# EDGAR Filing Document

**Accession Number:** 0001502608
**File Stem:** 0002048251-26-002515
**Filing Date:** 2026-3
**Character Count:** 237704
**Document Hash:** 18a7abbe0738fac7ba480d5b0fdb61f0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-002515.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0002048251-26-002515

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Adviser Managed Trust
- **CENTRAL INDEX KEY:** 0001502608

**ORGANIZATION NAME:**
- **EIN:** 273560836
- **STATE OF INCORPORATION:** PA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22480
- **FILM NUMBER:** 26818785

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DR.
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** (800) 342-5734

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DR.
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### Core Fixed Income Fund (Series ID: S000073479)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000230414 | Core Fixed Income Fund | AAEYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ADVISER MANAGED TRUST

- **b. Investment Company Act file number:** 811-22480

- **c. CIK number of Registrant:** 0001502608

- **d. LEI of Registrant:** P4X0O3K3HK6467LVL237

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

  - **Street Address 1:** 1 FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** AMT Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000073479

- **c. LEI of Series:** 54930064DUZ0S4A9Z166

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $185818729.88

**Total Liabilities:** $3420178.19

**Net Assets:** $182398551.69

**Cash Not Reported:** $5748879.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -183.94467066 | **1-Year:** -5039.11900933 | **5-Year:** -14731.17084335 | **10-Year:** -24298.22041598 | **30-Year:** -10632.61301820

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

- **3-Month:** -42.54603332 | **1-Year:** -603.79299673 | **5-Year:** -1624.81930367 | **10-Year:** -2844.13226503 | **30-Year:** -764.21434769

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230414 | 0.20%                | -0.34%               | 0.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $90948.50                | $-297546.07                                |
| Month 2  | $27916.56                | $-1219085.42                               |
| Month 3  | $43793.80                | $461421.71                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 4.347000% 01/22/2032                                | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374012.24    | 0.21%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | WI TREASURY SEC. 4.000000% 01/31/2033                                   | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1000000 | PA      | $998281.25    | 0.55%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                           | JOHN DEERE CAPITAL CORP 4.500000% 01/16/2029                            | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254490.94    | 0.14%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                    | GEORGIA POWER CO 4.950000% 05/17/2033                                   | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255214.49    | 0.14%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR RQ0051                                              | CUSIP: 3142J6BV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    299909 | PA      | $310292.16    | 0.17%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                  | BANK OF NEW YORK MELLON CORP/THE MTN 4.890000% 07/21/2028               | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101519.64    | 0.06%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.250000% 08/15/2035                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    700000 | PA      | $700656.25    | 0.38%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN CC0118                                               | CUSIP: 3140Y6DY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96242 | PA      | $100050.97    | 0.05%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 3.300000% 04/15/2040                                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122331.89    | 0.07%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MB0146                                            | CUSIP: 3618N5EU9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    563024 | PA      | $563570.79    | 0.31%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC 4.850000% 01/31/2034                  | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201543.03    | 0.11%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                   | ASIAN DEVELOPMENT BANK MTN 4.250000% 01/14/2036                         | CUSIP: 045167GP2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    165000 | PA      | $164485.10    | 0.09%             | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC 5.500000% 03/15/2055                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $103402.06    | 0.06%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K508 A2         | CUSIP: 3137HAQ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    500000 | PA      | $509684.35    | 0.28%             | 2028-08-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SI2107                                              | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    620561 | PA      | $531347.09    | 0.29%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 2.875000% 05/15/2052                                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $139140.62    | 0.08%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                 | AMERICAN EXPRESS CO 5.284000% 07/26/2035                                | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204756.04    | 0.11%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                       | BOEING CO/THE 5.705000% 05/01/2040                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306672.48    | 0.17%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA4054                                               | CUSIP: 31418DQG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    169745 | PA      | $154650.28    | 0.08%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                               | 3M CO 4.800000% 03/15/2030                                              | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102116.34    | 0.06%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                    | STARBUCKS CORP 4.850000% 02/08/2027                                     | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100895.35    | 0.06%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.375000% 12/31/2027                                    | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3150000 | PA      | $3140894.55   | 1.72%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 4.952000% 05/07/2031                                      | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102047.91    | 0.06%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 5.050000% 04/15/2053                             | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179599.79    | 0.10%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                    | KEURIG DR PEPPER INC 4.600000% 05/15/2030                               | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100505.46    | 0.06%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP 4.500000% 05/06/2028                                        | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250639.58    | 0.14%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                | KRAFT HEINZ FOODS CO 5.200000% 03/15/2032                               | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102741.51    | 0.06%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO 3.068000% 04/30/2041                                   | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115754.93    | 0.06%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST             | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2025-1 A             | CUSIP: 02582JKM1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $101450.94    | 0.06%             | 2029-12-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K528 A2         | CUSIP: 3137HFNZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     51370 | PA      | $52243.01     | 0.03%             | 2029-07-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                | REGAL REXNORD CORP 6.050000% 04/15/2028                                 | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259154.37    | 0.14%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 4.875000% 11/15/2035                                 | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49457.18     | 0.03%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA7987                                            | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    745238 | PA      | $645893.36    | 0.35%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                          | CIGNA GROUP/THE 5.000000% 05/15/2029                                    | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154068.22    | 0.08%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP 7.079000% 08/02/2043                                   | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $336781.39    | 0.18%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC 5.125000% 02/15/2053                                | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179981.49    | 0.10%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                  | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.650000% 05/19/2030              | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $101933.87    | 0.06%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 5.561000% 11/19/2045                        | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49732.58     | 0.03%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL 30YR TBA (FEBRUARY)                                  | CUSIP: 21H052629<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    150000 | PA      | $151638.44    | 0.08%             | 2056-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                | ARES CAPITAL CORP 5.875000% 03/01/2029                                  | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205220.40    | 0.11%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8408                                              | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    609731 | PA      | $618639.00    | 0.34%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                   | LOWE'S COS INC 5.000000% 04/15/2033                                     | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102233.63    | 0.06%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP 4.500000% 02/06/2028               | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253100.16    | 0.14%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                | VISA INC 4.150000% 12/14/2035                                           | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120655.85    | 0.07%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.250000% 01/15/2029                             | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201330.50    | 0.11%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC 4.500000% 04/15/2033                             | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197411.46    | 0.11%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.750000% 11/30/2032                                    | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $491953.13    | 0.27%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 05/31/2031                                    | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $518535.16    | 0.28%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                  | BANK OF NOVA SCOTIA/THE 4.932000% 02/14/2029                            | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $203798.91    | 0.11%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                              | REPUBLIC OF PHILIPPINES 5.000000% 07/17/2033                            | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $203319.98    | 0.11%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                   | ENTERGY LOUISIANA LLC 5.150000% 09/15/2034                              | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127561.71    | 0.07%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.250000% 04/01/2053 | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159738.13    | 0.09%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Israel                                          | STATE OF ISRAEL 4.500000% 01/13/2031                                    | CUSIP: 46515CJY1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $198906.32    | 0.11%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC 4.989000% 04/10/2034                     | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254562.62    | 0.14%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| KfW                                                      | KREDITANSTALT FUER WIEDERAUFBAU 4.125000% 07/15/2033                    | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    150000 | PA      | $150275.43    | 0.08%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.400000% 08/15/2054                                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110591.42    | 0.06%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.875000% 08/31/2032                                    | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    300000 | PA      | $297914.06    | 0.16%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                           | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109918.94    | 0.06%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                    | VALE OVERSEAS LTD 6.125000% 06/12/2033                                  | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | NUSS              | BR        |     75000 | PA      | $80326.82     | 0.04%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8090                                              | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    445045 | PA      | $364835.84    | 0.20%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.375000% 11/30/2027                                    | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    200000 | PA      | $199437.50    | 0.11%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.125000% 11/30/2029                                    | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $507421.88    | 0.28%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.336000% 01/23/2035                                | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103002.57    | 0.06%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR RQ0041                                              | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    275642 | PA      | $282153.23    | 0.15%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                   | JAPAN INT'L COOP AGENCY 4.750000% 05/21/2029                            | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $205276.37    | 0.11%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                             | MIZUHO FINANCIAL GROUP INC 5.778000% 07/06/2029                         | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $207826.66    | 0.11%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.500000% 05/15/2027                                    | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    300000 | PA      | $303550.78    | 0.17%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                    | DELTA AIR LINES INC 3.750000% 10/28/2029                                | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97857.75     | 0.05%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                     | VERIZON MASTER TRUST VZMT 2025-5 A1A                                    | CUSIP: 92348KEF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    106000 | PA      | $107138.80    | 0.06%             | 2031-06-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                       | VENTAS REALTY LP 5.000000% 02/15/2036                                   | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19798.88     | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA3238                                               | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    479767 | PA      | $449475.99    | 0.25%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 3.217000% 04/22/2042                                     | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116519.67    | 0.06%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA8347                                            | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    821930 | PA      | $809095.07    | 0.44%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 5.000000% 05/15/2045                                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $689765.63    | 0.38%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MB0424                                            | CUSIP: 3618N5PJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    249029 | PA      | $251972.26    | 0.14%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                              | UNITED PARCEL SERVICE INC 5.050000% 03/03/2053                          | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182529.22    | 0.10%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP.                                   | PACCAR FINANCIAL CORP 4.450000% 08/06/2027                              | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101129.62    | 0.06%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 5.400000% 01/15/2054                          | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145185.11    | 0.08%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MB0206                                            | CUSIP: 3618N5GQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    204709 | PA      | $209812.62    | 0.12%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                             | AMERICAN WATER CAPITAL CORP 5.700000% 09/01/2055                        | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74716.50     | 0.04%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                            | REPUBLIC OF INDONESIA 5.100000% 02/10/2054                              | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $187255.39    | 0.10%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                          | BLACKSTONE SECURED LENDING FUND 5.125000% 01/31/2031                    | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73375.02     | 0.04%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                              | FEDERAL HOME LOAN BANK 4.000000% 03/10/2027                             | CUSIP: 3130B5K64<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    300000 | PA      | $301497.32    | 0.17%             | 2027-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                  | KEYCORP 6.401000% 03/06/2035                                            | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108352.24    | 0.06%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                    | TAKEDA PHARMACEUTICAL CO LTD 5.300000% 07/05/2034                       | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | NUSS              | JP        |    100000 | PA      | $102749.61    | 0.06%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.375000% 09/15/2027                                    | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $498730.47    | 0.27%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                   | WASTE MANAGEMENT INC 4.650000% 03/15/2030                               | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101992.99    | 0.06%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC 5.300000% 02/26/2054                                  | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95559.94     | 0.05%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                       | REPUBLIC OF CHILE 4.850000% 01/22/2029                                  | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $203650.00    | 0.11%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                        | JOHNSON & JOHNSON 4.900000% 06/01/2031                                  | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67649.17     | 0.04%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                       | REPUBLIC OF PERU 3.300000% 03/11/2041                                   | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $153420.00    | 0.08%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                         | DEUTSCHE BANK AG/NEW YORK NY 6.819000% 11/20/2029                       | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    200000 | PA      | $213320.43    | 0.12%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO 5.150000% 04/23/2031                                   | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41188.41     | 0.02%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                         | WELLTOWER OP LLC 4.500000% 07/01/2030                                   | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101002.38    | 0.06%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                            | ENBRIDGE INC 6.700000% 11/15/2053                                       | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $275014.21    | 0.15%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA5757                                               | CUSIP: 31418FMF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    195697 | PA      | $187037.57    | 0.10%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN FS3744                                               | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    869447 | PA      | $712388.87    | 0.39%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC 4.950000% 02/15/2035                  | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101116.90    | 0.06%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                | DELL INTERNATIONAL LLC / EMC CORP 5.300000% 04/01/2032                  | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102754.03    | 0.06%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR RQ0013                                              | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     91682 | PA      | $92996.83     | 0.05%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)                           | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100000 | PA      | $102397.94    | 0.06%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 02/15/2055                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $478984.38    | 0.26%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA7534                                            | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    887945 | PA      | $769583.69    | 0.42%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                          | RTX CORP 6.400000% 03/15/2054                                           | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $275380.55    | 0.15%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                 | UNITED MEXICAN STATES 6.400000% 05/07/2054                              | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $190810.00    | 0.10%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC 3.500000% 02/15/2041                                       | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202998.42    | 0.11%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                         | PARAMOUNT GLOBAL 4.950000% 01/15/2031                                   | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95668.13     | 0.05%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 5.350000% 05/15/2053                                       | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134903.13    | 0.07%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                    | SOLVENTUM CORP 5.600000% 03/23/2034                                     | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103973.43    | 0.06%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP MTN 4.900000% 07/09/2027                    | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30430.65     | 0.02%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                    | THERMO FISHER SCIENTIFIC INC 2.000000% 10/15/2031                       | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89093.48     | 0.05%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP 5.200000% 02/15/2064                               | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92876.29     | 0.05%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.500000% 02/15/2033                                    | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    300000 | PA      | $290179.69    | 0.16%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORPORATION                                       | TARGET CORP 5.000000% 04/15/2035                                        | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126226.08    | 0.07%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.000000% 08/15/2052                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $213890.63    | 0.12%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada         | CANADIAN NATIONAL RAILWAY CO 4.375000% 09/18/2034                       | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $19643.74     | 0.01%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                  | EXXON MOBIL CORP 4.227000% 03/19/2040                                   | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182604.61    | 0.10%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                               | TORONTO-DOMINION BANK/THE MTN 5.523000% 07/17/2028                      | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $207189.46    | 0.11%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 6.561000% 10/24/2034                        | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110730.64    | 0.06%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                               | CONSTELLATION BRANDS INC 4.800000% 01/15/2029                           | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254469.69    | 0.14%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MB0363                                            | CUSIP: 3618N5MM8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    198873 | PA      | $188171.60    | 0.10%             | 2055-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA4437                                               | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1088606 | PA      | $887311.19    | 0.49%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                       | CENTERPOINT ENERGY RESOURCES CORP 5.400000% 07/01/2034                  | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51542.02     | 0.03%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA9667                                            | CUSIP: 36179YW42<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    358496 | PA      | $359010.14    | 0.20%             | 2054-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE 0.875000% 08/05/2030                                         | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    550000 | PA      | $485113.29    | 0.27%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA7590                                            | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1309622 | PA      | $1183678.69   | 0.65%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 5.050000% 03/15/2034                                         | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51255.12     | 0.03%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                             | BRISTOL-MYERS SQUIBB CO 3.550000% 03/15/2042                            | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200913.34    | 0.11%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 5.541000% 01/21/2047                        | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49252.76     | 0.03%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                  | CARMAX AUTO OWNER TRUST 2024-4 CARMX 2024-4 A3                          | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $101023.68    | 0.06%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 4.654000% 10/18/2030                                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202451.86    | 0.11%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8475                                              | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    309336 | PA      | $313772.78    | 0.17%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.125000% 07/31/2028                                    | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $506601.56    | 0.28%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC 5.000000% 01/15/2036                         | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49425.76     | 0.03%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.000000% 07/31/2029                                    | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $505468.75    | 0.28%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP 2.921000% 03/17/2052                                     | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130275.24    | 0.07%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                 | TOTALENERGIES CAPITAL SA 5.275000% 09/10/2054                           | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $94509.11     | 0.05%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO 5.244000% 01/24/2031                                   | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191134.57    | 0.10%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP MTN 4.450000% 10/22/2027                    | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100881.63    | 0.06%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 5.744000% 02/12/2036                               | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279170.95    | 0.15%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                        | EVERSOURCE ENERGY 5.450000% 03/01/2028                                  | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256614.56    | 0.14%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                      | PHILLIPS 66 CO 5.300000% 06/30/2033                                     | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128420.16    | 0.07%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA4413                                               | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2638835 | PA      | $2152527.92   | 1.18%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KfW                                                      | KREDITANSTALT FUER WIEDERAUFBAU 4.000000% 03/15/2029                    | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    250000 | PA      | $252788.53    | 0.14%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-158 A2        | CUSIP: 3137HAGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    350000 | PA      | $343255.78    | 0.19%             | 2033-07-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                              | ONTARIO (PROVINCE OF) 4.200000% 01/18/2029                              | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $253276.13    | 0.14%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN FS3972                                               | CUSIP: 3140XKMW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    618923 | PA      | $562324.10    | 0.31%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8266                                              | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1727761 | PA      | $1698514.53   | 0.93%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                           | ING GROEP NV 5.525000% 03/25/2036                                       | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $207365.34    | 0.11%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC 5.900000% 01/07/2035                    | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208276.30    | 0.11%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC HOLDINGS PLC 5.546000% 03/04/2030                                  | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |     50000 | PA      | $51844.80     | 0.03%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC 144A 4.150000% 04/15/2032                                  | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195634.16    | 0.11%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC.                                            | NISOURCE INC 5.350000% 04/01/2034                                       | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103038.42    | 0.06%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                           | PROLOGIS LP 5.250000% 06/15/2053                                        | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95131.25     | 0.05%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-C62 WFCM 2022-C62 A4         | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $335281.59    | 0.18%             | 2055-04-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 11/15/2055                                    | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $455257.81    | 0.25%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                          | CSX CORP 4.900000% 03/15/2055                                           | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58454.44     | 0.03%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                           | BLACKSTONE PRIVATE CREDIT FUND 6.000000% 11/22/2034                     | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49654.99     | 0.03%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA4623                                               | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2649915 | PA      | $2263605.75   | 1.24%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                 | MASTERCARD INC 4.875000% 05/09/2034                                     | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101943.10    | 0.06%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                     | CONSTELLATION ENERGY GENERATION LLC 5.875000% 01/15/2066                | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97556.28     | 0.05%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO MTN 5.198000% 01/23/2030                               | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257426.53    | 0.14%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                             | WALMART INC 4.500000% 04/15/2053                                        | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176500.47    | 0.10%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                     | AMPHENOL CORP 4.625000% 02/15/2036                                      | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97807.33     | 0.05%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 4.603000% 10/22/2030                                | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76077.44     | 0.04%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                          | SOUTHERN CALIFORNIA GAS CO 6.000000% 06/15/2055                         | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102452.33    | 0.06%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 4.300000% 08/15/2029                                 | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30352.72     | 0.02%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                    | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.800000% 01/15/2036  | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    182126 | PA      | $190402.21    | 0.10%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                        | JOHNSON & JOHNSON 2.100000% 09/01/2040                                  | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70361.95     | 0.04%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                               | AMERICAN TOWER CORP 5.200000% 02/15/2029                                | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102837.33    | 0.06%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.000000% 01/31/2031                                    | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4950000 | PA      | $4991378.93   | 2.74%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE            | CANADIAN PACIFIC RAILWAY CO 4.800000% 03/30/2030                        | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |     65000 | PA      | $66490.24     | 0.04%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.850000% 12/01/2035 | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149286.68    | 0.08%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                  | ASTRAZENECA FINANCE LLC 5.000000% 02/26/2034                            | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $36046.98     | 0.02%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                              | BBCMS MORTGAGE TRUST 2024-C24 BBCMS 2024-C24 A5                         | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    150000 | PA      | $156486.42    | 0.09%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)                           | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    200000 | PA      | $199944.90    | 0.11%             | 2056-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                               | COREBRIDGE FINANCIAL INC 6.050000% 09/15/2033                           | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106858.85    | 0.06%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                         | GATX CORP 5.500000% 06/15/2035                                          | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76874.25     | 0.04%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.120000% 09/16/2027  | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60243.71     | 0.03%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                             | MONDELEZ INTERNATIONAL INC 4.250000% 05/06/2028                         | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100511.86    | 0.06%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 1.875000% 11/15/2051                                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $110125.00    | 0.06%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA5738                                               | CUSIP: 31418FLU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    210496 | PA      | $220059.26    | 0.12%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 11/15/2044                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $195140.62    | 0.11%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC 3.250000% 04/06/2050                               | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    250000 | PA      | $172842.33    | 0.09%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                             | NOVARTIS CAPITAL CORP 3.800000% 09/18/2029                              | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44859.99     | 0.02%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                        | INTERNATIONAL FINANCE CORP MTN 4.250000% 07/02/2029                     | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    160000 | PA      | $162876.60    | 0.09%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 3.109000% 04/22/2041                                | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116983.54    | 0.06%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.375000% 11/30/2028                                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $510253.91    | 0.28%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.750000% 11/15/2043                                    | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4481718.75   | 2.46%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA9853                                            | CUSIP: 36179Y5N0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     49443 | PA      | $51161.52     | 0.03%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 5.173000% 01/16/2030                                     | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256672.27    | 0.14%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                 | BENCHMARK 2020-B19 MORTGAGE TRUST BMARK 2020-B19 A5                     | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350000 | PA      | $312153.63    | 0.17%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA4624                                               | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    634493 | PA      | $564314.32    | 0.31%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                           | HYUNDAI AUTO RECEIVABLES TRUST 2025-B HART 2025-B A3                    | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25000 | PA      | $25253.69     | 0.01%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.500000% 11/15/2045                                 | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96163.36     | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                    | ALEXANDRIA REAL ESTATE EQUITIES INC 5.625000% 05/15/2054                | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95598.27     | 0.05%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                            | AEP TRANSMISSION CO LLC 5.400000% 03/15/2053                            | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145050.93    | 0.08%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.625000% 05/15/2053                                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $80496.09     | 0.04%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MB0260                                            | CUSIP: 3618N5JE0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     70201 | PA      | $71951.44     | 0.04%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC.                                    | WEC ENERGY GROUP INC 5.625000% 05/15/2056                               | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50267.17     | 0.03%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                        | NATWEST GROUP PLC 4.964000% 08/15/2030                                  | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $204190.02    | 0.11%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 2.350000% 06/24/2040                                     | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $179837.72    | 0.10%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                    | QUALCOMM INC 4.650000% 05/20/2035                                       | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100007.24    | 0.05%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.250000% 02/28/2031                                    | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    300000 | PA      | $305882.81    | 0.17%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.750000% 02/15/2045                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1585124.99   | 0.87%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.750000% 06/30/2027                                    | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    600000 | PA      | $601781.25    | 0.33%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8492                                              | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    186855 | PA      | $186907.14    | 0.10%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                              | RIO TINTO FINANCE USA PLC 5.125000% 03/09/2053                          | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | NUSS              | AU        |    150000 | PA      | $140016.77    | 0.08%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 06/15/2027                                    | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $507187.50    | 0.28%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO & CO MTN 4.611000% 04/25/2053                               | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85692.21     | 0.05%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO/THE 7.750000% 12/01/2045                                 | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $252516.81    | 0.14%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.534000% 11/29/2045                                | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35268.64     | 0.02%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MB0205                                            | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    213603 | PA      | $216372.07    | 0.12%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                 | EUROPEAN INVESTMENT BANK 3.750000% 02/14/2033                           | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $196057.55    | 0.11%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                         | SAN DIEGO GAS & ELECTRIC CO 5.350000% 04/01/2053                        | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94273.99     | 0.05%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH, INC.                                    | CARDINAL HEALTH INC 5.350000% 11/15/2034                                | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51392.15     | 0.03%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC 4.200000% 11/15/2030                                         | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35086.34     | 0.02%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL 30YR TBA (FEBRUARY)                                  | CUSIP: 21H050623<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    150000 | PA      | $149964.32    | 0.08%             | 2056-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC 5.375000% 07/15/2033                                        | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262196.60    | 0.14%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN FS7084                                               | CUSIP: 3140XN2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    622375 | PA      | $597894.09    | 0.33%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.750000% 12/31/2028                                    | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3500000 | PA      | $3513945.33   | 1.93%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA9906                                            | CUSIP: 36180AAF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    240450 | PA      | $243997.20    | 0.13%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                       | LYB INTERNATIONAL FINANCE III LLC 4.200000% 05/01/2050                  | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53299.86     | 0.03%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA, INC.                                  | AON NORTH AMERICA INC 5.150000% 03/01/2029                              | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102963.22    | 0.06%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 05/15/2054                                    | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $114937.50    | 0.06%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC 4.875000% 02/04/2028                                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101770.15    | 0.06%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                             | BRISTOL-MYERS SQUIBB CO 5.200000% 02/22/2034                            | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20693.64     | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA8880                                            | CUSIP: 36179X2M7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    465946 | PA      | $479266.24    | 0.26%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.250000% 08/15/2054                                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $359796.88    | 0.20%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                     | MITSUBISHI UFJ FINANCIAL GROUP INC 5.441000% 02/22/2034                 | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $208382.74    | 0.11%             | 2034-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                      | CENTENE CORP 2.500000% 03/01/2031                                       | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108098.08    | 0.06%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA7472                                            | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     72872 | PA      | $63162.35     | 0.03%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exportation et developpement Canada                      | EXPORT DEVELOPMNT CANADA 4.125000% 02/13/2029                           | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     90000 | PA      | $91177.91     | 0.05%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.000000% 07/31/2032                                    | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    400000 | PA      | $400359.38    | 0.22%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.012000% 01/23/2030                                | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256339.81    | 0.14%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.875000% 03/15/2028                                    | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    400000 | PA      | $402671.88    | 0.22%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN FA2035                                               | CUSIP: 3140W2HM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    211277 | PA      | $219495.98    | 0.12%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                 | JPN BANK FOR INT'L COOP 4.375000% 01/24/2031                            | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $203228.39    | 0.11%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                     | GLOBAL PAYMENTS INC 5.550000% 11/15/2035                                | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99161.68     | 0.05%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 2.875000% 05/15/2028                                    | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    250000 | PA      | $246269.53    | 0.14%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC               | EQUINIX EUROPE 2 FINANCING CORP LLC 5.500000% 06/15/2034                | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56807.09     | 0.03%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP 5.200000% 09/26/2035                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42884.81     | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                  | MPLX LP 5.500000% 06/01/2034                                            | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86844.35     | 0.05%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC 3.050000% 01/14/2042                | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $152816.32    | 0.08%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                      | KINDER MORGAN INC 5.000000% 02/01/2029                                  | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205232.19    | 0.11%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                | AT&T INC 5.400000% 02/15/2034                                           | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258000.37    | 0.14%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.125000% 02/28/2027                                    | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2500000 | PA      | $2514890.48   | 1.38%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Canada                                                   | CANADA GOVERNMENT 3.750000% 04/26/2028                                  | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $250950.54    | 0.14%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 6.174000% 05/25/2034                                      | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105878.21    | 0.06%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                    | MICROSOFT CORP 4.100000% 02/06/2037                                     | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96155.67     | 0.05%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                   | MCDONALD'S CORP 5.450000% 08/14/2053                                    | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145832.18    | 0.08%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                          | SANTANDER UK GROUP HOLDINGS PLC 5.694000% 04/15/2031                    | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    100000 | PA      | $104280.37    | 0.06%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 5.202000% 04/25/2029                               | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256085.36    | 0.14%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC 5.100000% 06/15/2035                                | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35781.17     | 0.02%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 6.400000% 06/15/2033                        | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161635.13    | 0.09%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.750000% 08/15/2027                                    | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $501582.03    | 0.27%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                       | BANK OF MONTREAL 4.640000% 09/10/2030                                   | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $101362.16    | 0.06%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                 | ATMOS ENERGY CORP 5.450000% 01/15/2056                                  | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72461.17     | 0.04%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.750000% 08/15/2055                                    | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $440085.94    | 0.24%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR RA1419                                              | CUSIP: 3133KGSG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    403677 | PA      | $379773.36    | 0.21%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                       | PROVINCE OF QUEBEC 4.500000% 09/08/2033                                 | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $252287.20    | 0.14%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANQUE DEVELOPPT CONSEIL EUROPE 9                        | COUNCIL OF EUROPE DEVELOPMENT BANK 4.500000% 01/15/2030                 | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     80000 | PA      | $82126.23     | 0.05%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP 4.750000% 02/15/2029                                 | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254739.79    | 0.14%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA8569                                            | CUSIP: 36179XQW9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    244368 | PA      | $245943.51    | 0.13%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.125000% 03/31/2029                                    | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    400000 | PA      | $405843.75    | 0.22%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                     | MITSUBISHI UFJ FINANCIAL GROUP INC 5.422000% 02/22/2029                 | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $205497.55    | 0.11%             | 2029-02-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                    | NEXTERA ENERGY CAPITAL HOLDINGS INC 4.900000% 02/28/2028                | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254528.26    | 0.14%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                     | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE 4.500000% 05/21/2035           | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     80000 | PA      | $81495.17     | 0.04%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                    | NOMURA HOLDINGS INC 6.070000% 07/12/2028                                | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $208739.90    | 0.11%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA5192                                               | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    466713 | PA      | $483379.11    | 0.27%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                              | AVALONBAY COMMUNITIES INC 4.350000% 12/01/2030                          | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40027.81     | 0.02%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 5.387000% 02/02/2041                        | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29720.27     | 0.02%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                           | TEXAS INSTRUMENTS INC 5.050000% 05/18/2063                              | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135131.40    | 0.07%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP 4.700000% 09/27/2034                                        | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46408.79     | 0.03%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8166                                              | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    518142 | PA      | $422492.20    | 0.23%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.625000% 03/31/2030                                    | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    200000 | PA      | $199125.00    | 0.11%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                       | EXELON CORP 5.150000% 03/15/2028                                        | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255685.69    | 0.14%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC 4.850000% 01/15/2034                          | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201354.37    | 0.11%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                     | VICI PROPERTIES LP 5.750000% 04/01/2034                                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103180.75    | 0.06%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 04/30/2029                                    | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    400000 | PA      | $411937.50    | 0.23%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC 5.050000% 07/12/2029                                       | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103025.25    | 0.06%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                            | ALPHABET INC 4.700000% 11/15/2035                                       | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59729.12     | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                   | UNION ELECTRIC CO 5.250000% 01/15/2054                                  | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140829.16    | 0.08%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8299                                              | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     97884 | PA      | $97976.41     | 0.05%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP 4.550000% 01/15/2029                                       | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254170.91    | 0.14%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.875000% 08/15/2033                                    | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    200000 | PA      | $197367.19    | 0.11%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC 4.125000% 05/11/2035                               | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95833.00     | 0.05%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 2.250000% 05/15/2041                                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $366562.50    | 0.20%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                             | GS MORTGAGE SECURITIES TRUST 2020-GSA2 GSMS 2020-GSA2 AAB               | CUSIP: 36264KAW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     84639 | PA      | $81116.74     | 0.04%             | 2053-12-12      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.750000% 02/07/2028  | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15228.07     | 0.01%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY, INC.                      | FEDEX FREIGHT HOLDING CO INC 144A 5.250000% 03/15/2036                  | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34679.77     | 0.02%             | 2036-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8114                                              | CUSIP: 3132DWAP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    431300 | PA      | $369814.39    | 0.20%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                             | MARRIOTT INTERNATIONAL INC/MD 5.300000% 05/15/2034                      | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102520.80    | 0.06%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 4.650000% 11/20/2035                                     | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99017.54     | 0.05%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.375000% 05/15/2034                                    | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    800000 | PA      | $813000.00    | 0.45%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                               | AMERICAN TOWER CORP 5.450000% 02/15/2034                                | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103592.10    | 0.06%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                            | ALPHABET INC 4.500000% 05/15/2035                                       | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98951.41     | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                      | STRYKER CORP 4.700000% 02/10/2028                                       | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30463.21     | 0.02%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                 | CONSUMERS ENERGY CO 4.700000% 01/15/2030                                | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61295.67     | 0.03%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC/THE 3.950000% 09/15/2030                                 | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124423.19    | 0.07%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.625000% 08/31/2029                                    | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $499062.50    | 0.27%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 5.300000% 01/19/2034 | CUSIP: 00774MBH7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    150000 | PA      | $152650.16    | 0.08%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                        | AFRICAN DEVELOPMENT BANK MTN 3.875000% 06/12/2028                       | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    140000 | PA      | $140805.42    | 0.08%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                       | PROVINCE OF QUEBEC 3.625000% 04/13/2028                                 | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $199682.71    | 0.11%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                          | INTER-AMERICAN DEVELOPMENT BANK 4.375000% 07/17/2034                    | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $101115.69    | 0.06%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republica de Panama                                      | REPUBLIC OF PANAMA 6.853000% 03/28/2054                                 | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $205720.00    | 0.11%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC 2.600000% 10/01/2040                                | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73646.88     | 0.04%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA9425                                            | CUSIP: 36179YPJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    122074 | PA      | $126392.30    | 0.07%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY MTN 5.942000% 02/07/2039                                 | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104645.62    | 0.06%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                    | NEXTERA ENERGY CAPITAL HOLDINGS INC 5.250000% 02/28/2053                | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139672.80    | 0.08%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.250000% 06/30/2031                                    | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1000000 | PA      | $1018828.12   | 0.56%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                 | HCA INC 3.625000% 03/15/2032                                            | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235890.49    | 0.13%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                 | UNITED MEXICAN STATES 6.000000% 05/07/2036                              | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $200750.00    | 0.11%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8265                                              | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    657748 | PA      | $630400.40    | 0.35%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC HOLDINGS PLC 6.547000% 06/20/2034                                  | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $215920.47    | 0.12%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| LEIDOS, INC.                                             | LEIDOS INC 5.400000% 03/15/2032                                         | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15594.13     | 0.01%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.625000% 09/30/2031                                    | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $493183.60    | 0.27%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                  | CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2024-A1 A                 | CUSIP: 14041NGE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100282.97    | 0.05%             | 2029-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                             | US BANCORP 5.775000% 06/12/2029                                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259530.69    | 0.14%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 02/15/2035                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1700000 | PA      | $1753523.45   | 0.96%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 5.042000% 07/19/2030                                     | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102450.71    | 0.06%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                 | DEVON ENERGY CORP 5.200000% 09/15/2034                                  | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100826.60    | 0.06%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                   | CAMPBELL'S COMPANY/THE 4.750000% 03/23/2035                             | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38351.22     | 0.02%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 4.950000% 02/27/2063                                     | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89703.40     | 0.05%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8454                                              | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    144607 | PA      | $148023.25    | 0.08%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                       | T-MOBILE USA INC 5.125000% 05/15/2032                                   | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154180.04    | 0.08%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP 4.950000% 05/15/2053                                 | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181423.23    | 0.10%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN FP0069                                               | CUSIP: 3140XTCF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    457477 | PA      | $391170.44    | 0.21%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 1.375000% 11/15/2040                                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $129375.00    | 0.07%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.250000% 11/15/2034                                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    300000 | PA      | $301382.81    | 0.17%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD4695                                              | CUSIP: 3132DSGC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    262324 | PA      | $274954.99    | 0.15%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.750000% 05/15/2055                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $488828.13    | 0.27%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 4.623000% 05/09/2029                               | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101340.84    | 0.06%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.125000% 02/29/2032                                    | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $504863.28    | 0.28%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                    | HONEYWELL INTERNATIONAL INC 5.250000% 03/01/2054                        | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94897.91     | 0.05%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 4.750000% 08/15/2034                                 | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24961.75     | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.750000% 11/15/2053                                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3450000 | PA      | $3370083.99   | 1.85%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC 3.400000% 03/22/2041                         | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $272734.55    | 0.15%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC 4.050000% 11/21/2039                                         | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222512.96    | 0.12%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                              | HUMANA INC 6.000000% 05/01/2055                                         | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95199.78     | 0.05%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.250000% 02/28/2029                                    | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    650000 | PA      | $661781.25    | 0.36%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                    | TARGA RESOURCES CORP 5.550000% 08/15/2035                               | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102416.20    | 0.06%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                       | AMERICAN INTERNATIONAL GROUP INC 4.850000% 05/07/2030                   | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102423.14    | 0.06%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP 4.375000% 10/01/2030                            | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100480.11    | 0.06%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY & CO 5.100000% 02/12/2035                                     | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103075.41    | 0.06%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC 5.625000% 11/15/2055                                 | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47574.12     | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                             | SHERWIN-WILLIAMS CO/THE 2.300000% 05/15/2030                            | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92268.62     | 0.05%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                           | KROGER CO/THE 5.000000% 09/15/2034                                      | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125113.76    | 0.07%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SL2559                                              | CUSIP: 31427PZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    438429 | PA      | $449308.38    | 0.25%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA4360                                               | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    828795 | PA      | $766133.53    | 0.42%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                        | INTEL CORP 5.625000% 02/10/2043                                         | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97567.09     | 0.05%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 04/30/2031                                    | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $518554.69    | 0.28%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.375000% 01/31/2032                                    | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1000000 | PA      | $1023515.62   | 0.56%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                  | CANADIAN IMPERIAL BANK OF COMMERCE 5.260000% 04/08/2029                 | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |     65000 | PA      | $67250.38     | 0.04%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                             | NASDAQ INC 5.950000% 08/15/2053                                         | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103524.10    | 0.06%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC 5.400000% 05/08/2027                    | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101603.11    | 0.06%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.500000% 12/15/2028                                    | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    100000 | PA      | $99726.56     | 0.05%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                               | PRUDENTIAL FINANCIAL INC MTN 5.200000% 03/14/2035                       | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45904.64     | 0.03%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rzeczpospolita Polska                                    | REPUBLIC OF POLAND 5.125000% 09/18/2034                                 | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $101431.35    | 0.06%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 5.016000% 10/23/2035                        | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80064.03     | 0.04%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                               | ROGERS COMMUNICATIONS INC 4.550000% 03/15/2052                          | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $80649.28     | 0.04%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                          | CIGNA GROUP/THE 5.600000% 02/15/2054                                    | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19287.99     | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                             | TRUIST FINANCIAL CORP MTN 5.153000% 08/05/2032                          | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103039.26    | 0.06%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                        | INTEL CORP 5.125000% 02/10/2030                                         | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256436.88    | 0.14%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | INTERCONTINENTAL EXCHANGE INC 5.250000% 06/15/2031                      | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31374.60     | 0.02%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                   | CHUBB INA HOLDINGS LLC MTN 5.000000% 03/15/2034                         | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66311.28     | 0.04%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                    | STARBUCKS CORP 5.000000% 02/15/2034                                     | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101920.03    | 0.06%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                       | BMO 2024-C8 MORTGAGE TRUST BMO 2024-C8 A5                               | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    135000 | PA      | $141609.36    | 0.08%             | 2057-03-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP 3.600000% 04/01/2040                                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $184648.56    | 0.10%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 6.484000% 10/24/2029                        | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264666.84    | 0.15%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC.                                          | S&P GLOBAL INC 3.900000% 03/01/2062                                     | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111122.89    | 0.06%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.000000% 06/30/2032                                    | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1000000 | PA      | $1001445.31   | 0.55%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                      | ABBOTT LABORATORIES 4.900000% 11/30/2046                                | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93226.75     | 0.05%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                            | PEPSICO INC 4.500000% 07/17/2029                                        | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101986.38    | 0.06%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.250000% 01/31/2030                                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $509765.63    | 0.28%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC 5.125000% 02/15/2030                    | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258073.67    | 0.14%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                    | ALEXANDRIA REAL ESTATE EQUITIES INC 5.250000% 05/15/2036                | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44706.83     | 0.02%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                            | FORD MOTOR CREDIT CO LLC 6.050000% 03/05/2031                           | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |    250000 | PA      | $258420.95    | 0.14%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development    | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 4.750000% 11/14/2033 | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $103965.39    | 0.06%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                               | AMGEN INC 5.150000% 03/02/2028                                          | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255917.68    | 0.14%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.250000% 02/15/2054                                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $449785.16    | 0.25%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)                           | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    300000 | PA      | $243311.09    | 0.13%             | 2175-02-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8121                                              | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    965376 | PA      | $790787.77    | 0.43%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA7051                                            | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1538892 | PA      | $1280789.53   | 0.70%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                         | DEUTSCHE BANK AG/NEW YORK NY 5.706000% 02/08/2028                       | CUSIP: 251526CV9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    150000 | PA      | $152347.31    | 0.08%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                      | PROVINCE OF ALBERTA 4.500000% 01/24/2034                                | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $251885.81    | 0.14%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                             | WILLIAMS COS INC/THE 4.900000% 03/15/2029                               | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255777.60    | 0.14%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8373                                              | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1033347 | PA      | $1059305.72   | 0.58%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                          | TOYOTA MOTOR CREDIT CORP MTN 4.800000% 01/05/2034                       | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202331.95    | 0.11%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                             | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 6.500000% 12/01/2052 | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    250000 | PA      | $259860.37    | 0.14%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP 5.950000% 05/15/2054                                 | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238354.30    | 0.13%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 2.250000% 02/15/2052                                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $151064.45    | 0.08%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA4666                                               | CUSIP: 31418EFG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    268021 | PA      | $257410.85    | 0.14%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                             | NOVARTIS CAPITAL CORP 4.600000% 11/05/2035                              | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49503.25     | 0.03%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                 | EUROPEAN INVESTMENT BANK 4.000000% 02/15/2029                           | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $252570.11    | 0.14%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.875000% 03/31/2027                                    | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1300000 | PA      | $1304824.22   | 0.72%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development    | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 3.500000% 10/28/2030 | CUSIP: 459058LY7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $98635.41     | 0.05%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.750000% 04/15/2028                                    | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3000000 | PA      | $3012070.32   | 1.65%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | PUBLIC SERVICE ELECTRIC AND GAS CO 5.300000% 08/01/2054                 | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95658.60     | 0.05%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 2.904000% 11/03/2042                                      | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73715.39     | 0.04%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                    | COCA-COLA CO/THE 2.875000% 05/05/2041                                   | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76600.06     | 0.04%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                       | T-MOBILE USA INC 4.850000% 01/15/2029                                   | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255430.45    | 0.14%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                  | UBER TECHNOLOGIES INC 4.800000% 09/15/2035                              | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74200.01     | 0.04%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                       | CANADIAN NATURAL RESOURCES LTD 2.950000% 07/15/2030                     | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | NUSS              | CA        |     75000 | PA      | $70822.46     | 0.04%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP 5.300000% 06/01/2033                                    | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256241.42    | 0.14%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN FS2037                                               | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    834900 | PA      | $753556.01    | 0.41%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP 5.625000% 02/21/2053                                    | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93594.50     | 0.05%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.875000% 07/15/2028                                    | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1200000 | PA      | $1208390.63   | 0.66%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.375000% 12/31/2029                                    | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $511914.06    | 0.28%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 3.436000% 02/24/2043                        | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116722.08    | 0.06%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)                           | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    500000 | PA      | $462416.08    | 0.25%             | 2056-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                  | MICRON TECHNOLOGY INC 5.300000% 01/15/2031                              | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259656.77    | 0.14%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                   | ASIAN DEVELOPMENT BANK MTN 4.500000% 08/25/2028                         | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $204283.65    | 0.11%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC.                                              | ECOLAB INC 4.300000% 06/15/2028                                         | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100997.71    | 0.06%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 4.000000% 05/10/2028                                          | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251794.88    | 0.14%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA8346                                            | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    541179 | PA      | $516164.74    | 0.28%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA5614                                               | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    173995 | PA      | $176490.48    | 0.10%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                             | PROCTER & GAMBLE CO/THE 4.350000% 01/29/2029                            | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152899.11    | 0.08%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                 | HCA INC 4.375000% 03/15/2042                                            | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213412.68    | 0.12%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN FS1648                                               | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    776268 | PA      | $661650.37    | 0.36%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                       | HEWLETT PACKARD ENTERPRISE CO 4.550000% 10/15/2029                      | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100731.67    | 0.06%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA4465                                               | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    423442 | PA      | $345011.10    | 0.19%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR RQ0014                                              | CUSIP: 3142J6AQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    362545 | PA      | $371273.31    | 0.20%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                 | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 4.887000% 03/15/2030           | CUSIP: 740816AS2<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103306.04    | 0.06%             | 2030-03-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP 4.750000% 09/26/2034                            | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39667.45     | 0.02%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                | AT&T INC 3.650000% 06/01/2051                                           | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    375000 | PA      | $262884.57    | 0.14%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN CB1382                                               | CUSIP: 3140QLRC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    430201 | PA      | $372644.17    | 0.20%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                  | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.300000% 05/19/2053              | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $142265.48    | 0.08%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                         | OCCIDENTAL PETROLEUM CORP 5.550000% 10/01/2034                          | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102296.80    | 0.06%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD1739                                              | CUSIP: 3132DN4Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    235477 | PA      | $232727.49    | 0.13%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 4.979000% 07/22/2028                                | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101438.05    | 0.06%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP 5.288000% 04/25/2034                               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205452.61    | 0.11%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 2.875000% 05/12/2041                                     | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113107.02    | 0.06%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 SDART 2025-4 A3           | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100000 | PA      | $100358.32    | 0.06%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                            | PEPSICO INC 5.250000% 07/17/2054                                        | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97150.65     | 0.05%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC 5.592000% 11/19/2034                                      | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205832.52    | 0.11%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH & MCLENNAN COS INC 5.700000% 09/15/2053                           | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251115.71    | 0.14%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.500000% 10/15/2028                                    | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2700000 | PA      | $2693460.92   | 1.48%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                | BAXTER INTERNATIONAL INC 5.650000% 12/15/2035                           | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100849.53    | 0.06%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA4568                                               | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    424939 | PA      | $401597.41    | 0.22%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION               | CATERPILLAR FINANCIAL SERVICES CORP MTN 4.150000% 01/08/2031            | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    149000 | PA      | $148900.98    | 0.08%             | 2031-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | INTERCONTINENTAL EXCHANGE INC 3.950000% 12/01/2028                      | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40024.52     | 0.02%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                       | SOUTHERN CALIFORNIA EDISON CO 5.875000% 12/01/2053                      | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144008.96    | 0.08%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                      | ALLY FINANCIAL INC 5.543000% 01/17/2031                                 | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56310.73     | 0.03%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                       | PG&E WILDFIRE RECOVERY FUNDING LLC 4.377000% 06/01/2039                 | CUSIP: 693342AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94236.82     | 0.05%             | 2039-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SB0921                                              | CUSIP: 3132CXAW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    563467 | PA      | $546523.36    | 0.30%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.875000% 07/31/2027                                    | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1400000 | PA      | $1406835.93   | 0.77%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development    | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 4.625000% 01/15/2032 | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     80000 | PA      | $82824.52     | 0.05%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA8099                                            | CUSIP: 36179W7L6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1035167 | PA      | $961691.36    | 0.53%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                              | ONEOK INC 6.625000% 09/01/2053                                          | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263078.99    | 0.14%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.625000% 08/15/2028                                    | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2000000 | PA      | $2002500.00   | 1.10%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                               | CARRIER GLOBAL CORP 3.377000% 04/05/2040                                | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241579.75    | 0.13%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA5164                                               | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1026887 | PA      | $1029377.69   | 0.56%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.500000% 11/15/2054                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $562898.44    | 0.31%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | CONOCOPHILLIPS CO 5.000000% 01/15/2035                                  | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101374.10    | 0.06%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC 2.100000% 03/22/2028                         | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240711.41    | 0.13%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2026-1 A3      | CUSIP: 362970AC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     42000 | PA      | $41975.32     | 0.02%             | 2031-05-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                               | PACIFICORP 5.800000% 01/15/2055                                         | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211908.35    | 0.12%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.375000% 09/15/2028                                    | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    300000 | PA      | $298417.97    | 0.16%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE OR FREDDIE MAC 30YR TBA (FEBRUARY)                           | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    500000 | PA      | $506955.26    | 0.28%             | 2056-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                 | DOW CHEMICAL CO/THE 5.350000% 03/15/2035                                | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98796.85     | 0.05%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE OR FREDDIE MAC 15YR TBA (FEBRUARY)                           | CUSIP: 01F020422<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    325000 | PA      | $300164.58    | 0.16%             | 2041-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                          | BLACKROCK FUNDING INC 5.250000% 03/14/2054                              | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95017.05     | 0.05%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                   | BERKSHIRE HATHAWAY FINANCE CORP 2.875000% 03/15/2032                    | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93161.45     | 0.05%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC 5.836000% 07/09/2044                | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | NUSS              | JP        |    100000 | PA      | $102574.96    | 0.06%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 5.350000% 01/15/2054                     | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141440.13    | 0.08%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC/THE 5.373000% 07/21/2036               | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153583.26    | 0.08%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK & CO INC 4.750000% 12/04/2035                                     | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29743.35     | 0.02%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                   | LOWE'S COS INC 2.800000% 09/15/2041                                     | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108155.96    | 0.06%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON.COM INC 3.300000% 04/13/2027                                     | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249035.24    | 0.14%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.000000% 03/31/2030                                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2000000 | PA      | $2019921.88   | 1.11%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA5138                                               | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    815939 | PA      | $829351.87    | 0.45%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development    | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 4.000000% 01/10/2031 | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $201362.78    | 0.11%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTEC, INC.                                             | MASTEC INC 5.900000% 06/15/2029                                         | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52307.11     | 0.03%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA5471                                               | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    386423 | PA      | $395627.61    | 0.22%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                        | CROWN CASTLE INC 4.900000% 09/01/2029                                   | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101706.69    | 0.06%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                             | BRITISH COLUMBIA PROV OF 4.800000% 06/11/2035                           | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    130000 | PA      | $132546.53    | 0.07%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.375000% 07/15/2027                                    | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $505898.44    | 0.28%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.875000% 08/15/2045                                    | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $402312.50    | 0.22%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FINANCING DESIGNATED ACTIVITY COMPANY   | SMURFIT WESTROCK FINANCING DAC 5.418000% 01/15/2035                     | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | NUSS              | IE        |    200000 | PA      | $205807.57    | 0.11%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.502000% 01/24/2036                                | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36402.07     | 0.02%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA9668                                            | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    606794 | PA      | $614452.11    | 0.34%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.750000% 12/31/2030                                    | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3250000 | PA      | $3242001.95   | 1.78%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2               | GINNIE MAE II POOL G2 MA7935                                            | CUSIP: 36179WY85<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    225373 | PA      | $187566.52    | 0.10%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN MA2773                                               | CUSIP: 31418CCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    192825 | PA      | $183805.44    | 0.10%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                           | AUTOZONE INC 5.125000% 06/15/2030                                       | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103041.09    | 0.06%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republica del Peru                                       | REPUBLIC OF PERU 5.875000% 08/08/2054                                   | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $97975.00     | 0.05%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                  | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A3                          | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     50000 | PA      | $50421.69     | 0.03%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                              | WESTPAC BANKING CORP 5.535000% 11/17/2028                               | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | NUSS              | AU        |    250000 | PA      | $261206.14    | 0.14%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 1.875000% 02/15/2051                                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $167109.38    | 0.09%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                             | FISERV INC 5.150000% 08/12/2034                                         | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98874.00     | 0.05%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                             | NUTRIEN LTD 5.200000% 06/21/2027                                        | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $101582.07    | 0.06%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                           | CHARLES SCHWAB CORP/THE 5.853000% 05/19/2034                            | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213476.16    | 0.12%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                            | BECTON DICKINSON & CO 5.110000% 02/08/2034                              | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101862.74    | 0.06%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR RB5125                                              | CUSIP: 3133KYVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    679669 | PA      | $596138.04    | 0.33%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.250000% 05/15/2035                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    300000 | PA      | $300656.25    | 0.16%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC 3.950000% 04/01/2050             | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116575.50    | 0.06%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.750000% 10/31/2032                                    | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1000000 | PA      | $984453.12    | 0.54%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                               | AMGEN INC 5.600000% 03/02/2043                                          | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100746.56    | 0.06%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                      | CHEVRON USA INC 4.850000% 10/15/2035                                    | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101082.30    | 0.06%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                              | FEDERAL HOME LOAN BANK 4.000000% 06/30/2028                             | CUSIP: 3130AWN63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    250000 | PA      | $252713.31    | 0.14%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR QC9156                                              | CUSIP: 3133AUE53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    639808 | PA      | $547159.94    | 0.30%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO 5.150000% 03/15/2035                     | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101421.34    | 0.06%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.750000% 08/31/2031                                    | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    400000 | PA      | $397296.88    | 0.22%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8243                                              | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1093403 | PA      | $1012426.10   | 0.56%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                       | BHP BILLITON FINANCE USA LTD 5.250000% 09/08/2033                       | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | NUSS              | AU        |    150000 | PA      | $155202.24    | 0.09%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.000000% 01/31/2029                                    | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5500000 | PA      | $5560156.25   | 3.05%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 2.375000% 02/08/2041                                          | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107392.28    | 0.06%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE & CO 5.572000% 04/22/2036                                | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104335.33    | 0.06%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                      | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.800000% 04/01/2055                | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125500.58    | 0.07%             | 2055-04-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                      | ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.500000% 06/01/2030                 | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    250000 | PA      | $244335.79    | 0.13%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.375000% 05/15/2041                                    | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $291175.78    | 0.16%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP MTN 5.050000% 07/10/2031                    | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102737.60    | 0.06%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank                                   | KOREA DEVELOPMENT BANK 4.500000% 02/15/2029                             | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $204244.28    | 0.11%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                         | PACIFIC GAS AND ELECTRIC CO 6.750000% 01/15/2053                        | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159850.07    | 0.09%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP 5.100000% 02/06/2053               | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182034.33    | 0.10%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.375000% 08/15/2043                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1998937.50   | 1.10%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                       | PUBLIC SERVICE CO OF COLORADO 5.350000% 05/15/2034                      | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102690.19    | 0.06%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                 | DIAMONDBACK ENERGY INC 5.400000% 04/18/2034                             | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102406.72    | 0.06%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                          | CIGNA GROUP/THE 5.250000% 02/15/2034                                    | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51207.98     | 0.03%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN FS5342                                               | CUSIP: 3140XL5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    112049 | PA      | $114930.96    | 0.06%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                             | MID-AMERICA APARTMENTS LP 4.650000% 01/15/2033                          | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49832.50     | 0.03%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY 5.314000% 01/18/2041                                     | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    201000 | PA      | $198536.39    | 0.11%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                  | ASTRAZENECA FINANCE LLC 4.850000% 02/26/2029                            | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $66694.39     | 0.04%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 2.875000% 05/15/2049                                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $142929.69    | 0.08%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8206                                              | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1606322 | PA      | $1426823.43   | 0.78%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development    | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 3.500000% 07/12/2028 | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $249356.76    | 0.14%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC HOLDINGS PLC 5.790000% 05/13/2036                                  | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $209978.70    | 0.12%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC POOL FR SD8382                                              | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    506776 | PA      | $507615.61    | 0.28%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.875000% 08/15/2034                                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    600000 | PA      | $587554.69    | 0.32%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.000000% 11/15/2035                                    | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $489765.63    | 0.27%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.000000% 12/15/2027                                    | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $504101.56    | 0.28%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                     | BANK 2019-BNK21 BANK 2019-BN21 A5                                       | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    275000 | PA      | $261369.21    | 0.14%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | FANNIE MAE POOL FN FS5377                                               | CUSIP: 3140XL6P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    838717 | PA      | $691340.45    | 0.38%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                        | CAPITAL ONE FINANCIAL CORP 7.624000% 10/30/2031                         | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $280630.33    | 0.15%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Singapore Financing I Pte. Ltd.                  | PEPSICO SINGAPORE FINANCING I PTE LTD 4.550000% 02/16/2029              | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $152593.38    | 0.08%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                              | HOST HOTELS & RESORTS LP 5.500000% 04/15/2035                           | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101354.04    | 0.06%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                | ARTHUR J GALLAGHER & CO 5.150000% 02/15/2035                            | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75583.23     | 0.04%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC/THE 5.536000% 01/28/2036                        | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25844.24     | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 2.375000% 05/15/2051                                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $125562.50    | 0.07%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.500000% 11/15/2033                                    | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1800000 | PA      | $1848093.75   | 1.01%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                             | BARCLAYS PLC 6.224000% 05/09/2034                                       | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    250000 | PA      | $268345.13    | 0.15%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 4.625000% 11/15/2045                                    | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $462011.72    | 0.25%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                          | INTER-AMERICAN DEVELOPMENT BANK MTN 4.375000% 07/16/2035                | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $151029.62    | 0.08%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K511 A2         | CUSIP: 3137HB3G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    400000 | PA      | $409399.28    | 0.22%             | 2028-10-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                            | CALIFORNIA ST STATE OF CALIFORNIA                                       | CUSIP: 13063ESC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150789.38    | 0.08%             | 2032-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                               | APPLE INC 4.300000% 05/10/2033                                          | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202034.20    | 0.11%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                 | EUROPEAN INVESTMENT BANK 3.750000% 03/13/2031                           | CUSIP: 298785KN5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $99478.25     | 0.05%             | 2031-03-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                  | BANK OF NOVA SCOTIA/THE 4.247000% 02/02/2030                            | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |    149000 | PA      | $149281.35    | 0.08%             | 2030-02-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | US TREASURY N/B 3.875000% 10/15/2027                                    | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    500000 | PA      | $502753.91    | 0.28%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

**Name of Applicant:** ADVISER MANAGED TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer