                        | CUSIP: 54651TBD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $25245.02     | 0.00%             | 2028-02-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                              | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $327371.30    | 0.02%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2307210 | PA      | $1981426.67   | 0.13%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                      | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    420000 | PA      | $368468.34    | 0.02%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31359BZL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3799 | PA      | $3798.84      | 0.00%             | 2023-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    702000 | PA      | $694130.74    | 0.04%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl              | Santander Drive Auto Receivables Trust 2020-3                                   | CUSIP: 80285WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7400000 | PA      | $7094484.34   | 0.46%             | 2026-11-16      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38375BK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3715 | PA      | $3452.41      | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    277000 | PA      | $221777.42    | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1218808.74   | 0.08%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                          | Banco Santander SA                                                              | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1386985.32   | 0.09%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7053 | PA      | $6425.26      | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                                              | CUSIP: 36179RJF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    859881 | PA      | $827127.56    | 0.05%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                               | CUSIP: 31394ERJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25851 | PA      | $24913.87     | 0.00%             | 2035-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    203000 | PA      | $184969.09    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                    | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    667000 | PA      | $599664.93    | 0.04%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31417MS38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376087 | PA      | $381038.07    | 0.02%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y1WP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1128767 | PA      | $1114610.62   | 0.07%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                               | Welltower Inc                                                                   | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    378000 | PA      | $319161.21    | 0.02%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    615000 | PA      | $570209.30    | 0.04%             | 2025-05-24      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38374XPV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    296122 | PA      | $13004.82     | 0.00%             | 2037-05-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1308403.32   | 0.08%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                  | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    545000 | PA      | $484188.21    | 0.03%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $21825.00     | 0.00%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138NXRK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19086 | PA      | $17153.55     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137A56Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7172 | PA      | $22.24        | 0.00%             | 2023-07-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                     | New York Life Insurance Co                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    398000 | PA      | $304570.41    | 0.02%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                                           | CUSIP: 3132JAW68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    516564 | PA      | $470549.37    | 0.03%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                      | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    585000 | PA      | $546343.28    | 0.04%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                       | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $907573.92    | 0.06%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                           | Kinder Morgan Inc                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1070234.97   | 0.07%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2470000 | PA      | $2147549.23   | 0.14%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    246000 | PA      | $224050.10    | 0.01%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7064629 | PA      | $6075012.01   | 0.39%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH               | American Municipal Power Inc                                                    | CUSIP: 02765UDV3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     75000 | PA      | $89193.47     | 0.01%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2587000 | PA      | $2199152.12   | 0.14%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                           | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    356000 | PA      | $230860.56    | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                        | Enel Finance International NV                                                   | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1290000 | PA      | $1161587.08   | 0.07%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                     | Eni SpA                                                                         | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $370148.36    | 0.02%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 3138MFW52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9682 | PA      | $8809.70      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                    | Corporate Office Properties LP                                                  | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    402000 | PA      | $300928.98    | 0.02%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                          | Regency Centers LP                                                              | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    634000 | PA      | $550548.92    | 0.04%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                       | University of Chicago/The                                                       | CUSIP: 91412NBG4<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    664000 | PA      | $468386.90    | 0.03%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31371NMK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37404 | PA      | $37967.71     | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Government National Mortgage Association                                        | CUSIP: 38374YRU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105495 | PA      | $13514.21     | 0.00%             | 2039-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2013-1 A PTT                     | United Airlines 2013-1 Class A Pass Through Trust                               | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245465 | PA      | $228334.11    | 0.01%             | 2025-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                    | Duke Energy Progress LLC                                                        | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    241000 | PA      | $158774.88    | 0.01%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                | WP Carey Inc                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    252000 | PA      | $226570.07    | 0.01%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                      | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151699.49    | 0.01%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $244634.54    | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    705000 | PA      | $592848.97    | 0.04%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                                              | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $339931.00    | 0.02%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $1901594.66   | 0.12%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                                                | CUSIP: 3133KJMH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    927652 | PA      | $817304.92    | 0.05%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                           | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1005000 | PA      | $950076.95    | 0.06%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1491026.31   | 0.10%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                        | Enel Finance International NV                                                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $155971.84    | 0.01%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                          | Raytheon Technologies Corp                                                      | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    146000 | PA      | $113687.06    | 0.01%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV              | New York State Urban Development Corp                                           | CUSIP: 650036DU7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    150000 | PA      | $133644.71    | 0.01%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418AHQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207019 | PA      | $200468.24    | 0.01%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                                              | CUSIP: 3137A0XQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17653 | PA      | $17512.02     | 0.00%             | 2036-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                            | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    547000 | PA      | $447212.75    | 0.03%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263748 | PA      | $262521.72    | 0.02%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                                                 | CUSIP: 31413MHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6659 | PA      | $6696.44      | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Advanced Series Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Treasurer and Principal Financial and Accounting Officer