# EDGAR Filing Document

**Accession Number:** 0001493580
**File Stem:** 0000940400-26-011331
**Filing Date:** 2026-3
**Character Count:** 2723356
**Document Hash:** f42e249541addfd01fc502d2f235e81c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011331.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000940400-26-011331

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon ETF Trust
- **CENTRAL INDEX KEY:** 0001493580

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23477
- **FILM NUMBER:** 26791922

**BUSINESS ADDRESS:**
- **STREET 1:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 212-922-6400

**MAIL ADDRESS:**
- **STREET 1:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Dreyfus ETF Trust
- **DATE OF NAME CHANGE:** 20100607

## Series and Classes Contracts Data

### BNY Mellon Core Bond ETF (Series ID: S000067265)

| Class ID   | Class Name               | Ticker Symbol   |
|:---|:---|:---|
| C000216367 | BNY Mellon Core Bond ETF | BKAG            |

## Nport-Ex

BNY Mellon Core Bond ETF

SCHEDULE OF INVESTMENTS

January 31, 2026 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>| Principal <br>Amount ($)<br>| Value ($) |
| **Asset-Backed Securities — .4%** | **Asset-Backed Securities — .4%** | **Asset-Backed Securities — .4%** | **Asset-Backed Securities — .4%** | **Asset-Backed Securities — .4%** |
| **Asset-Backed Certificates — .1%** | **Asset-Backed Certificates — .1%** | **Asset-Backed Certificates — .1%** | **Asset-Backed Certificates — .1%** | **Asset-Backed Certificates — .1%** |
| CNH Equipment Trust, Ser. 2023-A, Cl. A4 | 4.77 | 10/15/2030 | 100000 | 101054 |
| CNH Equipment Trust, Ser. 2025-B, Cl. A3 | 4.30 | 10/15/2030 | 150000 | 151002 |
| Verizon Master Trust, Ser. 2023-7, Cl. A1A | 5.67 | 11/20/2029 | 370000 | 375445 |
| Verizon Master Trust, Ser. 2024-3, Cl. A1A | 5.34 | 4/22/2030 | 125000 | 127263 |
| Verizon Master Trust, Ser. 2024-6, Cl. A1A | 4.17 | 8/20/2030 | 250000 | 251293 |
|  |  |  |  | **1006057** |
| **Asset-Backed Certificates/Auto Receivables — .2%** | **Asset-Backed Certificates/Auto Receivables — .2%** | **Asset-Backed Certificates/Auto Receivables — .2%** | **Asset-Backed Certificates/Auto Receivables — .2%** | **Asset-Backed Certificates/Auto Receivables — .2%** |
| AmeriCredit Automobile Receivables Trust, Ser. 2023-2, Cl. B | 5.84 | 7/18/2029 | 150000 | 152720 |
| AmeriCredit Automobile Receivables Trust, Ser. 2023-2, Cl. C | 6.00 | 7/18/2029 | 400000 | 410942 |
| BMW Vehicle Lease Trust, Ser. 2025-1, Cl. A3 | 4.43 | 6/26/2028 | 150000 | 151202 |
| CarMax Auto Owner Trust, Ser. 2024-1, Cl. A4 | 4.94 | 8/15/2029 | 150000 | 152620 |
| Ford Credit Auto Owner Trust, Ser. 2024-C, Cl. A3 | 4.07 | 7/15/2029 | 200000 | 200733 |
| Ford Credit Auto Owner Trust, Ser. 2024-C, Cl. A4 | 4.11 | 7/15/2030 | 200000 | 200933 |
| GM Financial Automobile Leasing Trust, Ser. 2025-3, Cl. A4 | 4.20 | 8/20/2029 | 500000 | 503155 |
| Honda Auto Receivables Owner Trust, Ser. 2023-4, Cl. A4 | 5.66 | 2/21/2030 | 115000 | 117361 |
| Honda Auto Receivables Owner Trust, Ser. 2025-2, Cl. A3 | 4.15 | 10/15/2029 | 100000 | 100525 |
| Honda Auto Receivables Owner Trust, Ser. 2025-4, Cl. A3 | 3.98 | 6/17/2030 | 400000 | 401621 |
| Hyundai Auto Receivables Trust, Ser. 2023-B, Cl. A4 | 5.31 | 8/15/2029 | 296000 | 300604 |
| Hyundai Auto Receivables Trust, Ser. 2025-A, Cl. A3 | 4.32 | 10/15/2029 | 200000 | 201344 |
| Mercedes-Benz Auto Lease Trust, Ser. 2025-A, Cl. A4 | 4.69 | 2/18/2031 | 150000 | 152379 |
| Nissan Auto Lease Trust, Ser. 2024-B, Cl. A3 | 4.92 | 11/15/2027 | 270000 | 272577 |
| Santander Drive Auto Receivables Trust, Ser. 2025-3, Cl. A3 | 4.38 | 1/15/2030 | 200000 | 201077 |
| Santander Drive Auto Receivables Trust, Ser. 2025-4, Cl. A3 | 4.17 | 4/15/2030 | 450000 | 451747 |
| Toyota Auto Receivables Owner Trust, Ser. 2024-A, Cl. A4 | 4.77 | 4/16/2029 | 200000 | 203269 |
| Toyota Auto Receivables Owner Trust, Ser. 2025-B, Cl. A3 | 4.34 | 11/15/2029 | 300000 | 302423 |
| World Omni Auto Receivables Trust, Ser. 2025-B, Cl. A3 | 4.34 | 9/16/2030 | 200000 | 200887 |
| World Omni Select Auto Trust, Ser. 2024-A, Cl. B | 5.18 | 6/17/2030 | 80000 | 81064 |
|  |  |  |  | **4759183** |
| **Asset-Backed Certificates/Credit Cards — .1%** | **Asset-Backed Certificates/Credit Cards — .1%** | **Asset-Backed Certificates/Credit Cards — .1%** | **Asset-Backed Certificates/Credit Cards — .1%** | **Asset-Backed Certificates/Credit Cards — .1%** |
| American Express Credit Account Master Trust, Ser. 2023-2, Cl. A | 4.80 | 5/15/2030 | 100000 | 102189 |
| American Express Credit Account Master Trust, Ser. 2023-4, Cl. A | 5.15 | 9/16/2030 | 500000 | 516297 |
| American Express Credit Account Master Trust, Ser. 2025-3, Cl. A | 4.51 | 4/15/2032 | 300000 | 305708 |
| American Express Credit Account Master Trust, Ser. 2025-5, Cl. A | 4.51 | 7/15/2032 | 100000 | 101937 |
| BA Credit Card Trust, Ser. 2025-A1, Cl. A | 4.31 | 5/15/2030 | 325000 | 328723 |
| Capital One Multi-Asset Execution Trust, Ser. 2025-A3, Cl. A | 4.65 | 10/15/2037 | 100000 | 99654 |
| Chase Issuance Trust, Ser. 2024-A2, Cl. A | 4.63 | 1/15/2031 | 650000 | 664330 |
| Citibank Credit Card Issuance Trust, Ser. 2007-A3, Cl. A3 | 6.15 | 6/15/2039 | 100000 | 111098 |
| Synchrony Card Funding LLC, Ser. 2024-A2, Cl. A | 4.93 | 7/15/2030 | 250000 | 252933 |
| WF Card Issuance Trust, Ser. 2024-A1, Cl. A | 4.94 | 2/15/2029 | 200000 | 202474 |
|  |  |  |  | **2685343** |
| &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $8,432,149) | &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $8,432,149) | &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $8,432,149) |  | **8450583** |
| **Commercial Mortgage-Backed — .7%** | **Commercial Mortgage-Backed — .7%** | **Commercial Mortgage-Backed — .7%** | **Commercial Mortgage-Backed — .7%** | **Commercial Mortgage-Backed — .7%** |
| **Commercial Mortgage Pass-Through Certificates — .7%** | **Commercial Mortgage Pass-Through Certificates — .7%** | **Commercial Mortgage Pass-Through Certificates — .7%** | **Commercial Mortgage Pass-Through Certificates — .7%** | **Commercial Mortgage Pass-Through Certificates — .7%** |
| Bank Trust, Ser. 2017-BNK6, Cl. A4 | 3.25 | 7/15/2060 | 45110 | 44646 |
| Bank Trust, Ser. 2018-BN10, Cl. A5 | 3.69 | 2/15/2061 | 93000 | 92201 |
| Bank Trust, Ser. 2018-BN11, Cl. A2 | 3.78 | 3/15/2061 | 188258 | 186419 |

---

**3**

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*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Commercial Mortgage-Backed — .7% (continued)** | **Commercial Mortgage-Backed — .7% (continued)** | **Commercial Mortgage-Backed — .7% (continued)** | **Commercial Mortgage-Backed — .7% (continued)** | **Commercial Mortgage-Backed — .7% (continued)** |
| **Commercial Mortgage Pass-Through Certificates — .7% (continued)** | **Commercial Mortgage Pass-Through Certificates — .7% (continued)** | **Commercial Mortgage Pass-Through Certificates — .7% (continued)** | **Commercial Mortgage Pass-Through Certificates — .7% (continued)** | **Commercial Mortgage Pass-Through Certificates — .7% (continued)** |
| Bank Trust, Ser. 2018-BN12, Cl. A3 | 3.99 | 5/15/2061 | 80000 | 79513 |
| Bank Trust, Ser. 2019-BN16, Cl. A4 | 4.01 | 2/15/2052 | 85000 | 84305 |
| Bank Trust, Ser. 2019-BN18, Cl. A4 | 3.58 | 5/15/2062 | 1593000 | 1533945 |
| Bank Trust, Ser. 2019-BN21, Cl. A5 | 2.85 | 10/17/2052 | 50000 | 47522 |
| Bank Trust, Ser. 2020-BN25, Cl. A5 | 2.65 | 1/15/2063 | 120000 | 112263 |
| Bank Trust, Ser. 2020-BN30, Cl. A4 | 1.93 | 12/15/2053 | 60000 | 53169 |
| Bank Trust, Ser. 2021-BN31, Cl. A4 | 2.04 | 2/15/2054 | 150000 | 133648 |
| Bank Trust, Ser. 2021-BN37, Cl. A4 | 2.37 | 11/15/2064 | 100000 | 88634 |
| Bank Trust, Ser. 2023-BNK46, Cl. A4 | 5.75 | 8/15/2056 | 200000 | 212338 |
| BANK5 Trust, Ser. 2023-5YR1, Cl. A3 | 6.26 | 4/15/2056 | 110000 | 114022 |
| BANK5 Trust, Ser. 2024-5YR8, Cl. A3 | 5.88 | 8/15/2057 | 200000 | 209300 |
| BANK5 Trust, Ser. 2025-5YR18, Cl. A3 | 5.15 | 12/15/2058 | 500000 | 514262 |
| Barclays Commercial Mortgage Trust, Ser. 2019-C4, Cl. A5 | 2.92 | 8/15/2052 | 25000 | 23870 |
| BBCMS Mortgage Trust, Ser. 2018-C2, Cl. A4 | 4.05 | 12/15/2051 | 85000 | 84683 |
| BBCMS Mortgage Trust, Ser. 2020-C6, Cl. A4 | 2.64 | 2/15/2053 | 60000 | 56069 |
| BBCMS Mortgage Trust, Ser. 2021-C12, Cl. A5 | 2.69 | 11/15/2054 | 400000 | 359666 |
| BBCMS Mortgage Trust, Ser. 2021-C9, Cl. A5 | 2.30 | 2/15/2054 | 150000 | 135443 |
| BBCMS Mortgage Trust, Ser. 2022-C18, Cl. A5 | 5.71 | 12/15/2055 | 100000 | 104970 |
| BBCMS Mortgage Trust, Ser. 2023-C20, Cl. A3 | 5.99 | 7/15/2056 | 1000000 | 1024838 |
| Benchmark Mortgage Trust, Ser. 2018-B2, Cl. A4 | 3.61 | 2/15/2051 | 50000 | 49642 |
| Benchmark Mortgage Trust, Ser. 2019-B14, Cl. B | 3.49 | 12/15/2062 | 200000 | 162749 |
| Benchmark Mortgage Trust, Ser. 2020-B16, Cl. AM | 2.94 | 2/15/2053 | 180000 | 164395 |
| Benchmark Mortgage Trust, Ser. 2020-B21, Cl. A5 | 1.98 | 12/17/2053 | 450000 | 399307 |
| Benchmark Mortgage Trust, Ser. 2020-IG1, Cl. AS | 2.91 | 9/15/2043 | 50000 | 42679 |
| Benchmark Mortgage Trust, Ser. 2021-B27, Cl. A5 | 2.39 | 7/15/2054 | 120000 | 107420 |
| Benchmark Mortgage Trust, Ser. 2021-B30, Cl. A5 | 2.58 | 11/15/2054 | 125000 | 112477 |
| Benchmark Mortgage Trust, Ser. 2021-B31, Cl. A5 | 2.67 | 12/15/2054 | 200000 | 179779 |
| Benchmark Mortgage Trust, Ser. 2022-B32, Cl. A5 | 3.00 | 1/15/2055 | 150000 | 135134 |
| Benchmark Mortgage Trust, Ser. 2022-B34, Cl. A5 | 3.79 | 4/15/2055 | 250000 | 234123 |
| Benchmark Mortgage Trust, Ser. 2022-B35, Cl. A5 | 4.44 | 5/15/2055 | 240000 | 236541 |
| Benchmark Mortgage Trust, Ser. 2023-V2, Cl. A2 | 5.36 | 5/15/2055 | 260000 | 265156 |
| Benchmark Mortgage Trust, Ser. 2024-V7, Cl. A3 | 6.23 | 5/15/2056 | 330000 | 348338 |
| Benchmark Mortgage Trust, Ser. 2024-V8, Cl. A3 | 6.19 | 7/15/2057 | 350000 | 369795 |
| Benchmark Mortgage Trust, Ser. 2025-V14, Cl. A3 | 5.18 | 4/15/2057 | 775000 | 795611 |
| BMO Mortgage Trust, Ser. 2023-C4, Cl. A5 | 5.12 | 2/15/2056 | 50000 | 51060 |
| BMO Mortgage Trust, Ser. 2024-5C4, Cl. A3 | 6.53 | 5/15/2057 | 200000 | 212143 |
| BMO Mortgage Trust, Ser. 2024-C8, Cl. A5 | 5.60 | 3/15/2057 | 300000 | 314895 |
| BMO Mortgage Trust, Ser. 2025-5C9, Cl. A3 | 5.78 | 4/15/2058 | 200000 | 209422 |
| Citigroup Commercial Mortgage Trust, Ser. 2017-C4, Cl. A4 | 3.47 | 10/12/2050 | 125000 | 123859 |
| COMM Mortgage Trust, Ser. 2019-GC44, Cl. A5 | 2.95 | 8/15/2057 | 200000 | 189548 |
| CSAIL Commercial Mortgage Trust, Ser. 2017-C8, Cl. A4 | 3.39 | 6/15/2050 | 1000000 | 985414 |
| CSAIL Commercial Mortgage Trust, Ser. 2018-CX11, Cl. A4 | 3.77 | 4/15/2051 | 32439 | 32254 |
| GS Mortgage Securities Trust, Ser. 2017-GS8, Cl. A3 | 3.21 | 11/10/2050 | 80000 | 79005 |
| GS Mortgage Securities Trust, Ser. 2017-GS8, Cl. A4 | 3.47 | 11/10/2050 | 25000 | 24701 |
| GS Mortgage Securities Trust, Ser. 2020-GC45, Cl. AAB | 2.84 | 2/13/2053 | 142599 | 139215 |
| GS Mortgage Securities Trust, Ser. 2020-GSA2, Cl. A5 | 2.01 | 12/12/2053 | 100000 | 89516 |
| JPMCC Commercial Mortgage Securities Trust, Ser. 2017-JP6, Cl. A4 | 3.22 | 7/15/2050 | 100000 | 98995 |
| JPMCC Commercial Mortgage Securities Trust, Ser. 2019-COR5, Cl. A4 | 3.39 | 6/13/2052 | 400000 | 383378 |
| Morgan Stanley Capital I Trust, Ser. 2017-H1, Cl. A5 | 3.53 | 6/15/2050 | 990000 | 980961 |
| Morgan Stanley Capital I Trust, Ser. 2020-L4, Cl. A3 | 2.70 | 2/15/2053 | 100000 | 93615 |

---

**4**

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| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Commercial Mortgage-Backed — .7% (continued)** | **Commercial Mortgage-Backed — .7% (continued)** | **Commercial Mortgage-Backed — .7% (continued)** | **Commercial Mortgage-Backed — .7% (continued)** | **Commercial Mortgage-Backed — .7% (continued)** |
| **Commercial Mortgage Pass-Through Certificates — .7% (continued)** | **Commercial Mortgage Pass-Through Certificates — .7% (continued)** | **Commercial Mortgage Pass-Through Certificates — .7% (continued)** | **Commercial Mortgage Pass-Through Certificates — .7% (continued)** | **Commercial Mortgage Pass-Through Certificates — .7% (continued)** |
| UBS Commercial Mortgage Trust, Ser. 2017-C7, Cl. A3 | 3.42 | 12/15/2050 | 46865 | 46404 |
| UBS Commercial Mortgage Trust, Ser. 2018-C12, Cl. A4 | 4.03 | 8/15/2051 | 400000 | 397959 |
| UBS Commercial Mortgage Trust, Ser. 2018-C8, Cl. A3 | 3.72 | 2/15/2051 | 24006 | 23808 |
| UBS Commercial Mortgage Trust, Ser. 2019-C16, Cl. A4 | 3.60 | 4/15/2052 | 75000 | 73440 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2017-C41, Cl. A3 | 3.21 | 11/15/2050 | 250000 | 246178 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2017-C41, Cl. A4 | 3.47 | 11/15/2050 | 210000 | 207269 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2019-C50, Cl. A5 | 3.73 | 5/15/2052 | 150000 | 147100 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2019-C54, Cl. A4 | 3.15 | 12/15/2052 | 600000 | 574054 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2020-C55, Cl. A5 | 2.73 | 2/15/2053 | 100000 | 94152 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2021-C61, Cl. A4 | 2.66 | 11/15/2054 | 150000 | 135270 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2024-5C1, Cl. A2 | 5.45 | 7/15/2057 | 225000 | 231902 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2025-C64, Cl. A5 | 5.65 | 2/15/2058 | 154000 | 162783 |
| &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $14,875,008) | &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $14,875,008) | &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $14,875,008) |  | **15247172** |
| **Corporate Bonds and Notes — 25.1%** | **Corporate Bonds and Notes — 25.1%** | **Corporate Bonds and Notes — 25.1%** | **Corporate Bonds and Notes — 25.1%** | **Corporate Bonds and Notes — 25.1%** |
| **Advertising — .0%** | **Advertising — .0%** | **Advertising — .0%** | **Advertising — .0%** | **Advertising — .0%** |
| Omnicom Group, Inc., Sr. Unscd. Notes | 2.60 | 8/1/2031 | 190000 | 172645 |
| Omnicom Group, Inc., Sr. Unscd. Notes | 3.38 | 3/1/2041 | 60000 | 45351 |
| Omnicom Group, Inc., Sr. Unscd. Notes | 4.75 | 3/30/2030 | 20000 | 20191 |
| Omnicom Group, Inc., Sr. Unscd. Notes | 5.40 | 10/1/2048 | 40000 | 36568 |
|  |  |  |  | **274755** |
| **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** |
| GE Capital International Funding Co. Unlimited Co., Gtd. Notes | 4.42 | 11/15/2035 | 450000 | 437765 |
| General Dynamics Corp., Gtd. Notes | 3.50 | 4/1/2027 | 40000 | 39927 |
| General Dynamics Corp., Gtd. Notes | 3.75 | 5/15/2028 | 246000 | 246393 |
| General Dynamics Corp., Gtd. Notes | 4.25 | 4/1/2050 | 141000 | 118717 |
| HEICO Corp., Gtd. Notes | 5.35 | 8/1/2033 | 220000 | 227598 |
| Hexcel Corp., Sr. Unscd. Notes | 4.20 | 2/15/2027 | 100000 | 99802 |
| Hexcel Corp., Sr. Unscd. Notes | 5.88 | 2/26/2035 | 50000 | 52473 |
| Howmet Aerospace, Inc., Sr. Unscd. Notes | 3.00 | 1/15/2029 | 39000 | 37924 |
| L3Harris Technologies, Inc., Sr. Unscd. Notes | 2.90 | 12/15/2029 | 165000 | 157562 |
| L3Harris Technologies, Inc., Sr. Unscd. Notes | 4.40 | 6/15/2028 | 100000 | 100790 |
| L3Harris Technologies, Inc., Sr. Unscd. Notes | 4.40 | 6/15/2028 | 100000 | 100715 |
| L3Harris Technologies, Inc., Sr. Unscd. Notes | 4.85 | 4/27/2035 | 100000 | 99569 |
| L3Harris Technologies, Inc., Sr. Unscd. Notes | 5.60 | 7/31/2053 | 200000 | 199017 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 3.80 | 3/1/2045 | 90000 | 72386 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 4.07 | 12/15/2042 | 75000 | 64280 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 4.09 | 9/15/2052 | 100000 | 79501 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 4.15 | 6/15/2053 | 315000 | 252399 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 4.50 | 5/15/2036 | 125000 | 122717 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 4.75 | 2/15/2034 | 524000 | 530396 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 5.00 | 8/15/2035 | 30000 | 30551 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 5.20 | 2/15/2055 | 160000 | 151002 |
| Lockheed Martin Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.25 | 1/15/2033 | 100000 | 105202 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 5.70 | 11/15/2054 | 317000 | 321196 |
| Lockheed Martin Corp., Sr. Unscd. Notes, Ser. B | 6.15 | 9/1/2036 | 50000 | 55510 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 3.20 | 2/1/2027 | 15000 | 14916 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 3.25 | 1/15/2028 | 235000 | 232146 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 4.03 | 10/15/2047 | 110000 | 88845 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 4.40 | 5/1/2030 | 88000 | 88642 |

---

**5**

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*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

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| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Aerospace & Defense — .5% (continued)** | **Aerospace & Defense — .5% (continued)** | **Aerospace & Defense — .5% (continued)** | **Aerospace & Defense — .5% (continued)** | **Aerospace & Defense — .5% (continued)** |
| Northrop Grumman Corp., Sr. Unscd. Notes | 4.75 | 6/1/2043 | 35000 | 32407 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 4.90 | 6/1/2034 | 40000 | 40506 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 4.95 | 3/15/2053 | 350000 | 317726 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 5.05 | 11/15/2040 | 50000 | 49549 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 5.15 | 5/1/2040 | 38000 | 37925 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 5.25 | 5/1/2050 | 79000 | 75239 |
| RTX Corp., Sr. Unscd. Bonds | 4.15 | 5/15/2045 | 130000 | 108863 |
| RTX Corp., Sr. Unscd. Notes | 1.90 | 9/1/2031 | 75000 | 66033 |
| RTX Corp., Sr. Unscd. Notes | 2.38 | 3/15/2032 | 102000 | 90951 |
| RTX Corp., Sr. Unscd. Notes | 2.82 | 9/1/2051 | 130000 | 81546 |
| RTX Corp., Sr. Unscd. Notes | 3.03 | 3/15/2052 | 100000 | 65241 |
| RTX Corp., Sr. Unscd. Notes | 4.05 | 5/4/2047 | 200000 | 162114 |
| RTX Corp., Sr. Unscd. Notes | 4.13 | 11/16/2028 | 452000 | 454064 |
| RTX Corp., Sr. Unscd. Notes | 4.35 | 4/15/2047 | 305000 | 258688 |
| RTX Corp., Sr. Unscd. Notes | 4.45 | 11/16/2038 | 300000 | 281764 |
| RTX Corp., Sr. Unscd. Notes | 4.50 | 6/1/2042 | 27000 | 24431 |
| RTX Corp., Sr. Unscd. Notes | 4.80 | 12/15/2043 | 36000 | 33235 |
| RTX Corp., Sr. Unscd. Notes | 5.38 | 2/27/2053 | 50000 | 48054 |
| RTX Corp., Sr. Unscd. Notes | 5.75 | 1/15/2029 | 55000 | 57644 |
| RTX Corp., Sr. Unscd. Notes | 6.00 | 3/15/2031 | 107000 | 115146 |
| RTX Corp., Sr. Unscd. Notes | 6.10 | 3/15/2034 | 276000 | 301254 |
| The Boeing Company, Sr. Unscd. Notes | 2.70 | 2/1/2027 | 668000 | 659804 |
| The Boeing Company, Sr. Unscd. Notes | 3.25 | 2/1/2028 | 727000 | 716215 |
| The Boeing Company, Sr. Unscd. Notes | 3.60 | 5/1/2034 | 560000 | 509685 |
| The Boeing Company, Sr. Unscd. Notes | 3.63 | 3/1/2048 | 135000 | 96666 |
| The Boeing Company, Sr. Unscd. Notes | 3.75 | 2/1/2050 | 100000 | 73121 |
| The Boeing Company, Sr. Unscd. Notes | 3.83 | 3/1/2059 | 145000 | 100841 |
| The Boeing Company, Sr. Unscd. Notes | 3.85 | 11/1/2048 | 125000 | 92726 |
| The Boeing Company, Sr. Unscd. Notes | 3.95 | 8/1/2059 | 95000 | 67294 |
| The Boeing Company, Sr. Unscd. Notes | 5.81 | 5/1/2050 | 515000 | 508127 |
| The Boeing Company, Sr. Unscd. Notes | 5.88 | 2/15/2040 | 55000 | 56703 |
| The Boeing Company, Sr. Unscd. Notes | 5.93 | 5/1/2060 | 200000 | 196870 |
| The Boeing Company, Sr. Unscd. Notes | 6.13 | 2/15/2033 | 135000 | 145859 |
| The Boeing Company, Sr. Unscd. Notes | 6.63 | 2/15/2038 | 182000 | 202566 |
|  |  |  |  | **10256798** |
| **Agriculture — .3%** | **Agriculture — .3%** | **Agriculture — .3%** | **Agriculture — .3%** | **Agriculture — .3%** |
| Altria Group, Inc., Gtd. Notes | 2.45 | 2/4/2032 | 120000 | 106279 |
| Altria Group, Inc., Gtd. Notes | 3.40 | 5/6/2030 | 450000 | 433845 |
| Altria Group, Inc., Gtd. Notes | 3.40 | 2/4/2041 | 215000 | 165709 |
| Altria Group, Inc., Gtd. Notes | 4.25 | 8/9/2042 | 270000 | 225589 |
| Altria Group, Inc., Gtd. Notes | 4.45 | 5/6/2050 | 172000 | 137352 |
| Altria Group, Inc., Gtd. Notes | 4.50 | 5/2/2043 | 44000 | 37511 |
| Altria Group, Inc., Gtd. Notes | 5.25 | 8/6/2035 | 100000 | 100935 |
| Altria Group, Inc., Gtd. Notes | 5.95 | 2/14/2049 | 180000 | 179433 |
| BAT Capital Corp., Gtd. Notes | 2.26 | 3/25/2028 | 25000 | 24100 |
| BAT Capital Corp., Gtd. Notes | 2.73 | 3/25/2031 | 350000 | 322855 |
| BAT Capital Corp., Gtd. Notes | 3.73 | 9/25/2040 | 75000 | 60752 |
| BAT Capital Corp., Gtd. Notes | 4.39 | 8/15/2037 | 270000 | 247616 |
| BAT Capital Corp., Gtd. Notes | 4.54 | 8/15/2047 | 225000 | 186554 |
| BAT Capital Corp., Gtd. Notes | 4.70 | 4/2/2027 | 231000 | 232628 |

---

**6**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Agriculture — .3% (continued)** | **Agriculture — .3% (continued)** | **Agriculture — .3% (continued)** | **Agriculture — .3% (continued)** | **Agriculture — .3% (continued)** |
| BAT Capital Corp., Gtd. Notes | 4.76 | 9/6/2049 | 176000 | 148591 |
| BAT Capital Corp., Gtd. Notes | 5.28 | 4/2/2050 | 108000 | 97514 |
| BAT Capital Corp., Gtd. Notes | 6.25 | 8/15/2055 | 510000 | 525422 |
| BAT International Finance PLC, Gtd. Notes | 5.93 | 2/2/2029 | 250000 | 262402 |
| Bunge Ltd. Finance Corp., Gtd. Notes | 3.75 | 9/25/2027 | 109000 | 108674 |
| Bunge Ltd. Finance Corp., Gtd. Notes | 5.15 | 8/4/2035 | 100000 | 101418 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 2.10 | 5/1/2030 | 100000 | 91695 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 3.13 | 3/2/2028 | 40000 | 39398 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 3.38 | 8/15/2029 | 140000 | 136764 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 3.88 | 8/21/2042 | 101000 | 83087 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 4.13 | 3/4/2043 | 90000 | 76337 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 4.38 | 11/15/2041 | 140000 | 124138 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 4.88 | 2/15/2028 | 465000 | 473543 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 4.88 | 11/15/2043 | 100000 | 92200 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 5.13 | 11/17/2027 | 140000 | 142925 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 5.38 | 2/15/2033 | 750000 | 779881 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 5.63 | 9/7/2033 | 90000 | 95142 |
| Reynolds American, Inc., Gtd. Notes | 5.85 | 8/15/2045 | 398000 | 391577 |
| Reynolds American, Inc., Gtd. Notes | 6.15 | 9/15/2043 | 25000 | 25579 |
|  |  |  |  | **6257445** |
| **Airlines — .0%** | **Airlines — .0%** | **Airlines — .0%** | **Airlines — .0%** | **Airlines — .0%** |
| American Airlines Pass-Through Trust, Ser. 2015-1, Cl. A | 3.38 | 5/1/2027 | 4741 | 4669 |
| American Airlines Pass-Through Trust, Ser. 2016-2, Cl. AA | 3.20 | 6/15/2028 | 35070 | 34249 |
| American Airlines Pass-Through Trust, Ser. 2017-1, Cl. AA | 3.65 | 2/15/2029 | 29563 | 29014 |
| American Airlines Pass-Through Trust, Ser. 2017-2, Cl. AA | 3.35 | 10/15/2029 | 133669 | 129551 |
| American Airlines Pass-Through Trust, Ser. 2025-1, Cl. A | 4.90 | 5/11/2038 | 50000 | 49407 |
| JetBlue Pass-Through Trust, Ser. 2020-1, Cl. A | 4.00 | 11/15/2032 | 26913 | 25664 |
| Southwest Airlines Co., Sr. Unscd. Notes | 2.63 | 2/10/2030 | 75000 | 69790 |
| United Airlines Pass-Through Trust, Ser. 2018-1, Cl. AA | 3.50 | 3/1/2030 | 65060 | 63796 |
| United Airlines Pass-Through Trust, Ser. 2023-1, Cl. A | 5.80 | 1/15/2036 | 150254 | 157117 |
|  |  |  |  | **563257** |
| **Automobiles & Components — .6%** | **Automobiles & Components — .6%** | **Automobiles & Components — .6%** | **Automobiles & Components — .6%** | **Automobiles & Components — .6%** |
| American Honda Finance Corp., Sr. Unscd. Notes | 2.25 | 1/12/2029 | 131000 | 124460 |
| American Honda Finance Corp., Sr. Unscd. Notes | 4.25 | 9/1/2028 | 50000 | 50300 |
| American Honda Finance Corp., Sr. Unscd. Notes | 4.60 | 4/17/2030 | 100000 | 100985 |
| American Honda Finance Corp., Sr. Unscd. Notes | 4.70 | 1/12/2028 | 15000 | 15219 |
| American Honda Finance Corp., Sr. Unscd. Notes | 5.13 | 7/7/2028 | 90000 | 92319 |
| American Honda Finance Corp., Sr. Unscd. Notes | 5.15 | 7/9/2032 | 300000 | 307979 |
| American Honda Finance Corp., Sr. Unscd. Notes | 5.65 | 11/15/2028 | 85000 | 88607 |
| American Honda Finance Corp., Sr. Unscd. Notes | 5.85 | 10/4/2030 | 436000 | 462162 |
| Aptiv Swiss Holdings Ltd., Gtd. Notes | 4.15 | 5/1/2052 | 260000 | 200069 |
| BorgWarner, Inc., Sr. Unscd. Notes | 4.38 | 3/15/2045 | 50000 | 41763 |
| Cummins, Inc., Sr. Unscd. Notes | 2.60 | 9/1/2050 | 50000 | 30335 |
| Cummins, Inc., Sr. Unscd. Notes | 4.88 | 10/1/2043 | 65000 | 61912 |
| Cummins, Inc., Sr. Unscd. Notes | 4.90 | 2/20/2029 | 150000 | 154168 |
| Cummins, Inc., Sr. Unscd. Notes | 5.15 | 2/20/2034 | 200000 | 205947 |
| Cummins, Inc., Sr. Unscd. Notes | 5.30 | 5/9/2035 | 300000 | 309852 |
| Ford Motor Co., Sr. Unscd. Notes | 3.25 | 2/12/2032 | 998000 | 888873 |
| Ford Motor Co., Sr. Unscd. Notes | 4.75 | 1/15/2043 | 60000 | 48091 |
| Ford Motor Co., Sr. Unscd. Notes | 6.10 | 8/19/2032 | 100000 | 103981 |

---

**7**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Automobiles & Components — .6% (continued)** | **Automobiles & Components — .6% (continued)** | **Automobiles & Components — .6% (continued)** | **Automobiles & Components — .6% (continued)** | **Automobiles & Components — .6% (continued)** |
| Ford Motor Co., Sr. Unscd. Notes | 7.45 | 7/16/2031 | 127000 | 141146 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 3.82 | 11/2/2027 | 200000 | 197897 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 4.13 | 8/17/2027 | 585000 | 582184 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 4.95 | 5/28/2027 | 50000 | 50286 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 5.87 | 10/31/2035 | 50000 | 49730 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 6.05 | 11/5/2031 | 275000 | 283996 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 6.53 | 3/19/2032 | 250000 | 263535 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 6.80 | 5/12/2028 | 400000 | 418472 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 7.12 | 11/7/2033 | 700000 | 756729 |
| General Motors Co., Sr. Unscd. Notes | 4.20 | 10/1/2027 | 115000 | 115201 |
| General Motors Co., Sr. Unscd. Notes | 5.15 | 4/1/2038 | 212000 | 204353 |
| General Motors Co., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.60 | 10/15/2032 | 750000 | 783585 |
| General Motors Co., Sr. Unscd. Notes | 5.95 | 4/1/2049 | 173000 | 168563 |
| General Motors Co., Sr. Unscd. Notes | 6.25 | 4/15/2035 | 300000 | 318385 |
| General Motors Co., Sr. Unscd. Notes | 6.75 | 4/1/2046 | 31000 | 33248 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 2.35 | 2/26/2027 | 265000 | 260365 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 2.35 | 1/8/2031 | 445000 | 401160 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 2.70 | 6/10/2031 | 270000 | 245551 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 3.60 | 6/21/2030 | 50000 | 48252 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 5.00 | 4/9/2027 | 95000 | 95932 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 5.80 | 6/23/2028 | 371000 | 384354 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 6.00 | 1/9/2028 | 122000 | 126103 |
| Honda Motor Co. Ltd., Sr. Unscd. Notes | 2.53 | 3/10/2027 | 415000 | 409053 |
| Honda Motor Co. Ltd., Sr. Unscd. Notes | 2.97 | 3/10/2032 | 55000 | 50319 |
| Lear Corp., Sr. Unscd. Notes | 3.50 | 5/30/2030 | 108000 | 103927 |
| Lear Corp., Sr. Unscd. Notes | 5.25 | 5/15/2049 | 45000 | 41044 |
| Magna International, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.45 | 6/15/2030 | 20000 | 18551 |
| Magna International, Inc., Sr. Unscd. Notes | 5.50 | 3/21/2033 | 65000 | 67659 |
| Magna International, Inc., Sr. Unscd. Notes | 5.88 | 6/1/2035 | 300000 | 316121 |
| Mercedes-Benz Finance North America LLC, Gtd. Notes | 8.50 | 1/18/2031 | 155000 | 183075 |
| PACCAR Financial Corp., Sr. Unscd. Notes | 4.00 | 8/8/2028 | 50000 | 50250 |
| PACCAR Financial Corp., Sr. Unscd. Notes | 4.55 | 3/3/2028 | 400000 | 406391 |
| Toyota Motor Corp., Sr. Unscd. Notes | 5.12 | 7/13/2028 | 85000 | 87489 |
| Toyota Motor Corp., Sr. Unscd. Notes | 5.12 | 7/13/2033 | 275000 | 284707 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 1.65 | 1/10/2031 | 140000 | 123864 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 1.90 | 9/12/2031 | 73000 | 64196 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 3.05 | 3/22/2027 | 130000 | 129027 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 4.45 | 6/29/2029 | 70000 | 70935 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 5.05 | 5/16/2029 | 676000 | 697335 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 5.10 | 3/21/2031 | 580000 | 601579 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 5.55 | 11/20/2030 | 50000 | 52846 |
|  |  |  |  | **12974417** |
| **Banks — 5.3%** | **Banks — 5.3%** | **Banks — 5.3%** | **Banks — 5.3%** | **Banks — 5.3%** |
| Australia & New Zealand Banking Group Ltd., Sr. Unscd. Notes | 4.90 | 7/16/2027 | 500000 | 508000 |
| Banco Santander SA, Sr. Bonds | 5.44 | 7/15/2031 | 200000 | 209490 |
| Banco Santander SA, Sr. Notes | 4.25 | 4/11/2027 | 510000 | 510900 |
| Banco Santander SA, Sr. Notes | 4.55 | 11/6/2030 | 400000 | 400259 |
| Banco Santander SA, Sr. Notes | 5.13 | 11/6/2035 | 200000 | 199709 |
| Banco Santander SA, Sr. Notes | 5.29 | 8/18/2027 | 368000 | 374566 |
| Banco Santander SA, Sr. Notes | 5.54 | 3/14/2030 | 200000 | 207150 |

---

**8**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** |
| Banco Santander SA, Sr. Notes | 5.59 | 8/8/2028 | 400000 | 414632 |
| Banco Santander SA, Sub. Notes | 6.92 | 8/8/2033 | 200000 | 220782 |
| Bank of America Corp., Sr. Unscd. Notes | 1.90 | 7/23/2031 | 200000 | 179977 |
| Bank of America Corp., Sr. Unscd. Notes | 1.92 | 10/24/2031 | 115000 | 102871 |
| Bank of America Corp., Sr. Unscd. Notes | 2.09 | 6/14/2029 | 325000 | 310478 |
| Bank of America Corp., Sr. Unscd. Notes | 2.30 | 7/21/2032 | 200000 | 178660 |
| Bank of America Corp., Sr. Unscd. Notes | 2.50 | 2/13/2031 | 310000 | 288901 |
| Bank of America Corp., Sr. Unscd. Notes | 2.57 | 10/20/2032 | 430000 | 387910 |
| Bank of America Corp., Sr. Unscd. Notes | 2.69 | 4/22/2032 | 476000 | 436451 |
| Bank of America Corp., Sr. Unscd. Notes | 2.83 | 10/24/2051 | 70000 | 44299 |
| Bank of America Corp., Sr. Unscd. Notes | 2.88 | 10/22/2030 | 240000 | 228807 |
| Bank of America Corp., Sr. Unscd. Notes | 2.97 | 2/4/2033 | 265000 | 242243 |
| Bank of America Corp., Sr. Unscd. Notes | 2.97 | 7/21/2052 | 315000 | 205583 |
| Bank of America Corp., Sr. Unscd. Notes | 3.19 | 7/23/2030 | 150000 | 145060 |
| Bank of America Corp., Sr. Unscd. Notes | 3.25 | 10/21/2027 | 50000 | 49592 |
| Bank of America Corp., Sr. Unscd. Notes | 3.31 | 4/22/2042 | 830000 | 649266 |
| Bank of America Corp., Sr. Unscd. Notes | 3.59 | 7/21/2028 | 150000 | 149081 |
| Bank of America Corp., Sr. Unscd. Notes | 3.71 | 4/24/2028 | 143000 | 142455 |
| Bank of America Corp., Sr. Unscd. Notes | 3.95 | 1/23/2049 | 50000 | 39764 |
| Bank of America Corp., Sr. Unscd. Notes | 3.97 | 2/7/2030 | 236000 | 234861 |
| Bank of America Corp., Sr. Unscd. Notes | 4.08 | 4/23/2040 | 90000 | 79636 |
| Bank of America Corp., Sr. Unscd. Notes | 4.08 | 3/20/2051 | 170000 | 135865 |
| Bank of America Corp., Sr. Unscd. Notes | 4.27 | 7/23/2029 | 454000 | 455955 |
| Bank of America Corp., Sr. Unscd. Notes | 4.33 | 3/15/2050 | 283000 | 237770 |
| Bank of America Corp., Sr. Unscd. Notes | 4.38 | 4/27/2028 | 390000 | 391655 |
| Bank of America Corp., Sr. Unscd. Notes | 4.57 | 4/27/2033 | 155000 | 154204 |
| Bank of America Corp., Sr. Unscd. Notes | 4.62 | 5/9/2029 | 402000 | 407303 |
| Bank of America Corp., Sr. Unscd. Notes | 4.95 | 7/22/2028 | 100000 | 101380 |
| Bank of America Corp., Sr. Unscd. Notes | 5.02 | 7/22/2033 | 570000 | 581176 |
| Bank of America Corp., Sr. Unscd. Notes | 5.20 | 4/25/2029 | 130000 | 133136 |
| Bank of America Corp., Sr. Unscd. Notes | 5.29 | 4/25/2034 | 375000 | 385099 |
| Bank of America Corp., Sr. Unscd. Notes | 5.47 | 1/23/2035 | 221000 | 229210 |
| Bank of America Corp., Sr. Unscd. Notes | 5.82 | 9/15/2029 | 175000 | 182464 |
| Bank of America Corp., Sr. Unscd. Notes | 5.87 | 9/15/2034 | 595000 | 631932 |
| Bank of America Corp., Sr. Unscd. Notes | 6.20 | 11/10/2028 | 319000 | 330938 |
| Bank of America Corp., Sr. Unscd. Notes, Ser. N | 2.65 | 3/11/2032 | 310000 | 284395 |
| Bank of America Corp., Sr. Unscd. Notes, Ser. N | 3.48 | 3/13/2052 | 124000 | 88814 |
| Bank of America Corp., Sub. Notes | 2.48 | 9/21/2036 | 1150000 | 1008542 |
| Bank of America Corp., Sub. Notes | 5.43 | 8/15/2035 | 620000 | 630427 |
| Bank of America Corp., Sub. Notes | 5.52 | 10/25/2035 | 200000 | 204152 |
| Bank of America Corp., Sub. Notes | 5.74 | 2/12/2036 | 400000 | 413971 |
| Bank of America Corp., Sub. Notes | 6.11 | 1/29/2037 | 206000 | 220727 |
| Bank of America Corp., Sub. Notes, Ser. L | 4.75 | 4/21/2045 | 60000 | 54283 |
| Bank of Montreal, Sr. Unscd. Notes | 2.65 | 3/8/2027 | 50000 | 49379 |
| Bank of Montreal, Sr. Unscd. Notes | 4.06 | 9/22/2028 | 100000 | 100155 |
| Bank of Montreal, Sr. Unscd. Notes | 4.64 | 9/10/2030 | 200000 | 202743 |
| Bank of Montreal, Sr. Unscd. Notes | 5.72 | 9/25/2028 | 200000 | 208454 |
| BankUnited, Inc., Sub. Notes | 5.13 | 6/11/2030 | 85000 | 85299 |
| Barclays PLC, Sr. Unscd. Notes | 4.84 | 9/10/2028 | 320000 | 323670 |
| Barclays PLC, Sr. Unscd. Notes | 4.94 | 9/10/2030 | 200000 | 203697 |

---

**9**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** |
| Barclays PLC, Sr. Unscd. Notes | 4.95 | 1/10/2047 | 200000 | 184553 |
| Barclays PLC, Sr. Unscd. Notes | 5.25 | 8/17/2045 | 120000 | 116044 |
| Barclays PLC, Sr. Unscd. Notes | 5.34 | 9/10/2035 | 200000 | 202343 |
| Barclays PLC, Sr. Unscd. Notes | 5.50 | 8/9/2028 | 225000 | 229715 |
| Barclays PLC, Sr. Unscd. Notes | 5.67 | 3/12/2028 | 200000 | 203385 |
| Barclays PLC, Sr. Unscd. Notes | 6.22 | 5/9/2034 | 180000 | 193027 |
| Barclays PLC, Sr. Unscd. Notes | 7.44 | 11/2/2033 | 510000 | 582505 |
| Barclays PLC, Sub. Notes | 3.56 | 9/23/2035 | 87000 | 82279 |
| Barclays PLC, Sub. Notes | 3.81 | 3/10/2042 | 355000 | 286423 |
| Barclays PLC, Sub. Notes | 4.84 | 5/9/2028 | 564000 | 568273 |
| Canadian Imperial Bank of Commerce, Sr. Unscd. Bonds | 4.24 | 9/8/2028 | 100000 | 100361 |
| Canadian Imperial Bank of Commerce, Sr. Unscd. Notes | 3.45 | 4/7/2027 | 126000 | 125495 |
| Canadian Imperial Bank of Commerce, Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.63 | 9/11/2030 | 250000 | 253334 |
| Canadian Imperial Bank of Commerce, Sr. Unscd. Notes | 5.00 | 4/28/2028 | 151000 | 154267 |
| Canadian Imperial Bank of Commerce, Sr. Unscd. Notes | 5.26 | 4/8/2029 | 300000 | 310415 |
| Canadian Imperial Bank of Commerce, Sr. Unscd. Notes | 5.99 | 10/3/2028 | 55000 | 57649 |
| Citibank NA, Sr. Unscd. Notes | 4.91 | 5/29/2030 | 250000 | 256504 |
| Citigroup, Inc., Sr. Unscd. Notes | 2.52 | 11/3/2032 | 203000 | 181662 |
| Citigroup, Inc., Sr. Unscd. Notes | 2.57 | 6/3/2031 | 910000 | 843256 |
| Citigroup, Inc., Sr. Unscd. Notes | 2.67 | 1/29/2031 | 350000 | 327857 |
| Citigroup, Inc., Sr. Unscd. Notes | 2.90 | 11/3/2042 | 175000 | 128860 |
| Citigroup, Inc., Sr. Unscd. Notes | 2.98 | 11/5/2030 | 418000 | 398440 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.06 | 1/25/2033 | 370000 | 338637 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.52 | 10/27/2028 | 155000 | 153750 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.79 | 3/17/2033 | 225000 | 214116 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.98 | 3/20/2030 | 444000 | 440452 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.28 | 4/24/2048 | 50000 | 42031 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.41 | 3/31/2031 | 470000 | 469818 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.65 | 7/30/2045 | 215000 | 193307 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.91 | 5/24/2033 | 180000 | 181773 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.95 | 5/7/2031 | 310000 | 316173 |
| Citigroup, Inc., Sr. Unscd. Notes | 5.17 | 2/13/2030 | 438000 | 450008 |
| Citigroup, Inc., Sr. Unscd. Notes | 5.45 | 6/11/2035 | 320000 | 329449 |
| Citigroup, Inc., Sr. Unscd. Notes | 5.88 | 1/30/2042 | 155000 | 162494 |
| Citigroup, Inc., Sr. Unscd. Notes | 8.13 | 7/15/2039 | 299000 | 379924 |
| Citigroup, Inc., Sr. Unscd. Notes, Ser. VAR | 3.07 | 2/24/2028 | 450000 | 445582 |
| Citigroup, Inc., Sub. Notes | 4.13 | 7/25/2028 | 122000 | 122104 |
| Citigroup, Inc., Sub. Notes | 4.45 | 9/29/2027 | 435000 | 437888 |
| Citigroup, Inc., Sub. Notes | 4.75 | 5/18/2046 | 120000 | 105253 |
| Citigroup, Inc., Sub. Notes | 5.30 | 5/6/2044 | 280000 | 270764 |
| Citigroup, Inc., Sub. Notes | 5.59 | 11/19/2034 | 400000 | 411535 |
| Citigroup, Inc., Sub. Notes | 5.83 | 2/13/2035 | 50000 | 51715 |
| Citigroup, Inc., Sub. Notes | 5.88 | 2/22/2033 | 40000 | 42657 |
| Citigroup, Inc., Sub. Notes | 6.00 | 10/31/2033 | 320000 | 341851 |
| Citigroup, Inc., Sub. Notes | 6.63 | 6/15/2032 | 139000 | 153611 |
| Citizens Financial Group, Inc., Sr. Unscd. Notes | 6.65 | 4/25/2035 | 300000 | 328376 |
| Citizens Financial Group, Inc., Sub. Notes | 5.64 | 5/21/2037 | 210000 | 214049 |
| Commonwealth Bank of Australia, Sr. Unscd. Notes | 4.42 | 3/14/2028 | 510000 | 516511 |
| Cooperatieve Rabobank UA, Gtd. Notes | 5.75 | 12/1/2043 | 495000 | 497353 |
| Cooperatieve Rabobank UA, Sr. Notes | 4.49 | 10/17/2029 | 385000 | 391829 |

---

**10**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** |
| Deutsche Bank AG, Sr. Notes | 3.55 | 9/18/2031 | 254000 | 241758 |
| Deutsche Bank AG, Sr. Notes<sup>(a)</sup> <br>| 5.00 | 9/11/2030 | 150000 | 152553 |
| Deutsche Bank AG, Sr. Notes | 5.30 | 5/9/2031 | 260000 | 266275 |
| Deutsche Bank AG, Sr. Notes<sup>(a)</sup> <br>| 5.40 | 9/11/2035 | 175000 | 177435 |
| Deutsche Bank AG, Sub. Notes | 3.74 | 1/7/2033 | 200000 | 186168 |
| Fifth Third Bancorp, Sr. Unscd. Notes | 4.06 | 4/25/2028 | 150000 | 149893 |
| Fifth Third Bancorp, Sr. Unscd. Notes | 4.34 | 4/25/2033 | 60000 | 58720 |
| Fifth Third Bancorp, Sr. Unscd. Notes | 4.77 | 7/28/2030 | 55000 | 55706 |
| Fifth Third Bancorp, Sr. Unscd. Notes | 4.90 | 9/6/2030 | 200000 | 203339 |
| Fifth Third Bancorp, Sr. Unscd. Notes | 6.36 | 10/27/2028 | 300000 | 311496 |
| Fifth Third Bank NA, Sr. Unscd. Notes | 2.25 | 2/1/2027 | 350000 | 344555 |
| First Citizens BancShares, Inc., Sr. Unscd. Notes | 5.23 | 3/12/2031 | 50000 | 50707 |
| First Citizens BancShares, Inc., Sub. Notes | 5.60 | 9/5/2035 | 150000 | 150082 |
| First Citizens BancShares, Inc., Sub. Notes | 6.25 | 3/12/2040 | 50000 | 50855 |
| FNB Corp., Sr. Unscd. Notes | 5.72 | 12/11/2030 | 510000 | 521630 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 2.85 | 6/4/2031 | 700000 | 654990 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 3.97 | 5/22/2030 | 200000 | 197913 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 5.13 | 11/6/2036 | 200000 | 199668 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 5.24 | 5/13/2031 | 300000 | 308740 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 5.40 | 8/11/2033 | 200000 | 206758 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 5.60 | 5/17/2028 | 200000 | 203776 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 5.73 | 5/17/2032 | 500000 | 525639 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 5.79 | 5/13/2036 | 200000 | 210190 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 6.10 | 1/14/2042 | 470000 | 505412 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 6.16 | 3/9/2029 | 680000 | 706714 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 6.25 | 3/9/2034 | 250000 | 270633 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 7.39 | 11/3/2028 | 200000 | 211059 |
| HSBC Holdings PLC, Sub. Bonds | 5.74 | 9/10/2036 | 300000 | 307792 |
| HSBC Holdings PLC, Sub. Notes | 6.50 | 9/15/2037 | 454000 | 497678 |
| HSBC Holdings PLC, Sub. Notes | 6.50 | 9/15/2037 | 315000 | 341167 |
| HSBC Holdings PLC, Sub. Notes | 8.11 | 11/3/2033 | 250000 | 292360 |
| Huntington Bancshares, Inc., Sr. Unscd. Notes | 5.02 | 5/17/2033 | 45000 | 45501 |
| Huntington Bancshares, Inc., Sr. Unscd. Notes | 5.27 | 1/15/2031 | 200000 | 205771 |
| Huntington Bancshares, Inc., Sr. Unscd. Notes | 6.21 | 8/21/2029 | 140000 | 146719 |
| Huntington Bancshares, Inc., Sub. Notes | 2.49 | 8/15/2036 | 152000 | 132341 |
| Industrial & Commercial Bank of China Ltd., Sr. Unscd. Notes | 3.54 | 11/8/2027 | 66000 | 65563 |
| ING Groep NV, Sr. Unscd. Notes | 4.55 | 10/2/2028 | 210000 | 212593 |
| ING Groep NV, Sr. Unscd. Notes | 6.11 | 9/11/2034 | 370000 | 398856 |
| JPMorgan Chase & Co., Sr. Unscd. Bonds | 5.57 | 4/22/2036 | 261000 | 272510 |
| JPMorgan Chase & Co., Sr. Unscd. Bonds | 6.40 | 5/15/2038 | 307000 | 344197 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 1.76 | 11/19/2031 | 100000 | 88848 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 1.95 | 2/4/2032 | 105000 | 93488 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.52 | 4/22/2031 | 150000 | 139685 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.53 | 11/19/2041 | 60000 | 43065 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.55 | 11/8/2032 | 865000 | 779074 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.58 | 4/22/2032 | 795000 | 725719 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.74 | 10/15/2030 | 25000 | 23759 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.96 | 1/25/2033 | 377000 | 345584 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.11 | 4/22/2041 | 95000 | 74003 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.11 | 4/22/2051 | 105000 | 71192 |

---

**11**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.33 | 4/22/2052 | 236000 | 166482 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.70 | 5/6/2030 | 30000 | 29575 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.78 | 2/1/2028 | 753000 | 751502 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.90 | 1/23/2049 | 230000 | 182568 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.01 | 4/23/2029 | 250000 | 249786 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.03 | 7/24/2048 | 420000 | 342568 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.20 | 7/23/2029 | 50000 | 50173 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.26 | 10/22/2031 | 250000 | 248625 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.26 | 2/22/2048 | 250000 | 212036 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.32 | 4/26/2028 | 90000 | 90366 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.49 | 3/24/2031 | 230000 | 231718 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.57 | 6/14/2030 | 200000 | 202375 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.60 | 10/22/2030 | 300000 | 304157 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.81 | 10/22/2036 | 250000 | 246439 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.85 | 7/25/2028 | 213000 | 215613 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.85 | 2/1/2044 | 50000 | 47187 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.90 | 1/22/2037 | 600000 | 595908 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.91 | 7/25/2033 | 500000 | 507867 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.95 | 10/22/2035 | 150000 | 150498 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.00 | 7/22/2030 | 500000 | 513087 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.01 | 1/23/2030 | 253000 | 259407 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.29 | 7/22/2035 | 4000 | 4106 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.30 | 7/24/2029 | 270000 | 277850 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.34 | 1/23/2035 | 300000 | 308711 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.35 | 6/1/2034 | 210000 | 217089 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.40 | 1/6/2042 | 245000 | 247720 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.50 | 10/15/2040 | 153000 | 158664 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.53 | 11/29/2045 | 165000 | 166149 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.57 | 4/22/2028 | 759000 | 773310 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 6.09 | 10/23/2029 | 123000 | 129259 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 6.25 | 10/23/2034 | 765000 | 834209 |
| JPMorgan Chase & Co., Sub. Debs. | 8.00 | 4/29/2027 | 700000 | 735422 |
| JPMorgan Chase & Co., Sub. Notes | 2.96 | 5/13/2031 | 195000 | 183697 |
| JPMorgan Chase & Co., Sub. Notes | 4.95 | 6/1/2045 | 135000 | 126187 |
| JPMorgan Chase & Co., Sub. Notes | 5.58 | 7/23/2036 | 50000 | 51399 |
| KeyCorp, Sr. Unscd. Notes | 2.25 | 4/6/2027 | 40000 | 39188 |
| KeyCorp, Sr. Unscd. Notes | 4.10 | 4/30/2028 | 52000 | 52077 |
| KeyCorp, Sr. Unscd. Notes | 4.79 | 6/1/2033 | 30000 | 29942 |
| Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Bonds<sup>(b)</sup> <br>| 0.00 | 4/18/2036 | 75000 | 48321 |
| Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Bonds | 0.75 | 9/30/2030 | 110000 | 95775 |
| Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Bonds | 3.75 | 2/15/2028 | 1385000 | 1389767 |
| Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Bonds | 4.75 | 10/29/2030 | 675000 | 702193 |
| Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Notes | 3.88 | 6/15/2028 | 1000000 | 1006695 |
| Kreditanstalt fuer Wiederaufbau, Govt. Gtd. Notes | 4.13 | 7/15/2033 | 350000 | 350464 |
| Landwirtschaftliche Rentenbank, Govt. Gtd. Bonds | 3.63 | 10/8/2030 | 500000 | 495728 |
| Landwirtschaftliche Rentenbank, Govt. Gtd. Notes | 0.88 | 9/3/2030 | 780000 | 684344 |
| Landwirtschaftliche Rentenbank, Govt. Gtd. Notes | 4.13 | 5/28/2030 | 910000 | 922566 |
| Landwirtschaftliche Rentenbank, Govt. Gtd. Notes, Ser. 44 | 3.88 | 6/14/2028 | 525000 | 527865 |
| Lloyds Banking Group PLC, Sr. Unscd. Notes | 5.59 | 11/26/2035 | 300000 | 311867 |
| Lloyds Banking Group PLC, Sr. Unscd. Notes | 5.68 | 1/5/2035 | 200000 | 209597 |

---

**12**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** |
| Lloyds Banking Group PLC, Sub. Notes | 3.37 | 12/14/2046 | 60000 | 44736 |
| Lloyds Banking Group PLC, Sub. Notes | 5.30 | 12/1/2045 | 100000 | 95057 |
| M&T Bank Corp., Sr. Unscd. Notes | 4.55 | 8/16/2028 | 350000 | 352368 |
| M&T Bank Corp., Sr. Unscd. Notes | 6.08 | 3/13/2032 | 400000 | 425062 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 3.75 | 7/18/2039 | 420000 | 364083 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 3.96 | 3/2/2028 | 25000 | 25025 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 4.08 | 4/19/2028 | 354000 | 354352 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 4.32 | 4/19/2033 | 250000 | 245343 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 4.51 | 1/14/2032 | 200000 | 200520 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 5.13 | 7/20/2033 | 367000 | 375940 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 5.19 | 9/12/2036 | 200000 | 202297 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 5.35 | 9/13/2028 | 320000 | 326748 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 5.41 | 4/19/2034 | 300000 | 311652 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 5.43 | 4/17/2035 | 100000 | 103440 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 2.59 | 5/25/2031 | 70000 | 64967 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 3.15 | 7/16/2030 | 275000 | 264975 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 4.25 | 9/11/2029 | 100000 | 100270 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 5.10 | 5/13/2031 | 200000 | 205128 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 5.41 | 9/13/2028 | 180000 | 183987 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 5.42 | 5/13/2036 | 200000 | 206144 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 5.58 | 5/26/2035 | 250000 | 260761 |
| Mizuho Financial Group, Inc., Sub. Notes | 2.56 | 9/13/2031 | 180000 | 161196 |
| Morgan Stanley, Sr. Unscd. Notes | 1.79 | 2/13/2032 | 800000 | 702046 |
| Morgan Stanley, Sr. Unscd. Notes | 1.93 | 4/28/2032 | 360000 | 316277 |
| Morgan Stanley, Sr. Unscd. Notes | 2.24 | 7/21/2032 | 54000 | 47892 |
| Morgan Stanley, Sr. Unscd. Notes | 2.51 | 10/20/2032 | 497000 | 445879 |
| Morgan Stanley, Sr. Unscd. Notes | 2.70 | 1/22/2031 | 249000 | 233688 |
| Morgan Stanley, Sr. Unscd. Notes | 2.80 | 1/25/2052 | 140000 | 88719 |
| Morgan Stanley, Sr. Unscd. Notes | 2.94 | 1/21/2033 | 295000 | 268916 |
| Morgan Stanley, Sr. Unscd. Notes | 3.22 | 4/22/2042 | 110000 | 85357 |
| Morgan Stanley, Sr. Unscd. Notes | 3.59 | 7/22/2028 | 316000 | 313938 |
| Morgan Stanley, Sr. Unscd. Notes | 3.62 | 4/1/2031 | 125000 | 121342 |
| Morgan Stanley, Sr. Unscd. Notes | 3.77 | 1/24/2029 | 492000 | 489329 |
| Morgan Stanley, Sr. Unscd. Notes | 3.97 | 7/22/2038 | 400000 | 359181 |
| Morgan Stanley, Sr. Unscd. Notes | 4.24 | 1/9/2030 | 200000 | 200686 |
| Morgan Stanley, Sr. Unscd. Notes | 4.30 | 1/27/2045 | 375000 | 323720 |
| Morgan Stanley, Sr. Unscd. Notes | 4.38 | 1/22/2047 | 179000 | 154180 |
| Morgan Stanley, Sr. Unscd. Notes | 4.43 | 1/23/2030 | 135000 | 135904 |
| Morgan Stanley, Sr. Unscd. Notes | 4.46 | 4/22/2039 | 210000 | 196834 |
| Morgan Stanley, Sr. Unscd. Notes | 4.89 | 7/20/2033 | 240000 | 242698 |
| Morgan Stanley, Sr. Unscd. Notes | 5.16 | 4/20/2029 | 245000 | 250327 |
| Morgan Stanley, Sr. Unscd. Notes | 5.25 | 4/21/2034 | 342000 | 350566 |
| Morgan Stanley, Sr. Unscd. Notes | 5.45 | 7/20/2029 | 45000 | 46384 |
| Morgan Stanley, Sr. Unscd. Notes | 5.47 | 1/18/2035 | 70000 | 72360 |
| Morgan Stanley, Sr. Unscd. Notes | 5.52 | 11/19/2055 | 295000 | 290764 |
| Morgan Stanley, Sr. Unscd. Notes | 5.65 | 4/13/2028 | 100000 | 101869 |
| Morgan Stanley, Sr. Unscd. Notes | 6.30 | 10/18/2028 | 190000 | 197064 |
| Morgan Stanley, Sr. Unscd. Notes | 6.34 | 10/18/2033 | 285000 | 310882 |
| Morgan Stanley, Sr. Unscd. Notes | 6.38 | 7/24/2042 | 574000 | 635106 |
| Morgan Stanley, Sr. Unscd. Notes | 6.41 | 11/1/2029 | 300000 | 317326 |

---

**13**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** |
| Morgan Stanley, Sr. Unscd. Notes | 6.63 | 11/1/2034 | 140000 | 155632 |
| Morgan Stanley, Sub. Notes | 3.95 | 4/23/2027 | 1125000 | 1124625 |
| Morgan Stanley, Sub. Notes | 5.30 | 4/20/2037 | 255000 | 259066 |
| Morgan Stanley Bank NA, Sr. Unscd. Notes | 5.50 | 5/26/2028 | 575000 | 586007 |
| Morgan Stanley Private Bank NA, Sr. Unscd. Notes | 4.20 | 11/17/2028 | 300000 | 300847 |
| Morgan Stanley Private Bank NA, Sr. Unscd. Notes | 4.47 | 7/6/2028 | 250000 | 251582 |
| Morgan Stanley Private Bank NA, Sr. Unscd. Notes | 4.73 | 7/18/2031 | 350000 | 354556 |
| National Australia Bank Ltd., Sr. Unscd. Notes | 4.79 | 1/10/2029 | 375000 | 384001 |
| NatWest Group PLC, Sr. Unscd. Notes | 4.96 | 8/15/2030 | 400000 | 408318 |
| NatWest Group PLC, Sr. Unscd. Notes | 5.12 | 5/23/2031 | 250000 | 256345 |
| NatWest Group PLC, Sr. Unscd. Notes | 5.81 | 9/13/2029 | 200000 | 208206 |
| Northern Trust Corp., Sr. Unscd. Notes | 1.95 | 5/1/2030 | 25000 | 22898 |
| Northern Trust Corp., Sr. Unscd. Notes | 3.15 | 5/3/2029 | 65000 | 63378 |
| Northern Trust Corp., Sr. Unscd. Notes | 4.00 | 5/10/2027 | 95000 | 95286 |
| Northern Trust Corp., Sr. Unscd. Notes | 4.15 | 11/19/2030 | 200000 | 199965 |
| Northern Trust Corp., Sub. Notes | 3.38 | 5/8/2032 | 90000 | 88807 |
| Northern Trust Corp., Sub. Notes | 5.12 | 11/19/2040 | 200000 | 199136 |
| Northern Trust Corp., Sub. Notes | 6.13 | 11/2/2032 | 45000 | 48891 |
| Oesterreichische Kontrollbank AG, Govt. Gtd. Bonds | 4.25 | 3/1/2028 | 70000 | 70865 |
| Oesterreichische Kontrollbank AG, Govt. Gtd. Notes | 4.75 | 5/21/2027 | 40000 | 40566 |
| Pinnacle Bank, Sr. Unscd. Notes | 5.63 | 2/15/2028 | 65000 | 66400 |
| PNC Bank NA, Sr. Unscd. Notes | 4.43 | 7/21/2028 | 250000 | 251737 |
| PNC Bank NA, Sub. Notes | 2.70 | 10/22/2029 | 75000 | 70954 |
| Regions Banks, Sub. Notes | 6.45 | 6/26/2037 | 65000 | 69870 |
| Regions Financial Corp., Sr. Unscd. Notes | 1.80 | 8/12/2028 | 47000 | 44501 |
| Regions Financial Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.50 | 9/6/2035 | 250000 | 256563 |
| Royal Bank of Canada, Sr. Unscd. Notes | 2.30 | 11/3/2031 | 374000 | 336892 |
| Royal Bank of Canada, Sr. Unscd. Notes | 3.63 | 5/4/2027 | 30000 | 29957 |
| Royal Bank of Canada, Sr. Unscd. Notes | 3.88 | 5/4/2032 | 36000 | 34940 |
| Royal Bank of Canada, Sr. Unscd. Notes | 4.24 | 8/3/2027 | 200000 | 201272 |
| Royal Bank of Canada, Sr. Unscd. Notes | 4.97 | 8/2/2030 | 500000 | 511962 |
| Royal Bank of Canada, Sr. Unscd. Notes | 5.00 | 2/1/2033 | 150000 | 153652 |
| Royal Bank of Canada, Sr. Unscd. Notes | 5.20 | 8/1/2028 | 235000 | 242193 |
| Royal Bank of Canada, Sr. Unscd. Notes | 6.00 | 11/1/2027 | 200000 | 207239 |
| Santander Holdings USA, Inc., Sr. Unscd. Bonds | 7.66 | 11/9/2031 | 140000 | 156856 |
| Santander Holdings USA, Inc., Sr. Unscd. Notes | 4.40 | 7/13/2027 | 531000 | 533021 |
| Santander Holdings USA, Inc., Sr. Unscd. Notes | 6.50 | 3/9/2029 | 137000 | 142891 |
| Santander Holdings USA, Inc., Sr. Unscd. Notes | 6.57 | 6/12/2029 | 137000 | 143228 |
| Santander UK Group Holdings PLC, Sr. Unscd. Notes | 2.90 | 3/15/2032 | 125000 | 114925 |
| Santander UK Group Holdings PLC, Sr. Unscd. Notes | 4.32 | 9/22/2029 | 200000 | 200254 |
| Santander UK Group Holdings PLC, Sr. Unscd. Notes | 5.14 | 9/22/2036 | 200000 | 198448 |
| Simmons First National Corp., Sub. Notes | 6.25 | 10/1/2035 | 625000 | 632541 |
| SouthState Bank Corp., Sub. Notes | 7.00 | 6/13/2035 | 200000 | 209736 |
| Standard Chartered Bank, Sr. Unscd. Notes | 4.85 | 12/3/2027 | 510000 | 520272 |
| State Street Bank & Trust Co., Sr. Unscd. Notes | 4.78 | 11/23/2029 | 50000 | 51424 |
| State Street Corp., Sr. Sub. Notes | 2.20 | 3/3/2031 | 245000 | 220663 |
| State Street Corp., Sr. Unscd. Notes | 2.62 | 2/7/2033 | 27000 | 24365 |
| State Street Corp., Sr. Unscd. Notes | 3.15 | 3/30/2031 | 50000 | 48160 |
| State Street Corp., Sr. Unscd. Notes | 4.16 | 8/4/2033 | 50000 | 48925 |
| State Street Corp., Sr. Unscd. Notes | 4.53 | 2/20/2029 | 190000 | 192143 |

---

**14**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** |
| State Street Corp., Sr. Unscd. Notes | 4.82 | 1/26/2034 | 200000 | 201665 |
| State Street Corp., Sr. Unscd. Notes | 5.16 | 5/18/2034 | 73000 | 74977 |
| State Street Corp., Sr. Unscd. Notes | 5.68 | 11/21/2029 | 50000 | 52254 |
| State Street Corp., Sr. Unscd. Notes | 5.82 | 11/4/2028 | 365000 | 376922 |
| State Street Corp., Sub. Notes | 3.03 | 11/1/2034 | 100000 | 94909 |
| State Street Corp., Sub. Notes | 6.12 | 11/21/2034 | 50000 | 53826 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 3.35 | 10/18/2027 | 125000 | 123951 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 4.49 | 1/15/2032 | 250000 | 250689 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 5.05 | 1/15/2037 | 250000 | 249471 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 5.25 | 7/8/2036 | 200000 | 203761 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 5.52 | 1/13/2028 | 280000 | 288309 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 5.56 | 7/9/2034 | 476000 | 497448 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 5.72 | 9/14/2028 | 285000 | 296547 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 5.80 | 7/13/2028 | 325000 | 338357 |
| Sumitomo Mitsui Financial Group, Inc., Sub. Notes | 5.80 | 7/8/2046 | 100000 | 101114 |
| Sumitomo Mitsui Financial Group, Inc., Sub. Notes | 5.84 | 7/9/2044 | 465000 | 476449 |
| Synchrony Bank, Sr. Unscd. Notes | 5.63 | 8/23/2027 | 250000 | 254707 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 1.95 | 2/2/2027 | 255000 | 250433 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 2.95 | 3/11/2027 | 110000 | 108975 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 4.04 | 9/15/2028 | 100000 | 100031 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 4.74 | 11/10/2032 | 250000 | 252154 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 4.85 | 2/1/2030 | 122000 | 124661 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 5.25 | 6/12/2028 | 240000 | 247196 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 5.65 | 2/1/2034 | 111000 | 117215 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Bonds | 4.15 | 10/21/2029 | 250000 | 249815 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Bonds | 4.22 | 5/1/2029 | 180000 | 180374 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.38 | 7/21/2032 | 220000 | 196752 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.60 | 2/7/2030 | 735000 | 690089 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.62 | 4/22/2032 | 430000 | 391492 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.64 | 2/24/2028 | 230000 | 226740 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.65 | 10/21/2032 | 220000 | 198679 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.91 | 7/21/2042 | 509000 | 371699 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.10 | 2/24/2033 | 180000 | 165353 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.44 | 2/24/2043 | 178000 | 138447 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.69 | 6/5/2028 | 37000 | 36838 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.80 | 3/15/2030 | 200000 | 196967 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.81 | 4/23/2029 | 20000 | 19876 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.15 | 1/21/2029 | 250000 | 250245 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.37 | 10/21/2031 | 250000 | 248664 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.41 | 4/23/2039 | 75000 | 69140 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.48 | 8/23/2028 | 200000 | 201209 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.52 | 1/21/2032 | 200000 | 200066 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.69 | 10/23/2030 | 300000 | 304126 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.75 | 10/21/2045 | 154000 | 138871 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.94 | 10/21/2036 | 500000 | 493128 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 5.07 | 1/21/2037 | 300000 | 298967 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 5.21 | 1/28/2031 | 500000 | 515421 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 5.22 | 4/23/2031 | 200000 | 205959 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 5.33 | 7/23/2035 | 260000 | 265873 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 5.54 | 1/21/2047 | 300000 | 295797 |

---

**15**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 5.85 | 4/25/2035 | 95000 | 100407 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 6.25 | 2/1/2041 | 681000 | 740538 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 6.48 | 10/24/2029 | 110000 | 116451 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 6.56 | 10/24/2034 | 30000 | 33195 |
| The Goldman Sachs Group, Inc., Sub. Notes | 5.15 | 5/22/2045 | 480000 | 449393 |
| The Goldman Sachs Group, Inc., Sub. Notes | 6.45 | 5/1/2036 | 176000 | 191833 |
| The Goldman Sachs Group, Inc., Sub. Notes | 6.75 | 10/1/2037 | 143000 | 158648 |
| The Huntington National Bank, Sr. Unscd. Notes | 4.55 | 5/17/2028 | 270000 | 271545 |
| The Huntington National Bank, Sr. Unscd. Notes | 4.87 | 4/12/2028 | 550000 | 554697 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Bonds | 5.37 | 7/21/2036 | 100000 | 102415 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 2.31 | 4/23/2032 | 115000 | 103725 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 2.55 | 1/22/2030 | 317000 | 298339 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 3.15 | 5/19/2027 | 113000 | 111990 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 3.45 | 4/23/2029 | 108000 | 106421 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 4.81 | 10/21/2032 | 270000 | 273940 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 5.07 | 1/24/2034 | 215000 | 218933 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 5.35 | 12/2/2028 | 115000 | 117838 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 5.49 | 5/14/2030 | 500000 | 520269 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 5.58 | 6/12/2029 | 45000 | 46576 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 5.94 | 8/18/2034 | 295000 | 314995 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 6.88 | 10/20/2034 | 50000 | 56135 |
| The PNC Financial Services Group, Inc., Sub. Notes | 4.63 | 6/6/2033 | 54000 | 53451 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 2.00 | 9/10/2031 | 95000 | 84783 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 2.45 | 1/12/2032 | 50000 | 44831 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 2.80 | 3/10/2027 | 100000 | 98868 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 3.20 | 3/10/2032 | 115000 | 107178 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 3.91 | 1/13/2028 | 350000 | 350226 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 4.11 | 6/8/2027 | 270000 | 270739 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 4.11 | 10/13/2028 | 250000 | 250509 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 4.46 | 6/8/2032 | 110000 | 109894 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 4.69 | 9/15/2027 | 153000 | 154862 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 4.93 | 10/15/2035 | 250000 | 249266 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 5.16 | 1/10/2028 | 80000 | 81812 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 5.52 | 7/17/2028 | 96000 | 99452 |
| The Toronto-Dominion Bank, Sub. Notes | 5.15 | 9/10/2034 | 195000 | 198324 |
| Truist Bank, Sr. Unscd. Notes | 4.14 | 10/23/2029 | 250000 | 249788 |
| Truist Financial Corp., Sr. Unscd. Notes | 1.13 | 8/3/2027 | 450000 | 432051 |
| Truist Financial Corp., Sr. Unscd. Notes | 4.12 | 6/6/2028 | 50000 | 50111 |
| Truist Financial Corp., Sr. Unscd. Notes | 4.60 | 1/27/2032 | 500000 | 501619 |
| Truist Financial Corp., Sr. Unscd. Notes | 5.07 | 5/20/2031 | 25000 | 25620 |
| Truist Financial Corp., Sr. Unscd. Notes | 5.87 | 6/8/2034 | 70000 | 74112 |
| Truist Financial Corp., Sr. Unscd. Notes | 6.12 | 10/28/2033 | 390000 | 420048 |
| Truist Financial Corp., Sub. Notes | 4.92 | 7/28/2033 | 127000 | 127343 |
| U.S. Bancorp, Sr. Unscd. Notes | 4.55 | 7/22/2028 | 332000 | 334673 |
| U.S. Bancorp, Sr. Unscd. Notes | 4.65 | 2/1/2029 | 187000 | 189239 |
| U.S. Bancorp, Sr. Unscd. Notes | 4.84 | 2/1/2034 | 199000 | 199708 |
| U.S. Bancorp, Sr. Unscd. Notes | 5.05 | 2/12/2031 | 250000 | 256599 |
| U.S. Bancorp, Sr. Unscd. Notes | 5.08 | 5/15/2031 | 250000 | 257014 |
| U.S. Bancorp, Sr. Unscd. Notes | 5.42 | 2/12/2036 | 250000 | 258632 |
| U.S. Bancorp, Sr. Unscd. Notes | 5.78 | 6/12/2029 | 170000 | 176459 |

---

**16**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** | **Banks — 5.3% (continued)** |
| U.S. Bancorp, Sr. Unscd. Notes | 5.85 | 10/21/2033 | 310000 | 331005 |
| UBS AG, Sr. Unscd. Notes | 4.50 | 6/26/2048 | 250000 | 218131 |
| US Bank NA, Sr. Unscd. Notes | 4.73 | 5/15/2028 | 250000 | 252386 |
| Wachovia Corp., Sub. Debs. | 5.50 | 8/1/2035 | 210000 | 215491 |
| Webster Financial Corp., Sr. Unscd. Notes | 4.10 | 3/25/2029 | 135000 | 133778 |
| Webster Financial Corp., Sub. Notes | 5.78 | 9/11/2035 | 230000 | 231254 |
| Wells Fargo & Co., Sr. Unscd. Notes | 2.39 | 6/2/2028 | 170000 | 166439 |
| Wells Fargo & Co., Sr. Unscd. Notes | 2.57 | 2/11/2031 | 220000 | 205495 |
| Wells Fargo & Co., Sr. Unscd. Notes | 2.88 | 10/30/2030 | 575000 | 547583 |
| Wells Fargo & Co., Sr. Unscd. Notes | 3.35 | 3/2/2033 | 865000 | 806177 |
| Wells Fargo & Co., Sr. Unscd. Notes | 3.58 | 5/22/2028 | 1326000 | 1318701 |
| Wells Fargo & Co., Sr. Unscd. Notes | 3.90 | 5/1/2045 | 185000 | 149675 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.08 | 9/15/2029 | 100000 | 99874 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.15 | 1/24/2029 | 220000 | 220958 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.48 | 4/4/2031 | 360000 | 361574 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.81 | 7/25/2028 | 260000 | 262945 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.89 | 9/15/2036 | 200000 | 197880 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.90 | 7/25/2033 | 420000 | 424956 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.97 | 4/23/2029 | 595000 | 606170 |
| Wells Fargo & Co., Sr. Unscd. Notes | 5.01 | 4/4/2051 | 884000 | 807478 |
| Wells Fargo & Co., Sr. Unscd. Notes | 5.39 | 4/24/2034 | 180000 | 186070 |
| Wells Fargo & Co., Sr. Unscd. Notes | 5.56 | 7/25/2034 | 126000 | 131341 |
| Wells Fargo & Co., Sr. Unscd. Notes | 6.30 | 10/23/2029 | 60000 | 63350 |
| Wells Fargo & Co., Sr. Unscd. Notes | 6.49 | 10/23/2034 | 235000 | 258546 |
| Wells Fargo & Co., Sub. Notes | 4.40 | 6/14/2046 | 151000 | 126248 |
| Wells Fargo & Co., Sub. Notes | 4.90 | 11/17/2045 | 130000 | 117087 |
| Wells Fargo & Co., Sub. Notes | 5.38 | 11/2/2043 | 560000 | 542945 |
| Wells Fargo & Co., Sub. Notes | 5.61 | 1/15/2044 | 400000 | 395838 |
| Wells Fargo Bank NA, Sub. Notes | 5.95 | 8/26/2036 | 50000 | 53072 |
| Westpac Banking Corp., Sr. Unscd. Notes | 1.95 | 11/20/2028 | 390000 | 370864 |
| Westpac Banking Corp., Sr. Unscd. Notes | 3.35 | 3/8/2027 | 50000 | 49788 |
| Westpac Banking Corp., Sr. Unscd. Notes | 3.40 | 1/25/2028 | 109000 | 108227 |
| Westpac Banking Corp., Sr. Unscd. Notes | 4.04 | 8/26/2027 | 400000 | 402062 |
| Westpac Banking Corp., Sr. Unscd. Notes | 4.35 | 7/1/2030 | 20000 | 20152 |
| Westpac Banking Corp., Sr. Unscd. Notes | 5.46 | 11/18/2027 | 735000 | 756322 |
| Westpac Banking Corp., Sr. Unscd. Notes | 5.54 | 11/17/2028 | 50000 | 52203 |
| Westpac Banking Corp., Sub. Notes | 2.67 | 11/15/2035 | 45000 | 40843 |
| Westpac Banking Corp., Sub. Notes | 2.96 | 11/16/2040 | 41000 | 31187 |
| Westpac Banking Corp., Sub. Notes | 3.02 | 11/18/2036 | 50000 | 45251 |
| Westpac Banking Corp., Sub. Notes | 3.13 | 11/18/2041 | 290000 | 218953 |
| Westpac Banking Corp., Sub. Notes | 4.11 | 7/24/2034 | 50000 | 49271 |
| Westpac Banking Corp., Sub. Notes | 5.41 | 8/10/2033 | 50000 | 51580 |
| Westpac Banking Corp., Sub. Notes | 6.82 | 11/17/2033 | 100000 | 111524 |
| Zions Bancorp NA, Sub. Notes | 6.82 | 11/19/2035 | 385000 | 408137 |
|  |  |  |  | **116455221** |
| **Beverage Products — .4%** | **Beverage Products — .4%** | **Beverage Products — .4%** | **Beverage Products — .4%** | **Beverage Products — .4%** |
| Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.70 | 2/1/2036 | 675000 | 665211 |
| Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.90 | 2/1/2046 | 586000 | 540516 |
| Anheuser-Busch InBev Finance, Inc., Gtd. Notes | 4.63 | 2/1/2044 | 100000 | 90350 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.38 | 4/15/2038 | 1201000 | 1135688 |

---

**17**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Beverage Products — .4% (continued)** | **Beverage Products — .4% (continued)** | **Beverage Products — .4% (continued)** | **Beverage Products — .4% (continued)** | **Beverage Products — .4% (continued)** |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.95 | 1/15/2042 | 25000 | 23904 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 5.80 | 1/23/2059 | 200000 | 203709 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 8.00 | 11/15/2039 | 25000 | 31799 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 8.20 | 1/15/2039 | 25000 | 32021 |
| Coca-Cola Femsa SAB de CV, Gtd. Notes | 2.75 | 1/22/2030 | 50000 | 47247 |
| Coca-Cola Femsa SAB de CV, Gtd. Notes | 5.25 | 11/26/2043 | 500000 | 488650 |
| Constellation Brands, Inc., Gtd. Notes | 3.15 | 8/1/2029 | 135000 | 130370 |
| Constellation Brands, Inc., Gtd. Notes | 4.50 | 5/9/2047 | 220000 | 184479 |
| Constellation Brands, Inc., Gtd. Notes | 4.65 | 11/15/2028 | 50000 | 50651 |
| Constellation Brands, Inc., Gtd. Notes | 5.25 | 11/15/2048 | 180000 | 166957 |
| Constellation Brands, Inc., Sr. Unscd. Notes | 2.25 | 8/1/2031 | 150000 | 133429 |
| Diageo Capital PLC, Gtd. Notes | 5.63 | 10/5/2033 | 200000 | 211684 |
| Diageo Investment Corp., Gtd. Notes | 7.45 | 4/15/2035 | 65000 | 77888 |
| Keurig Dr. Pepper, Inc., Gtd. Notes | 3.20 | 5/1/2030 | 63000 | 59894 |
| Keurig Dr. Pepper, Inc., Gtd. Notes | 3.80 | 5/1/2050 | 75000 | 54528 |
| Keurig Dr. Pepper, Inc., Gtd. Notes | 3.95 | 4/15/2029 | 235000 | 232816 |
| Keurig Dr. Pepper, Inc., Gtd. Notes | 4.50 | 11/15/2045 | 47000 | 39428 |
| Keurig Dr. Pepper, Inc., Gtd. Notes | 4.60 | 5/25/2028 | 100000 | 100843 |
| Keurig Dr. Pepper, Inc., Gtd. Notes | 5.30 | 3/15/2034 | 215000 | 218576 |
| Molson Coors Beverage Co., Gtd. Notes | 5.00 | 5/1/2042 | 105000 | 97243 |
| Pepsico Singapore Financing I Pte Ltd., Gtd. Notes<sup>(a)</sup> <br>| 4.65 | 2/16/2027 | 100000 | 100817 |
| PepsiCo, Inc., Sr. Unscd. Notes | 1.40 | 2/25/2031 | 68000 | 59682 |
| PepsiCo, Inc., Sr. Unscd. Notes | 2.63 | 3/19/2027 | 40000 | 39512 |
| PepsiCo, Inc., Sr. Unscd. Notes | 3.00 | 10/15/2027 | 125000 | 123759 |
| PepsiCo, Inc., Sr. Unscd. Notes | 3.38 | 7/29/2049 | 510000 | 368769 |
| PepsiCo, Inc., Sr. Unscd. Notes | 3.45 | 10/6/2046 | 50000 | 37840 |
| PepsiCo, Inc., Sr. Unscd. Notes | 3.50 | 3/19/2040 | 20000 | 16886 |
| PepsiCo, Inc., Sr. Unscd. Notes | 3.60 | 2/18/2028 | 70000 | 69855 |
| PepsiCo, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 3.60 | 8/13/2042 | 25000 | 20268 |
| PepsiCo, Inc., Sr. Unscd. Notes | 4.20 | 7/18/2052 | 70000 | 57335 |
| PepsiCo, Inc., Sr. Unscd. Notes | 4.30 | 7/23/2030 | 100000 | 100980 |
| PepsiCo, Inc., Sr. Unscd. Notes | 4.40 | 2/7/2027 | 400000 | 402561 |
| PepsiCo, Inc., Sr. Unscd. Notes | 4.45 | 2/7/2028 | 586000 | 594201 |
| PepsiCo, Inc., Sr. Unscd. Notes | 4.65 | 7/23/2032 | 50000 | 50929 |
| PepsiCo, Inc., Sr. Unscd. Notes | 5.00 | 2/7/2035 | 200000 | 204897 |
| PepsiCo, Inc., Sr. Unscd. Notes | 5.00 | 7/23/2035 | 200000 | 203376 |
| PepsiCo, Inc., Sr. Unscd. Notes | 5.25 | 7/17/2054 | 590000 | 572244 |
| PepsiCo, Inc., Sr. Unscd. Notes | 7.00 | 3/1/2029 | 120000 | 130527 |
| The Coca-Cola Company, Sr. Unscd. Notes | 1.38 | 3/15/2031 | 290000 | 254244 |
| The Coca-Cola Company, Sr. Unscd. Notes | 1.45 | 6/1/2027 | 128000 | 124480 |
| The Coca-Cola Company, Sr. Unscd. Notes | 1.65 | 6/1/2030 | 79000 | 71595 |
| The Coca-Cola Company, Sr. Unscd. Notes | 2.00 | 3/5/2031 | 40000 | 36234 |
| The Coca-Cola Company, Sr. Unscd. Notes | 2.50 | 6/1/2040 | 220000 | 163303 |
| The Coca-Cola Company, Sr. Unscd. Notes | 2.50 | 3/15/2051 | 135000 | 81136 |
| The Coca-Cola Company, Sr. Unscd. Notes | 2.60 | 6/1/2050 | 343000 | 212727 |
| The Coca-Cola Company, Sr. Unscd. Notes | 3.00 | 3/5/2051 | 120000 | 80191 |
| The Coca-Cola Company, Sr. Unscd. Notes | 3.38 | 3/25/2027 | 35000 | 34907 |
| The Coca-Cola Company, Sr. Unscd. Notes | 4.65 | 8/14/2034 | 500000 | 508386 |
|  |  |  |  | **9739522** |

---

**18**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Building Materials — .1%** | **Building Materials — .1%** | **Building Materials — .1%** | **Building Materials — .1%** | **Building Materials — .1%** |
| Carrier Global Corp., Sr. Unscd. Notes | 2.70 | 2/15/2031 | 50000 | 46355 |
| Carrier Global Corp., Sr. Unscd. Notes | 2.72 | 2/15/2030 | 246000 | 231809 |
| Carrier Global Corp., Sr. Unscd. Notes | 3.38 | 4/5/2040 | 400000 | 321846 |
| Carrier Global Corp., Sr. Unscd. Notes | 3.58 | 4/5/2050 | 67000 | 49356 |
| Eagle Materials, Inc., Gtd. Notes | 5.00 | 3/15/2036 | 250000 | 244916 |
| Fortune Brands Innovations, Inc., Sr. Unscd. Notes | 4.50 | 3/25/2052 | 25000 | 20081 |
| Johnson Controls International PLC, Sr. Unscd. Notes | 4.50 | 2/15/2047 | 200000 | 172341 |
| Lennox International, Inc., Gtd. Notes | 5.50 | 9/15/2028 | 40000 | 41293 |
| Martin Marietta Materials, Inc., Sr. Unscd. Notes | 3.20 | 7/15/2051 | 130000 | 87498 |
| Martin Marietta Materials, Inc., Sr. Unscd. Notes | 4.25 | 12/15/2047 | 65000 | 53635 |
| Martin Marietta Materials, Inc., Sr. Unscd. Notes | 5.50 | 12/1/2054 | 300000 | 290264 |
| Masco Corp., Sr. Unscd. Notes | 2.00 | 10/1/2030 | 345000 | 309046 |
| Mohawk Industries, Inc., Sr. Unscd. Notes | 5.85 | 9/18/2028 | 290000 | 302431 |
| Owens Corning, Sr. Unscd. Notes | 3.88 | 6/1/2030 | 70000 | 68611 |
| Owens Corning, Sr. Unscd. Notes | 4.30 | 7/15/2047 | 40000 | 32766 |
| Trane Technologies Global Holding Co. Ltd., Gtd. Notes | 4.30 | 2/21/2048 | 80000 | 67410 |
| Trane Technologies Global Holding Co. Ltd., Gtd. Notes | 5.75 | 6/15/2043 | 26000 | 27000 |
| Vulcan Materials Co., Sr. Unscd. Notes | 3.90 | 4/1/2027 | 55000 | 55005 |
| Vulcan Materials Co., Sr. Unscd. Notes | 4.70 | 3/1/2048 | 65000 | 57079 |
| Vulcan Materials Co., Sr. Unscd. Notes | 5.70 | 12/1/2054 | 200000 | 198941 |
|  |  |  |  | **2677683** |
| **Chemicals — .3%** | **Chemicals — .3%** | **Chemicals — .3%** | **Chemicals — .3%** | **Chemicals — .3%** |
| Air Products & Chemicals, Inc., Sr. Unscd. Notes | 2.05 | 5/15/2030 | 31000 | 28545 |
| Air Products & Chemicals, Inc., Sr. Unscd. Notes | 2.70 | 5/15/2040 | 74000 | 55663 |
| Air Products & Chemicals, Inc., Sr. Unscd. Notes | 4.60 | 2/8/2029 | 100000 | 101841 |
| Air Products & Chemicals, Inc., Sr. Unscd. Notes | 4.80 | 3/3/2033 | 300000 | 305056 |
| Air Products & Chemicals, Inc., Sr. Unscd. Notes | 4.85 | 2/8/2034 | 245000 | 248966 |
| Albemarle Corp., Sr. Unscd. Notes | 5.45 | 12/1/2044 | 50000 | 45908 |
| Albemarle Corp., Sr. Unscd. Notes | 5.65 | 6/1/2052 | 45000 | 40557 |
| CF Industries, Inc., Gtd. Notes | 4.95 | 6/1/2043 | 280000 | 252382 |
| CF Industries, Inc., Gtd. Notes | 5.15 | 3/15/2034 | 70000 | 70377 |
| CF Industries, Inc., Gtd. Notes | 5.38 | 3/15/2044 | 60000 | 56674 |
| DuPont de Nemours, Inc., Sr. Unscd. Notes<sup>(c)</sup> <br>| 4.73 | 11/15/2028 | 15000 | 15198 |
| Eastman Chemical Co., Sr. Unscd. Notes | 4.65 | 10/15/2044 | 195000 | 165937 |
| Eastman Chemical Co., Sr. Unscd. Notes | 4.80 | 9/1/2042 | 100000 | 88955 |
| Eastman Chemical Co., Sr. Unscd. Notes | 5.63 | 2/20/2034 | 100000 | 103152 |
| Ecolab, Inc., Sr. Unscd. Notes | 1.30 | 1/30/2031 | 195000 | 169737 |
| Ecolab, Inc., Sr. Unscd. Notes | 2.13 | 2/1/2032 | 20000 | 17686 |
| Ecolab, Inc., Sr. Unscd. Notes | 3.25 | 12/1/2027 | 90000 | 89380 |
| Ecolab, Inc., Sr. Unscd. Notes | 3.95 | 12/1/2047 | 10000 | 8139 |
| Ecolab, Inc., Sr. Unscd. Notes | 4.80 | 3/24/2030 | 35000 | 35878 |
| Ecolab, Inc., Sr. Unscd. Notes | 5.25 | 1/15/2028 | 155000 | 159185 |
| EIDP, Inc., Sr. Unscd. Notes | 4.80 | 5/15/2033 | 29000 | 28984 |
| International Flavors & Fragrances, Inc., Sr. Unscd. Notes | 5.00 | 9/26/2048 | 69000 | 61299 |
| Linde, Inc., Gtd. Notes | 1.10 | 8/10/2030 | 230000 | 202077 |
| Linde, Inc., Gtd. Notes | 2.00 | 8/10/2050 | 130000 | 68923 |
| LYB International Finance III LLC, Gtd. Notes | 3.38 | 10/1/2040 | 185000 | 133614 |
| LYB International Finance III LLC, Gtd. Notes | 3.80 | 10/1/2060 | 289000 | 177517 |
| LYB International Finance III LLC, Gtd. Notes | 4.20 | 5/1/2050 | 265000 | 188169 |
| LyondellBasell Industries NV, Sr. Unscd. Bonds<sup>(a)</sup> <br>| 4.63 | 2/26/2055 | 21000 | 15760 |

---

**19**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Chemicals — .3% (continued)** | **Chemicals — .3% (continued)** | **Chemicals — .3% (continued)** | **Chemicals — .3% (continued)** | **Chemicals — .3% (continued)** |
| NewMarket Corp., Sr. Unscd. Notes | 2.70 | 3/18/2031 | 25000 | 22892 |
| Nutrien Ltd., Sr. Unscd. Notes | 2.95 | 5/13/2030 | 78000 | 73797 |
| Nutrien Ltd., Sr. Unscd. Notes | 4.13 | 3/15/2035 | 100000 | 92531 |
| Nutrien Ltd., Sr. Unscd. Notes | 4.20 | 4/1/2029 | 20000 | 19999 |
| Nutrien Ltd., Sr. Unscd. Notes | 5.40 | 6/21/2034 | 500000 | 514958 |
| Rohm and Haas Co., Sr. Unscd. Notes | 7.85 | 7/15/2029 | 510000 | 564997 |
| The Dow Chemical Company, Sr. Unscd. Bonds | 7.38 | 11/1/2029 | 138000 | 152115 |
| The Dow Chemical Company, Sr. Unscd. Notes | 4.25 | 10/1/2034 | 58000 | 53053 |
| The Dow Chemical Company, Sr. Unscd. Notes | 4.38 | 11/15/2042 | 110000 | 87758 |
| The Dow Chemical Company, Sr. Unscd. Notes | 4.63 | 10/1/2044 | 332000 | 268445 |
| The Dow Chemical Company, Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.15 | 2/15/2034 | 420000 | 416392 |
| The Dow Chemical Company, Sr. Unscd. Notes | 5.25 | 11/15/2041 | 313000 | 282383 |
| The Mosaic Company, Sr. Unscd. Notes | 4.88 | 11/15/2041 | 10000 | 9060 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 2.30 | 5/15/2030 | 36000 | 33192 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 2.95 | 8/15/2029 | 225000 | 216339 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 3.30 | 5/15/2050 | 85000 | 58022 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 3.45 | 6/1/2027 | 375000 | 372747 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 4.00 | 12/15/2042 | 40000 | 33003 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 4.50 | 6/1/2047 | 25000 | 21362 |
| Westlake Corp., Sr. Unscd. Notes | 4.38 | 11/15/2047 | 340000 | 265448 |
|  |  |  |  | **6494052** |
| **Commercial & Professional Services — .3%** | **Commercial & Professional Services — .3%** | **Commercial & Professional Services — .3%** | **Commercial & Professional Services — .3%** | **Commercial & Professional Services — .3%** |
| Brown University, Bonds, Ser. A | 2.92 | 9/1/2050 | 130000 | 85570 |
| California Institute of Technology, Sr. Unscd. Bonds | 4.70 | 11/1/2111 | 35000 | 28059 |
| Duke University, Unscd. Bonds, Ser. 2020 | 2.83 | 10/1/2055 | 225000 | 141918 |
| Emory University, Unscd. Notes, Ser. 2020 | 2.14 | 9/1/2030 | 115000 | 105191 |
| Equifax, Inc., Sr. Unscd. Notes | 2.35 | 9/15/2031 | 100000 | 89213 |
| Equifax, Inc., Sr. Unscd. Notes | 5.10 | 6/1/2028 | 434000 | 443266 |
| Global Payments, Inc., Sr. Unscd. Notes | 3.20 | 8/15/2029 | 203000 | 194002 |
| Global Payments, Inc., Sr. Unscd. Notes | 4.15 | 8/15/2049 | 175000 | 130353 |
| Global Payments, Inc., Sr. Unscd. Notes | 4.95 | 8/15/2027 | 25000 | 25290 |
| Global Payments, Inc., Sr. Unscd. Notes | 5.40 | 8/15/2032 | 40000 | 40575 |
| Johns Hopkins University, Sr. Unscd. Bonds, Ser. A | 2.81 | 1/1/2060 | 25000 | 14737 |
| Massachusetts Institute of Technology, Unscd. Bonds | 3.96 | 7/1/2038 | 25000 | 23101 |
| Massachusetts Institute of Technology, Unscd. Notes | 3.07 | 4/1/2052 | 400000 | 269744 |
| Moody's Corp., Sr. Unscd. Notes | 3.25 | 1/15/2028 | 150000 | 148111 |
| Moody's Corp., Sr. Unscd. Notes | 4.88 | 12/17/2048 | 75000 | 67467 |
| Northwestern University, Unscd. Bonds | 4.64 | 12/1/2044 | 65000 | 61325 |
| Northwestern University, Unscd. Bonds, Ser. 2017 | 3.66 | 12/1/2057 | 200000 | 145992 |
| PayPal Holdings, Inc., Sr. Unscd. Notes | 2.85 | 10/1/2029 | 100000 | 95875 |
| PayPal Holdings, Inc., Sr. Unscd. Notes | 3.90 | 6/1/2027 | 575000 | 576092 |
| PayPal Holdings, Inc., Sr. Unscd. Notes | 4.40 | 6/1/2032 | 84000 | 83748 |
| PayPal Holdings, Inc., Sr. Unscd. Notes | 5.50 | 6/1/2054 | 120000 | 115495 |
| President & Fellows of Harvard College, Unscd. Bonds | 2.52 | 10/15/2050 | 60000 | 36456 |
| President & Fellows of Harvard College, Unscd. Bonds | 5.26 | 3/15/2036 | 50000 | 52415 |
| Quanta Services, Inc., Sr. Unscd. Notes | 3.05 | 10/1/2041 | 55000 | 40866 |
| Quanta Services, Inc., Sr. Unscd. Notes | 5.25 | 8/9/2034 | 135000 | 138113 |
| RELX Capital, Inc., Gtd. Notes | 4.00 | 3/18/2029 | 99000 | 98732 |
| S&P Global, Inc., Gtd. Notes | 1.25 | 8/15/2030 | 10000 | 8796 |
| S&P Global, Inc., Gtd. Notes | 2.45 | 3/1/2027 | 566000 | 557984 |

---

**20**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Commercial & Professional Services — .3% (continued)** | **Commercial & Professional Services — .3% (continued)** | **Commercial & Professional Services — .3% (continued)** | **Commercial & Professional Services — .3% (continued)** | **Commercial & Professional Services — .3% (continued)** |
| S&P Global, Inc., Gtd. Notes | 2.50 | 12/1/2029 | 197000 | 186310 |
| S&P Global, Inc., Gtd. Notes | 2.70 | 3/1/2029 | 180000 | 173342 |
| S&P Global, Inc., Gtd. Notes | 3.90 | 3/1/2062 | 80000 | 59359 |
| S&P Global, Inc., Gtd. Notes | 4.25 | 5/1/2029 | 120000 | 120681 |
| The California Endowment, Unscd. Notes, Ser. 2021 | 2.50 | 4/1/2051 | 100000 | 58563 |
| The Ford Foundation, Unscd. Bonds, Ser. 2020 | 2.82 | 6/1/2070 | 43000 | 24478 |
| The George Washington University, Unscd. Notes, Ser. 2014 | 4.30 | 9/15/2044 | 70000 | 59675 |
| The Georgetown University, Sr. Unscd. Bonds | 5.12 | 4/1/2053 | 50000 | 46283 |
| The Georgetown University, Sr. Unscd. Bonds, Ser. 20A | 2.94 | 4/1/2050 | 100000 | 64461 |
| The Leland Stanford Junior University, Unscd. Bonds | 1.29 | 6/1/2027 | 310000 | 300177 |
| The Leland Stanford Junior University, Unscd. Bonds | 2.41 | 6/1/2050 | 125000 | 74824 |
| The Rockefeller Foundation, Unscd. Notes, Ser. 2020 | 2.49 | 10/1/2050 | 129000 | 77940 |
| The Trustees of Princeton University, Unscd. Bonds, Ser. 2020 | 2.52 | 7/1/2050 | 288000 | 179169 |
| The Trustees of the University of Pennsylvania, Unscd. Bonds, Ser. 2020 | 2.40 | 10/1/2050 | 60000 | 35313 |
| The University of Chicago, Unscd. Bonds | 4.00 | 10/1/2053 | 50000 | 39600 |
| The University of Chicago, Unscd. Bonds, Ser. 20B | 2.76 | 4/1/2045 | 50000 | 39445 |
| The Washington University, Sr. Unscd. Bonds | 4.35 | 4/15/2122 | 25000 | 18864 |
| The Washington University, Sr. Unscd. Bonds, Ser. 2022 | 3.52 | 4/15/2054 | 125000 | 90902 |
| Thomas Jefferson University, Scd. Bonds | 3.85 | 11/1/2057 | 100000 | 71178 |
| University of Notre Dame du Lac, Unscd. Bonds, Ser. 2015 | 3.44 | 2/15/2045 | 30000 | 23253 |
| University of Southern California, Unscd. Bonds, Ser. 2017 | 3.84 | 10/1/2047 | 75000 | 60005 |
| Verisk Analytics, Inc., Sr. Unscd. Notes | 3.63 | 5/15/2050 | 45000 | 32392 |
| Verisk Analytics, Inc., Sr. Unscd. Notes | 5.50 | 6/15/2045 | 50000 | 48495 |
| William Marsh Rice University, Unscd. Bonds | 3.57 | 5/15/2045 | 215000 | 170889 |
| Yale University, Unscd. Bonds, Ser. 2020 | 1.48 | 4/15/2030 | 50000 | 45153 |
| Yale University, Unscd. Bonds, Ser. 2020 | 2.40 | 4/15/2050 | 50000 | 29873 |
|  |  |  |  | **5949110** |
| **Consumer Discretionary — .2%** | **Consumer Discretionary — .2%** | **Consumer Discretionary — .2%** | **Consumer Discretionary — .2%** | **Consumer Discretionary — .2%** |
| Choice Hotels International, Inc., Sr. Unscd. Notes | 3.70 | 12/1/2029 | 120000 | 117049 |
| Choice Hotels International, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 3.70 | 1/15/2031 | 65000 | 62247 |
| D.R. Horton, Inc., Gtd. Notes | 5.50 | 10/15/2035 | 500000 | 517517 |
| Hasbro, Inc., Sr. Unscd. Notes | 3.90 | 11/19/2029 | 70000 | 69045 |
| Hasbro, Inc., Sr. Unscd. Notes | 6.05 | 5/14/2034 | 217000 | 230372 |
| Hasbro, Inc., Sr. Unscd. Notes | 6.35 | 3/15/2040 | 50000 | 52457 |
| Hyatt Hotels Corp., Sr. Unscd. Notes | 4.38 | 9/15/2028 | 50000 | 50173 |
| Hyatt Hotels Corp., Sr. Unscd. Notes | 5.05 | 3/30/2028 | 100000 | 101888 |
| Hyatt Hotels Corp., Sr. Unscd. Notes | 5.75 | 4/23/2030 | 75000 | 78422 |
| Hyatt Hotels Corp., Sr. Unscd. Notes | 5.75 | 3/30/2032 | 106000 | 111003 |
| Las Vegas Sands Corp., Sr. Unscd. Notes | 3.90 | 8/8/2029 | 60000 | 58470 |
| Las Vegas Sands Corp., Sr. Unscd. Notes | 6.20 | 8/15/2034 | 135000 | 140790 |
| Leggett & Platt, Inc., Sr. Unscd. Notes | 3.50 | 11/15/2027 | 125000 | 123234 |
| Lennar Corp., Gtd. Notes | 4.75 | 11/29/2027 | 660000 | 666509 |
| Lennar Corp., Gtd. Notes | 5.00 | 6/15/2027 | 135000 | 135975 |
| Marriott International, Inc., Sr. Unscd. Notes | 5.35 | 3/15/2035 | 100000 | 102504 |
| Marriott International, Inc., Sr. Unscd. Notes, Ser. AA | 4.65 | 12/1/2028 | 50000 | 50818 |
| Marriott International, Inc., Sr. Unscd. Notes, Ser. GG | 3.50 | 10/15/2032 | 150000 | 139971 |
| Mattel, Inc., Sr. Unscd. Notes | 5.45 | 11/1/2041 | 25000 | 23562 |
| MDC Holdings, Inc., Gtd. Notes | 2.50 | 1/15/2031 | 342000 | 305771 |
| MDC Holdings, Inc., Gtd. Notes | 3.97 | 8/6/2061 | 140000 | 93198 |
| Polaris, Inc., Sr. Unscd. Notes | 5.60 | 3/1/2031 | 400000 | 406171 |

---

**21**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Consumer Discretionary — .2% (continued)** | **Consumer Discretionary — .2% (continued)** | **Consumer Discretionary — .2% (continued)** | **Consumer Discretionary — .2% (continued)** | **Consumer Discretionary — .2% (continued)** |
| Polaris, Inc., Sr. Unscd. Notes | 6.95 | 3/15/2029 | 50000 | 53152 |
| PulteGroup, Inc., Gtd. Notes | 6.00 | 2/15/2035 | 25000 | 26789 |
| Sands China Ltd., Sr. Unscd. Notes | 2.30 | 3/8/2027 | 210000 | 205128 |
| Sands China Ltd., Sr. Unscd. Notes | 5.40 | 8/8/2028 | 204000 | 208032 |
| Toll Brothers Finance Corp., Gtd. Notes | 4.88 | 3/15/2027 | 45000 | 45310 |
| W.W. Grainger, Inc., Sr. Unscd. Notes | 4.20 | 5/15/2047 | 90000 | 75720 |
|  |  |  |  | **4251277** |
| **Consumer Durables & Apparel — .0%** | **Consumer Durables & Apparel — .0%** | **Consumer Durables & Apparel — .0%** | **Consumer Durables & Apparel — .0%** | **Consumer Durables & Apparel — .0%** |
| NIKE, Inc., Sr. Unscd. Notes | 2.75 | 3/27/2027 | 350000 | 346222 |
| NIKE, Inc., Sr. Unscd. Notes | 3.38 | 3/27/2050 | 85000 | 60909 |
| NIKE, Inc., Sr. Unscd. Notes | 3.88 | 11/1/2045 | 250000 | 201350 |
| Ralph Lauren Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.95 | 6/15/2030 | 110000 | 104383 |
|  |  |  |  | **712864** |
| **Consumer Staples — .2%** | **Consumer Staples — .2%** | **Consumer Staples — .2%** | **Consumer Staples — .2%** | **Consumer Staples — .2%** |
| Avery Dennison Corp., Sr. Unscd. Notes | 4.88 | 12/6/2028 | 130000 | 132455 |
| Colgate-Palmolive Co., Sr. Unscd. Notes | 3.10 | 8/15/2027 | 470000 | 466512 |
| Colgate-Palmolive Co., Sr. Unscd. Notes | 3.70 | 8/1/2047 | 125000 | 98894 |
| Haleon US Capital LLC, Gtd. Notes | 3.38 | 3/24/2029 | 278000 | 271977 |
| Kenvue, Inc., Gtd. Notes | 4.90 | 3/22/2033 | 315000 | 320805 |
| Kenvue, Inc., Gtd. Notes | 5.00 | 3/22/2030 | 230000 | 236623 |
| Kenvue, Inc., Gtd. Notes | 5.05 | 3/22/2028 | 120000 | 122620 |
| Kenvue, Inc., Gtd. Notes | 5.10 | 3/22/2043 | 95000 | 91203 |
| Kimberly-Clark Corp., Sr. Unscd. Notes | 1.05 | 9/15/2027 | 45000 | 43179 |
| Kimberly-Clark Corp., Sr. Unscd. Notes | 3.90 | 5/4/2047 | 95000 | 74987 |
| The Clorox Company, Sr. Unscd. Notes | 1.80 | 5/15/2030 | 110000 | 99329 |
| The Clorox Company, Sr. Unscd. Notes | 3.10 | 10/1/2027 | 135000 | 133292 |
| The Clorox Company, Sr. Unscd. Notes | 4.60 | 5/1/2032 | 75000 | 75431 |
| The Estee Lauder Companies, Inc., Sr. Unscd. Notes | 3.13 | 12/1/2049 | 60000 | 39912 |
| The Estee Lauder Companies, Inc., Sr. Unscd. Notes | 4.38 | 6/15/2045 | 100000 | 84471 |
| The Estee Lauder Companies, Inc., Sr. Unscd. Notes | 5.15 | 5/15/2053 | 74000 | 68220 |
| The Procter & Gamble Company, Sr. Unscd. Notes | 1.20 | 10/29/2030 | 438000 | 385898 |
| The Procter & Gamble Company, Sr. Unscd. Notes | 1.95 | 4/23/2031 | 150000 | 135461 |
| The Procter & Gamble Company, Sr. Unscd. Notes | 2.80 | 3/25/2027 | 241000 | 238895 |
| The Procter & Gamble Company, Sr. Unscd. Notes | 2.85 | 8/11/2027 | 150000 | 148438 |
| The Procter & Gamble Company, Sr. Unscd. Notes | 3.00 | 3/25/2030 | 285000 | 274714 |
| Unilever Capital Corp., Gtd. Notes | 2.13 | 9/6/2029 | 215000 | 202199 |
| Unilever Capital Corp., Gtd. Notes | 2.90 | 5/5/2027 | 160000 | 158547 |
| Unilever Capital Corp., Gtd. Notes | 4.88 | 9/8/2028 | 100000 | 102566 |
| Unilever Capital Corp., Gtd. Notes | 5.00 | 12/8/2033 | 100000 | 103480 |
| Unilever Capital Corp., Gtd. Notes | 5.90 | 11/15/2032 | 100000 | 109180 |
| Unilever Capital Corp., Gtd. Notes, Ser. 30Y | 2.63 | 8/12/2051 | 65000 | 40247 |
|  |  |  |  | **4259535** |
| **Diversified Financials — 1.0%** | **Diversified Financials — 1.0%** | **Diversified Financials — 1.0%** | **Diversified Financials — 1.0%** | **Diversified Financials — 1.0%** |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 3.40 | 10/29/2033 | 251000 | 226258 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 3.85 | 10/29/2041 | 110000 | 89895 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 4.63 | 10/15/2027 | 210000 | 211828 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 4.88 | 4/1/2028 | 530000 | 538473 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 6.15 | 9/30/2030 | 438000 | 466954 |
| Affiliated Managers Group, Inc., Sr. Unscd. Notes | 3.30 | 6/15/2030 | 67000 | 63886 |
| Air Lease Corp., Sr. Unscd. Notes | 2.10 | 9/1/2028 | 25000 | 23652 |

---

**22**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** |
| Air Lease Corp., Sr. Unscd. Notes | 2.88 | 1/15/2032 | 475000 | 427272 |
| Air Lease Corp., Sr. Unscd. Notes | 3.00 | 2/1/2030 | 30000 | 28204 |
| Air Lease Corp., Sr. Unscd. Notes | 3.13 | 12/1/2030 | 402000 | 374749 |
| Air Lease Corp., Sr. Unscd. Notes | 3.25 | 10/1/2029 | 25000 | 23982 |
| Air Lease Corp., Sr. Unscd. Notes | 3.63 | 12/1/2027 | 173000 | 171485 |
| Ally Financial, Inc., Gtd. Notes | 8.00 | 11/1/2031 | 40000 | 45325 |
| Ally Financial, Inc., Sr. Unscd. Notes | 4.75 | 6/9/2027 | 30000 | 30255 |
| Ally Financial, Inc., Sr. Unscd. Notes | 5.74 | 5/15/2029 | 300000 | 307879 |
| Ally Financial, Inc., Sr. Unscd. Notes | 6.18 | 7/26/2035 | 100000 | 103142 |
| Ally Financial, Inc., Sr. Unscd. Notes | 6.85 | 1/3/2030 | 30000 | 31766 |
| Ally Financial, Inc., Sr. Unscd. Notes | 8.00 | 11/1/2031 | 220000 | 248753 |
| American Express Co., Sr. Unscd. Notes | 3.30 | 5/3/2027 | 605000 | 601637 |
| American Express Co., Sr. Unscd. Notes | 4.35 | 7/20/2029 | 100000 | 100614 |
| American Express Co., Sr. Unscd. Notes | 4.73 | 4/25/2029 | 100000 | 101463 |
| American Express Co., Sr. Unscd. Notes | 4.92 | 7/20/2033 | 100000 | 101276 |
| American Express Co., Sr. Unscd. Notes | 5.02 | 4/25/2031 | 150000 | 153869 |
| American Express Co., Sr. Unscd. Notes | 5.04 | 5/1/2034 | 360000 | 365941 |
| American Express Co., Sr. Unscd. Notes | 5.28 | 7/27/2029 | 45000 | 46276 |
| American Express Co., Sr. Unscd. Notes | 5.28 | 7/26/2035 | 100000 | 102286 |
| American Express Co., Sr. Unscd. Notes | 5.53 | 4/25/2030 | 225000 | 234302 |
| American Express Co., Sr. Unscd. Notes | 5.67 | 4/25/2036 | 160000 | 167670 |
| American Express Co., Sub. Notes | 5.63 | 7/28/2034 | 45000 | 46820 |
| American Express Credit Corp., Sr. Unscd. Notes | 3.30 | 5/3/2027 | 50000 | 49707 |
| Ameriprise Financial, Inc., Sr. Unscd. Notes | 5.70 | 12/15/2028 | 95000 | 99402 |
| Apollo Debt Solutions BDC, Sr. Unscd. Notes | 6.90 | 4/13/2029 | 100000 | 104352 |
| Apollo Global Management, Inc., Gtd. Notes | 5.15 | 8/12/2035 | 100000 | 99548 |
| Apollo Global Management, Inc., Gtd. Notes | 6.38 | 11/15/2033 | 247000 | 270221 |
| Ares Capital Corp., Sr. Unscd. Bonds | 5.80 | 3/8/2032 | 35000 | 35234 |
| Ares Management Corp., Gtd. Notes | 5.60 | 10/11/2054 | 100000 | 93904 |
| Ares Strategic Income Fund, Sr. Unscd. Notes | 5.70 | 3/15/2028 | 100000 | 101333 |
| BGC Group, Inc., Sr. Unscd. Notes | 6.60 | 6/10/2029 | 260000 | 272093 |
| BGC Group, Inc., Sr. Unscd. Notes | 8.00 | 5/25/2028 | 30000 | 32050 |
| BlackRock, Inc., Sr. Unscd. Notes | 2.40 | 4/30/2030 | 54000 | 50539 |
| BlackRock, Inc., Sr. Unscd. Notes | 3.20 | 3/15/2027 | 169000 | 168103 |
| BlackRock, Inc., Sr. Unscd. Notes | 3.25 | 4/30/2029 | 400000 | 392047 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes | 5.05 | 9/10/2030 | 200000 | 195898 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes | 5.25 | 4/1/2030 | 50000 | 49395 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes | 5.60 | 11/22/2029 | 300000 | 301839 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes | 5.95 | 7/16/2029 | 50000 | 50858 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes | 6.00 | 11/22/2034 | 300000 | 297881 |
| Blue Owl Capital Corp., Sr. Unscd. Notes | 3.13 | 4/13/2027 | 235000 | 230092 |
| Blue Owl Credit Income Corp., Sr. Unscd. Notes | 4.70 | 2/8/2027 | 50000 | 49918 |
| Blue Owl Credit Income Corp., Sr. Unscd. Notes | 6.65 | 3/15/2031 | 360000 | 368384 |
| Blue Owl Finance LLC, Gtd. Notes | 4.13 | 10/7/2051 | 50000 | 35688 |
| Capital One Financial Corp., Sr. Unscd. Notes | 3.65 | 5/11/2027 | 120000 | 119443 |
| Capital One Financial Corp., Sr. Unscd. Notes | 3.80 | 1/31/2028 | 461000 | 458662 |
| Capital One Financial Corp., Sr. Unscd. Notes | 4.10 | 2/9/2027 | 181000 | 181129 |
| Capital One Financial Corp., Sr. Unscd. Notes | 5.20 | 9/11/2036 | 200000 | 197240 |
| Capital One Financial Corp., Sr. Unscd. Notes | 5.27 | 5/10/2033 | 135000 | 137651 |
| Capital One Financial Corp., Sr. Unscd. Notes | 5.82 | 2/1/2034 | 250000 | 260256 |

---

**23**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** |
| Capital One Financial Corp., Sr. Unscd. Notes | 6.38 | 6/8/2034 | 30000 | 32197 |
| Capital One Financial Corp., Sr. Unscd. Notes | 6.70 | 11/29/2032 | 60000 | 66129 |
| Capital One Financial Corp., Sr. Unscd. Notes | 7.96 | 11/2/2034 | 187000 | 218524 |
| Capital One Financial Corp., Sub. Notes | 2.36 | 7/29/2032 | 199000 | 174015 |
| Capital Southwest Corp., Sr. Unscd. Notes | 5.95 | 9/18/2030 | 100000 | 100027 |
| Carlyle Secured Lending, Inc., Sr. Unscd. Notes | 6.75 | 2/18/2030 | 500000 | 512712 |
| CBOE Global Markets, Inc., Sr. Unscd. Notes | 1.63 | 12/15/2030 | 95000 | 84060 |
| CI Financial Corp., Sr. Unscd. Notes | 3.20 | 12/17/2030 | 725000 | 658654 |
| CME Group, Inc., Sr. Unscd. Notes | 5.30 | 9/15/2043 | 450000 | 450931 |
| Eaton Vance Corp., Gtd. Bonds | 3.50 | 4/6/2027 | 197000 | 196289 |
| Franklin BSP Capital Corp., Sr. Unscd. Notes | 7.20 | 6/15/2029 | 100000 | 103659 |
| Franklin Resources, Inc., Sr. Unscd. Notes | 1.60 | 10/30/2030 | 75000 | 66568 |
| FS KKR Capital Corp., Sr. Unscd. Notes | 3.13 | 10/12/2028 | 50000 | 46195 |
| FS KKR Capital Corp., Sr. Unscd. Notes | 3.25 | 7/15/2027 | 210000 | 203429 |
| FS KKR Capital Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 6.13 | 1/15/2030 | 100000 | 97692 |
| Golub Capital Private Credit Fund, Sr. Unscd. Notes | 5.88 | 5/1/2030 | 50000 | 50605 |
| HPS Corporate Lending Fund, Sr. Unscd. Notes<sup>(c)</sup> <br>| 5.45 | 11/15/2030 | 100000 | 98845 |
| HPS Corporate Lending Fund, Sr. Unscd. Notes | 5.95 | 4/14/2032 | 50000 | 50279 |
| HPS Corporate Lending Fund, Sr. Unscd. Notes<sup>(a)</sup> <br>| 6.75 | 1/30/2029 | 150000 | 156422 |
| Intercontinental Exchange, Inc., Gtd. Notes | 3.10 | 9/15/2027 | 45000 | 44513 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 2.65 | 9/15/2040 | 100000 | 73768 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 3.00 | 6/15/2050 | 399000 | 262743 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 3.00 | 9/15/2060 | 50000 | 29843 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 4.00 | 9/15/2027 | 600000 | 601645 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 4.25 | 9/21/2048 | 15000 | 12493 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 4.35 | 6/15/2029 | 307000 | 310004 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 5.25 | 6/15/2031 | 275000 | 287122 |
| Jefferies Financial Group, Inc., Sr. Unscd. Debs. | 6.25 | 1/15/2036 | 50000 | 52585 |
| Jefferies Financial Group, Inc., Sr. Unscd. Notes | 2.63 | 10/15/2031 | 450000 | 400525 |
| Jefferies Financial Group, Inc., Sr. Unscd. Notes | 2.75 | 10/15/2032 | 100000 | 87334 |
| Jefferies Financial Group, Inc., Sr. Unscd. Notes | 6.50 | 1/20/2043 | 50000 | 51604 |
| Lazard Group LLC, Sr. Unscd. Notes | 4.50 | 9/19/2028 | 10000 | 10072 |
| LPL Holdings, Inc., Gtd. Notes | 6.75 | 11/17/2028 | 295000 | 313786 |
| Mastercard, Inc., Sr. Unscd. Notes | 2.95 | 6/1/2029 | 200000 | 193973 |
| Mastercard, Inc., Sr. Unscd. Notes | 3.35 | 3/26/2030 | 48000 | 46837 |
| Mastercard, Inc., Sr. Unscd. Notes | 3.50 | 2/26/2028 | 130000 | 129468 |
| Mastercard, Inc., Sr. Unscd. Notes | 3.65 | 6/1/2049 | 325000 | 246018 |
| Mastercard, Inc., Sr. Unscd. Notes | 3.95 | 2/26/2048 | 60000 | 48225 |
| Mastercard, Inc., Sr. Unscd. Notes | 4.88 | 3/9/2028 | 95000 | 97106 |
| Mastercard, Inc., Sr. Unscd. Notes | 4.88 | 5/9/2034 | 200000 | 203794 |
| Nasdaq, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 1.65 | 1/15/2031 | 55000 | 48697 |
| Nasdaq, Inc., Sr. Unscd. Notes | 3.25 | 4/28/2050 | 140000 | 96681 |
| Nasdaq, Inc., Sr. Unscd. Notes | 3.95 | 3/7/2052 | 22000 | 16812 |
| Nasdaq, Inc., Sr. Unscd. Notes | 5.55 | 2/15/2034 | 159000 | 166122 |
| Nasdaq, Inc., Sr. Unscd. Notes | 6.10 | 6/28/2063 | 50000 | 52029 |
| Nomura Holdings, Inc., Sr. Unscd. Notes | 2.61 | 7/14/2031 | 200000 | 180604 |
| Nomura Holdings, Inc., Sr. Unscd. Notes | 3.00 | 1/22/2032 | 395000 | 359033 |
| Nomura Holdings, Inc., Sr. Unscd. Notes | 6.07 | 7/12/2028 | 235000 | 245222 |
| Nomura Holdings, Inc., Sub. Notes | 5.04 | 6/10/2036 | 200000 | 198363 |
| Oaktree Specialty Lending Corp., Sr. Unscd. Notes | 6.34 | 2/27/2030 | 50000 | 49810 |

---

**24**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** | **Diversified Financials — 1.0% (continued)** |
| Oaktree Strategic Credit Fund, Sr. Unscd. Notes | 8.40 | 11/14/2028 | 50000 | 53891 |
| ORIX Corp., Sr. Unscd. Notes | 4.00 | 4/13/2032 | 150000 | 145440 |
| ORIX Corp., Sr. Unscd. Notes | 4.45 | 9/9/2030 | 200000 | 200212 |
| Private Export Funding Corp., Govt. Gtd. Notes, Ser. PP | 1.40 | 7/15/2028 | 50000 | 47222 |
| Private Export Funding Corp., Govt. Gtd. Notes, Ser. SS | 4.60 | 2/15/2034 | 250000 | 253374 |
| Private Export Funding Corp., Sr. Unscd. Notes<sup>(c)</sup> <br>| 4.50 | 2/7/2027 | 50000 | 50224 |
| Radian Group, Inc., Sr. Unscd. Notes | 4.88 | 3/15/2027 | 50000 | 50191 |
| Raymond James Financial, Inc., Sr. Unscd. Notes | 4.65 | 4/1/2030 | 342000 | 348108 |
| Raymond James Financial, Inc., Sr. Unscd. Notes | 4.90 | 9/11/2035 | 150000 | 148604 |
| Raymond James Financial, Inc., Sr. Unscd. Notes | 4.95 | 7/15/2046 | 33000 | 30217 |
| Synchrony Financial, Sr. Unscd. Notes | 5.45 | 3/6/2031 | 100000 | 101961 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 1.95 | 12/1/2031 | 200000 | 175838 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 2.00 | 3/20/2028 | 10000 | 9637 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 2.30 | 5/13/2031 | 247000 | 223871 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 2.45 | 3/3/2027 | 173000 | 170616 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 2.75 | 10/1/2029 | 159000 | 151823 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 4.00 | 2/1/2029 | 90000 | 90456 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 4.91 | 11/14/2036 | 200000 | 198233 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 5.85 | 5/19/2034 | 165000 | 175969 |
| The Charles Schwab Corp., Sr. Unscd. Notes | 6.14 | 8/24/2034 | 25000 | 27151 |
| The Western Union Company, Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.75 | 3/15/2031 | 70000 | 64443 |
| Visa, Inc., Sr. Unscd. Notes | 1.10 | 2/15/2031 | 200000 | 174223 |
| Visa, Inc., Sr. Unscd. Notes | 1.90 | 4/15/2027 | 125000 | 122572 |
| Visa, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.05 | 4/15/2030 | 17000 | 15762 |
| Visa, Inc., Sr. Unscd. Notes | 2.70 | 4/15/2040 | 105000 | 80484 |
| Visa, Inc., Sr. Unscd. Notes | 3.65 | 9/15/2047 | 173000 | 134105 |
| Visa, Inc., Sr. Unscd. Notes | 4.15 | 12/14/2035 | 174000 | 167851 |
| Visa, Inc., Sr. Unscd. Notes | 4.30 | 12/14/2045 | 102000 | 88568 |
| Voya Financial, Inc., Gtd. Notes | 4.80 | 6/15/2046 | 50000 | 44600 |
| Voya Financial, Inc., Gtd. Notes | 5.70 | 7/15/2043 | 50000 | 49789 |
|  |  |  |  | **22018277** |
| **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** |
| Allegion US Holding Co., Inc., Gtd. Notes | 3.55 | 10/1/2027 | 90000 | 89224 |
| Amphenol Corp., Sr. Unscd. Notes | 2.80 | 2/15/2030 | 20000 | 19001 |
| Arrow Electronics, Inc., Sr. Unscd. Notes | 2.95 | 2/15/2032 | 115000 | 102918 |
| Emerson Electric Co., Sr. Unscd. Notes | 2.20 | 12/21/2031 | 30000 | 26809 |
| Emerson Electric Co., Sr. Unscd. Notes | 2.80 | 12/21/2051 | 80000 | 50757 |
| Flex Ltd., Sr. Unscd. Notes | 5.38 | 11/13/2035 | 350000 | 349443 |
| Fortive Corp., Sr. Unscd. Notes | 4.30 | 6/15/2046 | 53000 | 44031 |
| Honeywell International, Inc., Sr. Unscd. Notes | 1.10 | 3/1/2027 | 300000 | 291708 |
| Honeywell International, Inc., Sr. Unscd. Notes | 1.75 | 9/1/2031 | 75000 | 65601 |
| Honeywell International, Inc., Sr. Unscd. Notes | 1.95 | 6/1/2030 | 125000 | 114158 |
| Honeywell International, Inc., Sr. Unscd. Notes | 3.81 | 11/21/2047 | 110000 | 86073 |
| Honeywell International, Inc., Sr. Unscd. Notes | 4.25 | 1/15/2029 | 215000 | 216731 |
| Honeywell International, Inc., Sr. Unscd. Notes | 4.88 | 9/1/2029 | 50000 | 51460 |
| Honeywell International, Inc., Sr. Unscd. Notes | 4.95 | 2/15/2028 | 200000 | 204353 |
| Honeywell International, Inc., Sr. Unscd. Notes | 5.00 | 3/1/2035 | 500000 | 508122 |
| Honeywell International, Inc., Sr. Unscd. Notes | 5.38 | 3/1/2041 | 50000 | 51118 |
| Honeywell International, Inc., Sr. Unscd. Notes | 5.70 | 3/15/2036 | 65000 | 69038 |
| Honeywell International, Inc., Sr. Unscd. Notes | 5.70 | 3/15/2037 | 137000 | 145151 |

---

**25**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Electronic Components — .1% (continued)** | **Electronic Components — .1% (continued)** | **Electronic Components — .1% (continued)** | **Electronic Components — .1% (continued)** | **Electronic Components — .1% (continued)** |
| Hubbell, Inc., Sr. Unscd. Notes | 3.15 | 8/15/2027 | 155000 | 152920 |
| Jabil, Inc., Sr. Unscd. Notes | 3.95 | 1/12/2028 | 10000 | 9982 |
| Jabil, Inc., Sr. Unscd. Notes | 4.25 | 5/15/2027 | 50000 | 50139 |
| Keysight Technologies, Inc., Sr. Unscd. Notes | 3.00 | 10/30/2029 | 88000 | 84347 |
| Tyco Electronics Group SA, Gtd. Notes | 3.13 | 8/15/2027 | 220000 | 218203 |
| Vontier Corp., Gtd. Notes | 2.40 | 4/1/2028 | 40000 | 38474 |
| Vontier Corp., Gtd. Notes | 2.95 | 4/1/2031 | 215000 | 197269 |
|  |  |  |  | **3237030** |
| **Energy — 1.7%** | **Energy — 1.7%** | **Energy — 1.7%** | **Energy — 1.7%** | **Energy — 1.7%** |
| APA Corp., Sr. Unscd. Notes | 4.25 | 1/15/2030 | 44000 | 43464 |
| APA Corp., Sr. Unscd. Notes | 5.10 | 9/1/2040 | 27000 | 24231 |
| APA Corp., Sr. Unscd. Notes | 5.35 | 7/1/2049 | 76000 | 64167 |
| APA Corp., Sr. Unscd. Notes | 6.00 | 1/15/2037 | 100000 | 100755 |
| Baker Hughes Holdings LLC, Sr. Unscd. Notes | 5.13 | 9/15/2040 | 34000 | 33202 |
| Baker Hughes Holdings LLC/Baker Hughes Co.-Obligor, Inc., Sr. Unscd. Notes | 3.34 | 12/15/2027 | 200000 | 198080 |
| Baker Hughes Holdings LLC/Baker Hughes Co.-Obligor, Inc., Sr. Unscd. Notes | 4.08 | 12/15/2047 | 75000 | 59815 |
| Boardwalk Pipelines LP, Gtd. Notes | 5.38 | 2/15/2036 | 200000 | 200393 |
| BP Capital Markets America, Inc., Gtd. Notes | 1.75 | 8/10/2030 | 366000 | 329175 |
| BP Capital Markets America, Inc., Gtd. Notes | 2.72 | 1/12/2032 | 250000 | 228010 |
| BP Capital Markets America, Inc., Gtd. Notes | 2.77 | 11/10/2050 | 75000 | 46532 |
| BP Capital Markets America, Inc., Gtd. Notes | 3.38 | 2/8/2061 | 200000 | 130872 |
| BP Capital Markets America, Inc., Gtd. Notes | 3.59 | 4/14/2027 | 165000 | 164595 |
| BP Capital Markets America, Inc., Gtd. Notes | 3.94 | 9/21/2028 | 120000 | 120152 |
| BP Capital Markets America, Inc., Gtd. Notes | 4.81 | 2/13/2033 | 79000 | 79841 |
| BP Capital Markets America, Inc., Gtd. Notes | 4.97 | 10/17/2029 | 250000 | 257330 |
| BP Capital Markets America, Inc., Gtd. Notes | 5.23 | 11/17/2034 | 200000 | 206081 |
| BP Capital Markets PLC, Gtd. Notes | 3.28 | 9/19/2027 | 230000 | 228363 |
| Canadian Natural Resources Ltd., Sr. Unscd. Notes | 2.95 | 7/15/2030 | 186000 | 175734 |
| Canadian Natural Resources Ltd., Sr. Unscd. Notes | 3.85 | 6/1/2027 | 50000 | 49958 |
| Canadian Natural Resources Ltd., Sr. Unscd. Notes | 5.00 | 12/15/2029 | 200000 | 205527 |
| Cenovus Energy, Inc., Sr. Unscd. Notes | 3.75 | 2/15/2052 | 145000 | 102544 |
| Cenovus Energy, Inc., Sr. Unscd. Notes | 5.25 | 6/15/2037 | 27000 | 26293 |
| Cenovus Energy, Inc., Sr. Unscd. Notes | 6.75 | 11/15/2039 | 2000 | 2193 |
| Cheniere Corpus Christi Holdings LLC, Sr. Scd. Notes | 2.74 | 12/31/2039 | 10000 | 8575 |
| Cheniere Corpus Christi Holdings LLC, Sr. Scd. Notes | 5.13 | 6/30/2027 | 101000 | 101955 |
| Cheniere Energy Partners LP, Gtd. Notes | 3.25 | 1/31/2032 | 117000 | 107982 |
| Cheniere Energy Partners LP, Gtd. Notes | 5.95 | 6/30/2033 | 325000 | 344189 |
| Chevron Corp., Sr. Unscd. Notes | 2.00 | 5/11/2027 | 275000 | 269481 |
| Chevron Corp., Sr. Unscd. Notes | 2.24 | 5/11/2030 | 40000 | 37154 |
| Chevron Corp., Sr. Unscd. Notes | 3.08 | 5/11/2050 | 175000 | 119065 |
| Chevron USA, Inc., Gtd. Notes | 3.25 | 10/15/2029 | 165000 | 161381 |
| Chevron USA, Inc., Gtd. Notes | 3.95 | 8/13/2027 | 200000 | 200878 |
| Chevron USA, Inc., Gtd. Notes | 4.05 | 8/13/2028 | 200000 | 201546 |
| ConocoPhillips, Gtd. Notes | 4.88 | 10/1/2047 | 65000 | 58174 |
| ConocoPhillips Co., Gtd. Notes | 3.76 | 3/15/2042 | 250000 | 204654 |
| ConocoPhillips Co., Gtd. Notes | 4.03 | 3/15/2062 | 311000 | 226553 |
| ConocoPhillips Co., Gtd. Notes | 5.55 | 3/15/2054 | 228000 | 221311 |
| ConocoPhillips Co., Gtd. Notes | 5.65 | 1/15/2065 | 300000 | 290468 |
| Coterra Energy, Inc., Sr. Unscd. Notes | 3.90 | 5/15/2027 | 138000 | 137718 |
| DCP Midstream Operating LP, Gtd. Notes | 5.60 | 4/1/2044 | 56000 | 54262 |

---

**26**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** |
| DCP Midstream Operating LP, Gtd. Notes | 5.63 | 7/15/2027 | 120000 | 122181 |
| Devon Energy Corp., Sr. Unscd. Notes | 4.50 | 1/15/2030 | 254000 | 255322 |
| Devon Energy Corp., Sr. Unscd. Notes | 4.75 | 5/15/2042 | 75000 | 65814 |
| Devon Energy Corp., Sr. Unscd. Notes | 5.25 | 10/15/2027 | 30000 | 29993 |
| Devon Energy Corp., Sr. Unscd. Notes | 5.60 | 7/15/2041 | 145000 | 142550 |
| Devon Energy Corp., Sr. Unscd. Notes | 5.75 | 9/15/2054 | 250000 | 237260 |
| Diamondback Energy, Inc., Gtd. Notes | 3.50 | 12/1/2029 | 71000 | 68980 |
| Diamondback Energy, Inc., Gtd. Notes | 4.25 | 3/15/2052 | 65000 | 50970 |
| Diamondback Energy, Inc., Gtd. Notes | 4.40 | 3/24/2051 | 100000 | 80932 |
| Diamondback Energy, Inc., Gtd. Notes | 5.40 | 4/18/2034 | 300000 | 307481 |
| Diamondback Energy, Inc., Gtd. Notes | 5.90 | 4/18/2064 | 203000 | 194279 |
| Diamondback Energy, Inc., Gtd. Notes | 6.25 | 3/15/2033 | 47000 | 50694 |
| Eastern Gas Transmission & Storage, Inc., Sr. Unscd. Notes | 4.80 | 11/1/2043 | 40000 | 35727 |
| Enbridge Energy Partners LP, Gtd. Notes | 5.50 | 9/15/2040 | 60000 | 59622 |
| Enbridge, Inc., Gtd. Notes | 4.00 | 11/15/2049 | 200000 | 153929 |
| Enbridge, Inc., Gtd. Notes | 5.25 | 4/5/2027 | 300000 | 304152 |
| Enbridge, Inc., Gtd. Notes | 5.50 | 12/1/2046 | 5000 | 4903 |
| Enbridge, Inc., Gtd. Notes | 5.70 | 3/8/2033 | 500000 | 524370 |
| Energy Transfer LP, Gtd. Notes | 5.35 | 5/15/2045 | 59000 | 53587 |
| Energy Transfer LP, Sr. Unscd. Bonds | 5.50 | 6/1/2027 | 223000 | 226411 |
| Energy Transfer LP, Sr. Unscd. Notes | 4.20 | 4/15/2027 | 120000 | 120204 |
| Energy Transfer LP, Sr. Unscd. Notes | 4.90 | 3/15/2035 | 98000 | 95906 |
| Energy Transfer LP, Sr. Unscd. Notes | 4.95 | 6/15/2028 | 325000 | 330738 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.00 | 5/15/2050 | 125000 | 105633 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.30 | 4/1/2044 | 100000 | 91215 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.30 | 4/15/2047 | 50000 | 44879 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.40 | 10/1/2047 | 105000 | 95154 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.55 | 5/15/2034 | 100000 | 102891 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.60 | 9/1/2034 | 100000 | 102974 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.95 | 10/1/2043 | 25000 | 24829 |
| Energy Transfer LP, Sr. Unscd. Notes | 6.10 | 12/1/2028 | 10000 | 10508 |
| Energy Transfer LP, Sr. Unscd. Notes | 6.20 | 4/1/2055 | 200000 | 197587 |
| Energy Transfer LP, Sr. Unscd. Notes | 6.25 | 4/15/2049 | 165000 | 164524 |
| Energy Transfer LP, Sr. Unscd. Notes | 6.40 | 12/1/2030 | 20000 | 21645 |
| Energy Transfer LP, Sr. Unscd. Notes | 6.50 | 2/1/2042 | 810000 | 856289 |
| Energy Transfer LP, Sr. Unscd. Notes | 6.55 | 12/1/2033 | 60000 | 65655 |
| Energy Transfer LP, Sr. Unscd. Notes, Ser. 20Y | 5.80 | 6/15/2038 | 105000 | 107087 |
| ENI USA, Inc., Gtd. Debs. | 7.30 | 11/15/2027 | 10000 | 10573 |
| Enterprise Products Operating LLC, Gtd. Bonds | 6.45 | 9/1/2040 | 55000 | 60824 |
| Enterprise Products Operating LLC, Gtd. Notes | 2.80 | 1/31/2030 | 50000 | 47518 |
| Enterprise Products Operating LLC, Gtd. Notes | 3.20 | 2/15/2052 | 23000 | 15256 |
| Enterprise Products Operating LLC, Gtd. Notes | 3.70 | 1/31/2051 | 120000 | 88225 |
| Enterprise Products Operating LLC, Gtd. Notes | 3.95 | 2/15/2027 | 170000 | 170098 |
| Enterprise Products Operating LLC, Gtd. Notes | 3.95 | 1/31/2060 | 107000 | 78137 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.15 | 10/16/2028 | 70000 | 70439 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.20 | 1/31/2050 | 50000 | 40244 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.25 | 2/15/2048 | 260000 | 213322 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.45 | 2/15/2043 | 40000 | 35056 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.80 | 2/1/2049 | 328000 | 288630 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.85 | 8/15/2042 | 225000 | 208249 |

---

**27**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** |
| Enterprise Products Operating LLC, Gtd. Notes | 4.85 | 3/15/2044 | 40000 | 36580 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.95 | 2/15/2035 | 352000 | 355747 |
| Enterprise Products Operating LLC, Gtd. Notes | 5.10 | 2/15/2045 | 95000 | 89164 |
| Enterprise Products Operating LLC, Gtd. Notes | 5.95 | 2/1/2041 | 134000 | 140027 |
| Enterprise Products Operating LLC, Gtd. Notes, Ser. D | 6.88 | 3/1/2033 | 329000 | 372902 |
| EOG Resources, Inc., Sr. Unscd. Notes | 4.40 | 1/15/2031 | 200000 | 200361 |
| EOG Resources, Inc., Sr. Unscd. Notes | 4.95 | 4/15/2050 | 115000 | 102969 |
| EOG Resources, Inc., Sr. Unscd. Notes | 5.65 | 12/1/2054 | 200000 | 196744 |
| EQT Corp., Sr. Unscd. Notes | 3.90 | 10/1/2027 | 116000 | 115589 |
| EQT Corp., Sr. Unscd. Notes | 5.00 | 1/15/2029 | 262000 | 266522 |
| EQT Corp., Sr. Unscd. Notes | 6.38 | 4/1/2029 | 50000 | 51742 |
| EQT Corp., Sr. Unscd. Notes | 7.00 | 2/1/2030 | 286000 | 310752 |
| Equinor ASA, Gtd. Debs. | 7.25 | 9/23/2027 | 7000 | 7388 |
| Equinor ASA, Gtd. Notes | 2.38 | 5/22/2030 | 101000 | 94111 |
| Equinor ASA, Gtd. Notes | 3.00 | 4/6/2027 | 15000 | 14888 |
| Equinor ASA, Gtd. Notes | 3.25 | 11/18/2049 | 180000 | 125888 |
| Equinor ASA, Gtd. Notes | 3.70 | 4/6/2050 | 100000 | 75752 |
| Equinor ASA, Gtd. Notes | 4.80 | 11/8/2043 | 100000 | 92939 |
| Equinor ASA, Gtd. Notes | 5.10 | 8/17/2040 | 278000 | 274852 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 2.44 | 8/16/2029 | 189000 | 180808 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 2.61 | 10/15/2030 | 94000 | 88175 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 3.10 | 8/16/2049 | 217000 | 147985 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 3.45 | 4/15/2051 | 313000 | 224691 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 3.48 | 3/19/2030 | 243000 | 237847 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 4.23 | 3/19/2040 | 129000 | 117774 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 4.33 | 3/19/2050 | 180000 | 150747 |
| Halliburton Co., Sr. Unscd. Bonds | 7.45 | 9/15/2039 | 700000 | 825867 |
| Halliburton Co., Sr. Unscd. Notes | 2.92 | 3/1/2030 | 229000 | 217316 |
| Halliburton Co., Sr. Unscd. Notes | 4.50 | 11/15/2041 | 25000 | 21780 |
| Halliburton Co., Sr. Unscd. Notes | 4.75 | 8/1/2043 | 55000 | 48787 |
| Halliburton Co., Sr. Unscd. Notes | 4.85 | 11/15/2035 | 261000 | 257063 |
| Helmerich & Payne, Inc., Gtd. Notes | 4.65 | 12/1/2027 | 50000 | 50365 |
| Helmerich & Payne, Inc., Sr. Unscd. Notes | 4.85 | 12/1/2029 | 200000 | 202238 |
| Hess Corp., Sr. Unscd. Bonds | 7.88 | 10/1/2029 | 345000 | 388354 |
| Hess Corp., Sr. Unscd. Notes | 4.30 | 4/1/2027 | 150000 | 150596 |
| Hess Corp., Sr. Unscd. Notes | 7.13 | 3/15/2033 | 20000 | 23023 |
| HF Sinclair Corp., Sr. Unscd. Notes | 5.00 | 2/1/2028 | 200000 | 200078 |
| HF Sinclair Corp., Sr. Unscd. Notes | 5.75 | 1/15/2031 | 50000 | 51820 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 5.00 | 3/1/2043 | 110000 | 100842 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 5.40 | 9/1/2044 | 100000 | 95599 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 5.50 | 3/1/2044 | 200000 | 192863 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 6.38 | 3/1/2041 | 50000 | 53680 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 6.95 | 1/15/2038 | 553000 | 626931 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 7.40 | 3/15/2031 | 55000 | 61958 |
| Kinder Morgan Energy Partners LP, Gtd. Notes | 7.75 | 3/15/2032 | 50000 | 57900 |
| Kinder Morgan, Inc., Gtd. Notes | 3.25 | 8/1/2050 | 95000 | 62894 |
| Kinder Morgan, Inc., Gtd. Notes | 3.60 | 2/15/2051 | 220000 | 155003 |
| Kinder Morgan, Inc., Gtd. Notes | 4.80 | 2/1/2033 | 60000 | 60138 |
| Kinder Morgan, Inc., Gtd. Notes | 5.45 | 8/1/2052 | 45000 | 42283 |
| Kinder Morgan, Inc., Gtd. Notes | 5.55 | 6/1/2045 | 125000 | 121533 |

---

**28**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** |
| Kinder Morgan, Inc., Sr. Unscd. Notes | 5.40 | 2/1/2034 | 250000 | 258635 |
| Marathon Petroleum Corp., Sr. Unscd. Notes | 3.80 | 4/1/2028 | 88000 | 87586 |
| Marathon Petroleum Corp., Sr. Unscd. Notes | 4.50 | 4/1/2048 | 90000 | 72233 |
| Marathon Petroleum Corp., Sr. Unscd. Notes | 4.75 | 9/15/2044 | 50000 | 43145 |
| Marathon Petroleum Corp., Sr. Unscd. Notes | 6.50 | 3/1/2041 | 30000 | 32111 |
| MPLX LP, Sr. Unscd. Notes | 2.65 | 8/15/2030 | 200000 | 185436 |
| MPLX LP, Sr. Unscd. Notes | 4.00 | 3/15/2028 | 150000 | 149934 |
| MPLX LP, Sr. Unscd. Notes | 4.13 | 3/1/2027 | 495000 | 495389 |
| MPLX LP, Sr. Unscd. Notes | 4.70 | 4/15/2048 | 20000 | 16633 |
| MPLX LP, Sr. Unscd. Notes | 4.90 | 4/15/2058 | 55000 | 45398 |
| MPLX LP, Sr. Unscd. Notes | 4.95 | 9/1/2032 | 115000 | 115840 |
| MPLX LP, Sr. Unscd. Notes | 4.95 | 3/14/2052 | 100000 | 84444 |
| MPLX LP, Sr. Unscd. Notes | 5.00 | 3/1/2033 | 362000 | 362964 |
| MPLX LP, Sr. Unscd. Notes | 5.20 | 3/1/2047 | 50000 | 44918 |
| MPLX LP, Sr. Unscd. Notes | 5.20 | 12/1/2047 | 100000 | 89384 |
| MPLX LP, Sr. Unscd. Notes | 5.40 | 9/15/2035 | 200000 | 201633 |
| MPLX LP, Sr. Unscd. Notes | 5.50 | 2/15/2049 | 70000 | 64532 |
| MPLX LP, Sr. Unscd. Notes | 5.65 | 3/1/2053 | 50000 | 46551 |
| Northwest Pipeline LLC, Sr. Unscd. Notes | 4.00 | 4/1/2027 | 15000 | 15002 |
| NOV, Inc., Sr. Unscd. Notes | 3.60 | 12/1/2029 | 95000 | 92900 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 6.13 | 1/1/2031 | 80000 | 84580 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 6.20 | 3/15/2040 | 200000 | 203777 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 6.60 | 3/15/2046 | 90000 | 92794 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 6.63 | 9/1/2030 | 110000 | 118268 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 7.88 | 9/15/2031 | 392000 | 450336 |
| ONEOK Partners LP, Gtd. Notes | 6.20 | 9/15/2043 | 15000 | 15305 |
| ONEOK, Inc., Gtd. Bonds | 4.25 | 9/15/2046 | 60000 | 47339 |
| ONEOK, Inc., Gtd. Notes | 3.95 | 3/1/2050 | 200000 | 145477 |
| ONEOK, Inc., Gtd. Notes | 4.20 | 10/3/2047 | 150000 | 116246 |
| ONEOK, Inc., Gtd. Notes | 4.35 | 3/15/2029 | 25000 | 25084 |
| ONEOK, Inc., Gtd. Notes | 5.15 | 10/15/2043 | 460000 | 419652 |
| ONEOK, Inc., Gtd. Notes | 5.20 | 7/15/2048 | 75000 | 67406 |
| ONEOK, Inc., Gtd. Notes | 5.38 | 6/1/2029 | 65000 | 67028 |
| ONEOK, Inc., Gtd. Notes | 5.40 | 10/15/2035 | 200000 | 201591 |
| ONEOK, Inc., Gtd. Notes | 5.45 | 6/1/2047 | 200000 | 185987 |
| ONEOK, Inc., Gtd. Notes | 5.65 | 11/1/2028 | 86000 | 89296 |
| ONEOK, Inc., Gtd. Notes | 5.70 | 11/1/2054 | 200000 | 186876 |
| ONEOK, Inc., Gtd. Notes | 5.85 | 11/1/2064 | 200000 | 188067 |
| ONEOK, Inc., Gtd. Notes | 6.05 | 9/1/2033 | 100000 | 105967 |
| ONEOK, Inc., Gtd. Notes | 6.25 | 10/15/2055 | 100000 | 100612 |
| Ovintiv, Inc., Gtd. Bonds | 7.20 | 11/1/2031 | 50000 | 55287 |
| Ovintiv, Inc., Gtd. Notes | 6.25 | 7/15/2033 | 320000 | 339799 |
| Patterson-UTI Energy, Inc., Sr. Unscd. Notes | 7.15 | 10/1/2033 | 10000 | 10768 |
| Phillips 66 Co., Gtd. Notes | 3.30 | 3/15/2052 | 75000 | 48997 |
| Phillips 66 Co., Gtd. Notes | 3.90 | 3/15/2028 | 375000 | 374232 |
| Phillips 66 Co., Gtd. Notes | 4.68 | 2/15/2045 | 325000 | 276553 |
| Phillips 66 Co., Gtd. Notes | 4.90 | 10/1/2046 | 10000 | 8694 |
| Phillips 66 Co., Gtd. Notes | 4.95 | 12/1/2027 | 140000 | 142376 |
| Phillips 66 Co., Gtd. Notes | 5.50 | 3/15/2055 | 110000 | 101571 |
| Phillips 66 Co., Gtd. Notes, Ser. B | 6.20 | 3/15/2056 | 560000 | 563269 |

---

**29**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** |
| Pioneer Natural Resources Co., Sr. Unscd. Notes | 1.90 | 8/15/2030 | 610000 | 553516 |
| Pioneer Natural Resources Co., Sr. Unscd. Notes | 2.15 | 1/15/2031 | 101000 | 91693 |
| Plains All American Pipeline LP/PAA Finance Corp., Sr. Unscd. Notes | 4.90 | 2/15/2045 | 200000 | 176477 |
| Plains All American Pipeline LP/PAA Finance Corp., Sr. Unscd. Notes | 5.15 | 6/1/2042 | 40000 | 36832 |
| Sabine Pass Liquefaction LLC, Sr. Scd. Notes | 4.20 | 3/15/2028 | 100000 | 100249 |
| Sabine Pass Liquefaction LLC, Sr. Scd. Notes | 5.90 | 9/15/2037 | 162389 | 170995 |
| Shell Finance US, Inc., Gtd. Notes<sup>(c)</sup> <br>| 3.00 | 11/26/2051 | 235000 | 152205 |
| Shell Finance US, Inc., Gtd. Notes<sup>(c)</sup> <br>| 3.13 | 11/7/2049 | 110000 | 74235 |
| Shell Finance US, Inc., Gtd. Notes | 3.75 | 9/12/2046 | 35000 | 27259 |
| Shell Finance US, Inc., Gtd. Notes<sup>(c)</sup> <br>| 3.88 | 11/13/2028 | 214000 | 214651 |
| Shell Finance US, Inc., Gtd. Notes | 4.00 | 5/10/2046 | 746000 | 605006 |
| Shell Finance US, Inc., Gtd. Notes | 4.13 | 11/6/2030 | 200000 | 199730 |
| Shell Finance US, Inc., Gtd. Notes | 4.38 | 5/11/2045 | 160000 | 137913 |
| Shell Finance US, Inc., Gtd. Notes | 4.75 | 1/6/2036 | 200000 | 198454 |
| South Bow USA Infrastructure Holdings LLC, Gtd. Notes | 5.58 | 10/1/2034 | 100000 | 100825 |
| South Bow USA Infrastructure Holdings LLC, Gtd. Notes | 6.18 | 10/1/2054 | 250000 | 240433 |
| Spectra Energy Partners LP, Gtd. Notes | 4.50 | 3/15/2045 | 195000 | 164855 |
| Suncor Energy, Inc., Sr. Unscd. Notes | 4.00 | 11/15/2047 | 180000 | 137821 |
| Suncor Energy, Inc., Sr. Unscd. Notes | 6.80 | 5/15/2038 | 39000 | 43123 |
| Targa Resources Corp., Gtd. Notes | 6.13 | 3/15/2033 | 180000 | 192265 |
| Targa Resources Corp., Gtd. Notes | 6.15 | 3/1/2029 | 50000 | 52678 |
| Targa Resources Corp., Gtd. Notes | 6.50 | 3/30/2034 | 85000 | 92936 |
| Targa Resources Corp., Gtd. Notes | 6.50 | 2/15/2053 | 195000 | 204576 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources Partners Finance Corp., Gtd. <br> Notes<br>| 4.88 | 2/1/2031 | 250000 | 252345 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources Partners Finance Corp., Gtd. <br> Notes<br>| 5.50 | 3/1/2030 | 50000 | 50933 |
| TC PipeLines LP, Sr. Unscd. Notes | 3.90 | 5/25/2027 | 682000 | 680541 |
| Texas Eastern Transmission LP, Sr. Unscd. Notes | 7.00 | 7/15/2032 | 25000 | 28054 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 2.60 | 3/15/2031 | 175000 | 160116 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 3.50 | 10/15/2051 | 65000 | 45157 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 4.65 | 8/15/2032 | 100000 | 100041 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 4.80 | 11/15/2029 | 35000 | 35716 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 4.85 | 3/1/2048 | 87000 | 76055 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 4.90 | 1/15/2045 | 50000 | 44826 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 5.10 | 9/15/2045 | 100000 | 91995 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 5.30 | 8/15/2028 | 100000 | 103057 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 5.30 | 8/15/2052 | 105000 | 96856 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 5.65 | 3/15/2033 | 10000 | 10460 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 6.30 | 4/15/2040 | 389000 | 418701 |
| TotalEnergies Capital International SA, Gtd. Notes | 2.83 | 1/10/2030 | 185000 | 177022 |
| TotalEnergies Capital International SA, Gtd. Notes | 2.99 | 6/29/2041 | 180000 | 135609 |
| TotalEnergies Capital International SA, Gtd. Notes | 3.13 | 5/29/2050 | 100000 | 67173 |
| TotalEnergies Capital International SA, Gtd. Notes | 3.39 | 6/29/2060 | 50000 | 32617 |
| TotalEnergies Capital SA, Gtd. Notes | 4.72 | 9/10/2034 | 100000 | 100434 |
| TotalEnergies Capital SA, Gtd. Notes | 5.15 | 4/5/2034 | 500000 | 517183 |
| TotalEnergies Capital SA, Gtd. Notes | 5.43 | 9/10/2064 | 100000 | 94114 |
| TransCanada PipeLines Ltd., Sr. Unscd. Bonds | 6.10 | 6/1/2040 | 25000 | 26274 |
| TransCanada PipeLines Ltd., Sr. Unscd. Notes | 4.10 | 4/15/2030 | 225000 | 222635 |
| TransCanada PipeLines Ltd., Sr. Unscd. Notes | 4.25 | 5/15/2028 | 161000 | 161572 |

---

**30**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** | **Energy — 1.7% (continued)** |
| TransCanada PipeLines Ltd., Sr. Unscd. Notes | 5.10 | 3/15/2049 | 230000 | 213702 |
| TransCanada PipeLines Ltd., Sr. Unscd. Notes | 5.85 | 3/15/2036 | 50000 | 52357 |
| Transcontinental Gas Pipe Line Co. LLC, Sr. Unscd. Notes | 4.00 | 3/15/2028 | 53000 | 53025 |
| Transcontinental Gas Pipe Line Co. LLC, Sr. Unscd. Notes | 4.45 | 8/1/2042 | 40000 | 35123 |
| Valero Energy Corp., Sr. Unscd. Notes | 2.80 | 12/1/2031 | 207000 | 189240 |
| Valero Energy Corp., Sr. Unscd. Notes | 3.65 | 12/1/2051 | 80000 | 55475 |
| Valero Energy Corp., Sr. Unscd. Notes | 4.35 | 6/1/2028 | 250000 | 251426 |
| Valero Energy Corp., Sr. Unscd. Notes | 6.63 | 6/15/2037 | 36000 | 39716 |
| Viper Energy Partners LLC, Gtd. Bonds | 4.90 | 8/1/2030 | 200000 | 202465 |
| Western Midstream Operating LP, Sr. Unscd. Notes | 4.05 | 2/1/2030 | 50000 | 49026 |
| Western Midstream Operating LP, Sr. Unscd. Notes | 5.25 | 2/1/2050 | 60000 | 51511 |
| Western Midstream Operating LP, Sr. Unscd. Notes | 5.50 | 8/15/2048 | 50000 | 44492 |
| Western Midstream Operating LP, Sr. Unscd. Notes | 6.15 | 4/1/2033 | 154000 | 162721 |
| Woodside Finance Ltd., Gtd. Notes | 5.10 | 9/12/2034 | 130000 | 128557 |
| Woodside Finance Ltd., Gtd. Notes | 5.40 | 5/19/2030 | 100000 | 102885 |
| Woodside Finance Ltd., Gtd. Notes | 5.70 | 5/19/2032 | 100000 | 104503 |
| Woodside Finance Ltd., Gtd. Notes | 5.70 | 9/12/2054 | 200000 | 188261 |
| Woodside Finance Ltd., Gtd. Notes | 6.00 | 5/19/2035 | 200000 | 208056 |
|  |  |  |  | **37966610** |
| **Environmental Control — .1%** | **Environmental Control — .1%** | **Environmental Control — .1%** | **Environmental Control — .1%** | **Environmental Control — .1%** |
| Republic Services, Inc., Sr. Unscd. Notes | 2.30 | 3/1/2030 | 50000 | 46574 |
| Republic Services, Inc., Sr. Unscd. Notes | 3.05 | 3/1/2050 | 25000 | 16897 |
| Republic Services, Inc., Sr. Unscd. Notes | 3.38 | 11/15/2027 | 33000 | 32802 |
| Republic Services, Inc., Sr. Unscd. Notes | 4.88 | 4/1/2029 | 100000 | 102505 |
| Republic Services, Inc., Sr. Unscd. Notes | 5.00 | 11/15/2029 | 250000 | 258098 |
| Republic Services, Inc., Sr. Unscd. Notes | 5.00 | 4/1/2034 | 100000 | 102182 |
| Republic Services, Inc., Sr. Unscd. Notes | 5.20 | 11/15/2034 | 100000 | 103099 |
| Veralto Corp., Gtd. Notes | 5.35 | 9/18/2028 | 15000 | 15474 |
| Veralto Corp., Gtd. Notes | 5.45 | 9/18/2033 | 125000 | 129977 |
| Waste Connections, Inc., Sr. Unscd. Notes | 4.20 | 1/15/2033 | 200000 | 195396 |
| Waste Connections, Inc., Sr. Unscd. Notes | 5.00 | 3/1/2034 | 200000 | 203464 |
| Waste Management, Inc., Gtd. Notes | 1.15 | 3/15/2028 | 311000 | 294324 |
| Waste Management, Inc., Gtd. Notes | 2.00 | 6/1/2029 | 74000 | 69429 |
| Waste Management, Inc., Gtd. Notes | 2.50 | 11/15/2050 | 20000 | 12007 |
| Waste Management, Inc., Gtd. Notes | 3.88 | 1/15/2029 | 100000 | 99868 |
| Waste Management, Inc., Gtd. Notes | 4.15 | 4/15/2032 | 215000 | 212954 |
| Waste Management, Inc., Gtd. Notes | 4.15 | 7/15/2049 | 185000 | 153719 |
| Waste Management, Inc., Gtd. Notes | 4.88 | 2/15/2029 | 100000 | 102633 |
| Waste Management, Inc., Gtd. Notes | 4.95 | 3/15/2035 | 44000 | 44530 |
| Waste Management, Inc., Gtd. Notes | 5.35 | 10/15/2054 | 85000 | 82624 |
|  |  |  |  | **2278556** |
| **Financials — .0%** | **Financials — .0%** | **Financials — .0%** | **Financials — .0%** | **Financials — .0%** |
| Brookfield Capital Finance LLC, Gtd. Notes | 6.09 | 6/14/2033 | 10000 | 10657 |
| Brookfield Finance LLC/Brookfield Finance, Inc., Gtd. Notes | 3.45 | 4/15/2050 | 280000 | 192872 |
| Brookfield Finance, Inc., Gtd. Notes | 3.63 | 2/15/2052 | 50000 | 35322 |
| Brookfield Finance, Inc., Gtd. Notes | 4.85 | 3/29/2029 | 194000 | 197405 |
| Brookfield Finance, Inc., Gtd. Notes | 5.68 | 1/15/2035 | 275000 | 284229 |
| KKR & Co., Inc., Gtd. Notes | 5.10 | 8/7/2035 | 100000 | 98991 |
| The Carlyle Group, Inc., Gtd. Notes | 5.05 | 9/19/2035 | 150000 | 147586 |
|  |  |  |  | **967062** |

---

**31**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Food Products — .4%** | **Food Products — .4%** | **Food Products — .4%** | **Food Products — .4%** | **Food Products — .4%** |
| Ahold Finance USA LLC, Gtd. Notes | 6.88 | 5/1/2029 | 25000 | 27060 |
| Conagra Brands, Inc., Sr. Unscd. Notes | 5.00 | 8/1/2030 | 100000 | 101071 |
| Conagra Brands, Inc., Sr. Unscd. Notes | 5.40 | 11/1/2048 | 125000 | 110158 |
| Flowers Foods, Inc., Sr. Unscd. Notes | 2.40 | 3/15/2031 | 65000 | 57113 |
| Flowers Foods, Inc., Sr. Unscd. Notes | 6.20 | 3/15/2055 | 710000 | 650795 |
| General Mills, Inc., Sr. Unscd. Notes | 3.20 | 2/10/2027 | 25000 | 24834 |
| General Mills, Inc., Sr. Unscd. Notes | 4.20 | 4/17/2028 | 225000 | 225698 |
| General Mills, Inc., Sr. Unscd. Notes | 4.88 | 1/30/2030 | 755000 | 771771 |
| General Mills, Inc., Sr. Unscd. Notes | 5.25 | 1/30/2035 | 280000 | 284485 |
| General Mills, Inc., Sr. Unscd. Notes | 5.50 | 10/17/2028 | 18000 | 18654 |
| Hormel Foods Corp., Sr. Unscd. Notes | 1.80 | 6/11/2030 | 40000 | 36140 |
| &nbsp;&nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, Gtd. <br> Notes<br>| 5.50 | 1/15/2036 | 600000 | 608813 |
| &nbsp;&nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, Sr. <br> Unscd. Notes<br>| 4.38 | 2/2/2052 | 325000 | 253574 |
| &nbsp;&nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, Sr. <br> Unscd. Notes<br>| 5.75 | 4/1/2033 | 123000 | 128255 |
| &nbsp;&nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, Sr. <br> Unscd. Notes<br>| 6.75 | 3/15/2034 | 33000 | 36357 |
| &nbsp;&nbsp;&nbsp; JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, Sr. <br> Unscd. Notes<br>| 7.25 | 11/15/2053 | 300000 | 339490 |
| Kellanova, Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.10 | 6/1/2030 | 25000 | 22914 |
| Kellanova, Sr. Unscd. Notes | 4.30 | 5/15/2028 | 77000 | 77584 |
| Kellanova, Sr. Unscd. Notes | 4.50 | 4/1/2046 | 30000 | 26452 |
| Kellanova, Sr. Unscd. Notes | 5.25 | 3/1/2033 | 60000 | 62183 |
| Kraft Heinz Foods Co., Gtd. Notes | 3.88 | 5/15/2027 | 110000 | 109680 |
| Kraft Heinz Foods Co., Gtd. Notes | 4.25 | 3/1/2031 | 146000 | 144642 |
| Kraft Heinz Foods Co., Gtd. Notes | 4.38 | 6/1/2046 | 194000 | 159193 |
| Kraft Heinz Foods Co., Gtd. Notes | 4.88 | 10/1/2049 | 85000 | 72788 |
| Kraft Heinz Foods Co., Gtd. Notes | 5.00 | 6/4/2042 | 65000 | 59336 |
| Kraft Heinz Foods Co., Gtd. Notes | 5.20 | 7/15/2045 | 350000 | 317922 |
| Kraft Heinz Foods Co., Gtd. Notes | 6.88 | 1/26/2039 | 195000 | 217162 |
| McCormick & Co., Inc., Sr. Unscd. Notes | 1.85 | 2/15/2031 | 15000 | 13263 |
| Mondelez International, Inc., Sr. Unscd. Notes | 2.63 | 3/17/2027 | 345000 | 340000 |
| Mondelez International, Inc., Sr. Unscd. Notes | 2.75 | 4/13/2030 | 350000 | 329882 |
| Pilgrim's Pride Corp., Gtd. Notes | 3.50 | 3/1/2032 | 560000 | 518418 |
| Pilgrim's Pride Corp., Gtd. Notes | 6.25 | 7/1/2033 | 50000 | 53429 |
| Sysco Corp., Gtd. Notes | 3.15 | 12/14/2051 | 100000 | 66711 |
| Sysco Corp., Gtd. Notes | 3.30 | 2/15/2050 | 36000 | 25144 |
| Sysco Corp., Gtd. Notes | 4.50 | 4/1/2046 | 50000 | 43034 |
| Sysco Corp., Gtd. Notes | 4.85 | 10/1/2045 | 205000 | 185591 |
| Sysco Corp., Gtd. Notes | 5.75 | 1/17/2029 | 50000 | 52278 |
| Sysco Corp., Gtd. Notes | 5.95 | 4/1/2030 | 52000 | 55029 |
| Sysco Corp., Gtd. Notes | 6.00 | 1/17/2034 | 52000 | 56038 |
| Sysco Corp., Gtd. Notes | 6.60 | 4/1/2050 | 20000 | 22096 |
| The Campbell's Comapny, Sr. Unscd. Notes | 5.20 | 3/21/2029 | 400000 | 410217 |
| The Campbell's Comapny, Sr. Unscd. Notes | 5.40 | 3/21/2034 | 150000 | 152108 |
| The Hershey Company, Sr. Unscd. Notes | 1.70 | 6/1/2030 | 50000 | 45154 |
| The Hershey Company, Sr. Unscd. Notes | 4.25 | 5/4/2028 | 90000 | 90783 |
| The Hershey Company, Sr. Unscd. Notes | 4.55 | 2/24/2028 | 200000 | 203177 |
| The Hershey Company, Sr. Unscd. Notes | 4.75 | 2/24/2030 | 200000 | 204822 |

---

**32**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Food Products — .4% (continued)** | **Food Products — .4% (continued)** | **Food Products — .4% (continued)** | **Food Products — .4% (continued)** | **Food Products — .4% (continued)** |
| The Hershey Company, Sr. Unscd. Notes | 5.10 | 2/24/2035 | 100000 | 102594 |
| The J.M. Smucker Company, Sr. Unscd. Notes | 2.38 | 3/15/2030 | 89000 | 82665 |
| The J.M. Smucker Company, Sr. Unscd. Notes | 5.90 | 11/15/2028 | 85000 | 88971 |
| The J.M. Smucker Company, Sr. Unscd. Notes | 6.50 | 11/15/2043 | 15000 | 16128 |
| The Kroger Company, Sr. Unscd. Notes | 1.70 | 1/15/2031 | 175000 | 154145 |
| The Kroger Company, Sr. Unscd. Notes | 3.70 | 8/1/2027 | 124000 | 123582 |
| The Kroger Company, Sr. Unscd. Notes | 3.95 | 1/15/2050 | 175000 | 133875 |
| The Kroger Company, Sr. Unscd. Notes | 5.50 | 9/15/2054 | 335000 | 319403 |
| Tyson Foods, Inc., Sr. Unscd. Bonds | 5.15 | 8/15/2044 | 34000 | 32205 |
| Tyson Foods, Inc., Sr. Unscd. Notes | 3.55 | 6/2/2027 | 275000 | 273376 |
| Tyson Foods, Inc., Sr. Unscd. Notes | 4.35 | 3/1/2029 | 138000 | 138606 |
| Tyson Foods, Inc., Sr. Unscd. Notes | 5.10 | 9/28/2048 | 105000 | 97074 |
|  |  |  |  | **9373922** |
| **Forest Products & Paper — .0%** | **Forest Products & Paper — .0%** | **Forest Products & Paper — .0%** | **Forest Products & Paper — .0%** | **Forest Products & Paper — .0%** |
| Celulosa Arauco y Constitucion SA, Sr. Unscd. Notes | 5.50 | 11/2/2047 | 115000 | 102756 |
| International Paper Co., Sr. Unscd. Notes | 4.80 | 6/15/2044 | 113000 | 99604 |
| International Paper Co., Sr. Unscd. Notes | 5.00 | 9/15/2035 | 200000 | 199532 |
| Suzano Austria GmbH, Gtd. Notes | 5.00 | 1/15/2030 | 187000 | 187472 |
| Suzano Austria GmbH, Gtd. Notes | 6.00 | 1/15/2029 | 35000 | 36139 |
| Suzano Austria GmbH, Gtd. Notes, Ser. DM3N<sup>(a)</sup> <br>| 3.13 | 1/15/2032 | 170000 | 152652 |
| Suzano Netherlands BV, Gtd. Notes | 5.50 | 1/15/2036 | 65000 | 64663 |
|  |  |  |  | **842818** |
| **Health Care — 2.5%** | **Health Care — 2.5%** | **Health Care — 2.5%** | **Health Care — 2.5%** | **Health Care — 2.5%** |
| Abbott Laboratories, Sr. Unscd. Notes | 1.15 | 1/30/2028 | 123000 | 117170 |
| Abbott Laboratories, Sr. Unscd. Notes | 4.90 | 11/30/2046 | 457000 | 425842 |
| Abbott Laboratories, Sr. Unscd. Notes | 6.00 | 4/1/2039 | 25000 | 27313 |
| AbbVie, Inc., Sr. Unscd. Notes | 3.20 | 11/21/2029 | 145000 | 140678 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.25 | 11/14/2028 | 100000 | 101000 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.25 | 11/21/2049 | 806000 | 664579 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.30 | 5/14/2036 | 512000 | 489625 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.50 | 5/14/2035 | 100000 | 97869 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.70 | 5/14/2045 | 269000 | 242961 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.75 | 3/15/2045 | 120000 | 109206 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.95 | 3/15/2031 | 610000 | 629920 |
| AbbVie, Inc., Sr. Unscd. Notes | 5.20 | 3/15/2035 | 200000 | 206202 |
| AbbVie, Inc., Sr. Unscd. Notes | 5.35 | 3/15/2044 | 45000 | 44435 |
| AbbVie, Inc., Sr. Unscd. Notes | 5.60 | 3/15/2055 | 250000 | 249743 |
| Adventist Health System, Bonds | 3.63 | 3/1/2049 | 157000 | 107170 |
| Advocate Health & Hospitals Corp., Sr. Unscd. Bonds | 3.83 | 8/15/2028 | 50000 | 49939 |
| Advocate Health & Hospitals Corp., Unscd. Notes, Ser. 2020 | 2.21 | 6/15/2030 | 18000 | 16581 |
| Aetna, Inc., Sr. Unscd. Notes | 4.75 | 3/15/2044 | 35000 | 30329 |
| Aetna, Inc., Sr. Unscd. Notes | 6.63 | 6/15/2036 | 295000 | 323579 |
| Agilent Technologies, Inc., Sr. Unscd. Notes | 2.30 | 3/12/2031 | 47000 | 42594 |
| Agilent Technologies, Inc., Sr. Unscd. Notes | 2.75 | 9/15/2029 | 100000 | 95616 |
| AHS Hospital Corp., Sr. Unscd. Bonds, Ser. 2021 | 2.78 | 7/1/2051 | 215000 | 133583 |
| Allina Health System, Unscd. Bonds, Ser. 2019 | 3.89 | 4/15/2049 | 265000 | 204226 |
| Amgen, Inc., Sr. Unscd. Notes | 2.00 | 1/15/2032 | 250000 | 218248 |
| Amgen, Inc., Sr. Unscd. Notes | 2.77 | 9/1/2053 | 215000 | 128126 |
| Amgen, Inc., Sr. Unscd. Notes | 3.00 | 2/22/2029 | 180000 | 174759 |
| Amgen, Inc., Sr. Unscd. Notes | 3.35 | 2/22/2032 | 135000 | 127099 |

---

**33**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** |
| Amgen, Inc., Sr. Unscd. Notes | 4.05 | 8/18/2029 | 285000 | 284894 |
| Amgen, Inc., Sr. Unscd. Notes | 4.20 | 3/1/2033 | 286000 | 278727 |
| Amgen, Inc., Sr. Unscd. Notes | 4.20 | 2/22/2052 | 90000 | 71379 |
| Amgen, Inc., Sr. Unscd. Notes | 4.40 | 5/1/2045 | 75000 | 64386 |
| Amgen, Inc., Sr. Unscd. Notes | 4.56 | 6/15/2048 | 137000 | 117224 |
| Amgen, Inc., Sr. Unscd. Notes | 4.66 | 6/15/2051 | 93000 | 79672 |
| Amgen, Inc., Sr. Unscd. Notes | 5.15 | 3/2/2028 | 240000 | 245656 |
| Amgen, Inc., Sr. Unscd. Notes | 5.25 | 3/2/2030 | 197000 | 204427 |
| Amgen, Inc., Sr. Unscd. Notes | 5.60 | 3/2/2043 | 612000 | 615340 |
| Amgen, Inc., Sr. Unscd. Notes | 5.65 | 3/2/2053 | 415000 | 408042 |
| Amgen, Inc., Sr. Unscd. Notes | 5.75 | 3/2/2063 | 115000 | 112387 |
| Ascension Health, Sr. Unscd. Bonds, Ser. B | 2.53 | 11/15/2029 | 45000 | 42689 |
| Ascension Health, Sr. Unscd. Notes | 3.95 | 11/15/2046 | 66000 | 53355 |
| Ascension Health, Unscd. Notes | 4.85 | 11/15/2053 | 25000 | 22693 |
| AstraZeneca Finance LLC, Gtd. Notes | 1.75 | 5/28/2028 | 160000 | 152845 |
| AstraZeneca Finance LLC, Gtd. Notes | 4.80 | 2/26/2027 | 250000 | 252511 |
| AstraZeneca Finance LLC, Gtd. Notes | 4.85 | 2/26/2029 | 400000 | 410448 |
| AstraZeneca Finance LLC, Gtd. Notes | 4.88 | 3/3/2028 | 175000 | 178668 |
| AstraZeneca PLC, Sr. Unscd. Notes | 3.13 | 6/12/2027 | 118000 | 117226 |
| AstraZeneca PLC, Sr. Unscd. Notes | 4.00 | 9/18/2042 | 50000 | 43022 |
| AstraZeneca PLC, Sr. Unscd. Notes | 4.38 | 11/16/2045 | 90000 | 79072 |
| Baxter International, Inc., Sr. Unscd. Notes | 1.92 | 2/1/2027 | 294000 | 287932 |
| Baxter International, Inc., Sr. Unscd. Notes | 2.27 | 12/1/2028 | 30000 | 28413 |
| Baxter International, Inc., Sr. Unscd. Notes | 2.54 | 2/1/2032 | 125000 | 109154 |
| Baxter International, Inc., Sr. Unscd. Notes | 3.13 | 12/1/2051 | 65000 | 40845 |
| Baxter International, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.65 | 12/15/2035 | 400000 | 402987 |
| Baylor Scott & White Holdings, Unscd. Bonds, Ser. 2021 | 2.84 | 11/15/2050 | 50000 | 31763 |
| Becton, Dickinson & Co., Sr. Unscd. Notes | 1.96 | 2/11/2031 | 120000 | 106892 |
| Becton, Dickinson & Co., Sr. Unscd. Notes | 2.82 | 5/20/2030 | 120000 | 113110 |
| Becton, Dickinson & Co., Sr. Unscd. Notes | 3.70 | 6/6/2027 | 135000 | 134580 |
| Becton, Dickinson & Co., Sr. Unscd. Notes | 3.79 | 5/20/2050 | 28000 | 20929 |
| Becton, Dickinson & Co., Sr. Unscd. Notes | 4.67 | 6/6/2047 | 85000 | 74084 |
| Becton, Dickinson & Co., Sr. Unscd. Notes | 4.69 | 2/13/2028 | 319000 | 323367 |
| Biogen, Inc., Sr. Unscd. Notes | 2.25 | 5/1/2030 | 75000 | 68944 |
| Biogen, Inc., Sr. Unscd. Notes | 3.15 | 5/1/2050 | 183000 | 118563 |
| BIO-RAD Laboratories, Inc., Sr. Unscd. Notes | 3.30 | 3/15/2027 | 115000 | 114127 |
| BIO-RAD Laboratories, Inc., Sr. Unscd. Notes | 3.70 | 3/15/2032 | 100000 | 94421 |
| Bon Secours Mercy Health, Inc., Scd. Notes | 3.46 | 6/1/2030 | 170000 | 165648 |
| Boston Scientific Corp., Sr. Unscd. Notes | 2.65 | 6/1/2030 | 25000 | 23498 |
| Boston Scientific Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.70 | 3/1/2049 | 80000 | 71898 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 1.13 | 11/13/2027 | 150000 | 143504 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 2.35 | 11/13/2040 | 20000 | 14139 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 2.55 | 11/13/2050 | 125000 | 73830 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 2.95 | 3/15/2032 | 50000 | 46279 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 3.25 | 2/27/2027 | 90000 | 89492 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 3.55 | 3/15/2042 | 510000 | 409489 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 3.70 | 3/15/2052 | 245000 | 179362 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 3.90 | 3/15/2062 | 110000 | 79401 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 4.25 | 10/26/2049 | 365000 | 297683 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 4.35 | 11/15/2047 | 100000 | 84115 |

---

**34**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 4.55 | 2/20/2048 | 28000 | 24103 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 5.10 | 2/22/2031 | 200000 | 207788 |
| Cardinal Health, Inc., Sr. Unscd. Notes | 4.50 | 11/15/2044 | 120000 | 103202 |
| Cardinal Health, Inc., Sr. Unscd. Notes | 4.60 | 3/15/2043 | 25000 | 21973 |
| Cardinal Health, Inc., Sr. Unscd. Notes | 4.90 | 9/15/2045 | 90000 | 81166 |
| Cardinal Health, Inc., Sr. Unscd. Notes | 5.15 | 9/15/2035 | 100000 | 101229 |
| Cardinal Health, Inc., Sr. Unscd. Notes | 5.35 | 11/15/2034 | 200000 | 205455 |
| Cencora, Inc., Sr. Unscd. Notes | 2.80 | 5/15/2030 | 75000 | 70621 |
| Cencora, Inc., Sr. Unscd. Notes | 3.45 | 12/15/2027 | 150000 | 148555 |
| Cencora, Inc., Sr. Unscd. Notes | 4.30 | 12/15/2047 | 50000 | 41915 |
| Centene Corp., Sr. Unscd. Notes | 2.45 | 7/15/2028 | 65000 | 61143 |
| Centene Corp., Sr. Unscd. Notes | 2.63 | 8/1/2031 | 415000 | 356560 |
| Centene Corp., Sr. Unscd. Notes | 3.38 | 2/15/2030 | 125000 | 115348 |
| Centene Corp., Sr. Unscd. Notes | 4.63 | 12/15/2029 | 180000 | 175456 |
| Children's Hospital, Unscd. Bonds, Ser. 2020 | 2.93 | 7/15/2050 | 50000 | 32027 |
| City of Hope, Sr. Scd. Notes, Ser. 2013 | 5.62 | 11/15/2043 | 135000 | 133661 |
| CommonSpirit Health, Scd. Bonds | 4.35 | 11/1/2042 | 50000 | 43587 |
| CommonSpirit Health, Sr. Scd. Bonds | 2.78 | 10/1/2030 | 227000 | 211281 |
| CommonSpirit Health, Sr. Scd. Bonds | 3.35 | 10/1/2029 | 60000 | 58082 |
| CommonSpirit Health, Sr. Scd. Bonds | 3.91 | 10/1/2050 | 95000 | 70856 |
| CommonSpirit Health, Sr. Scd. Bonds | 4.19 | 10/1/2049 | 510000 | 403549 |
| CommonSpirit Health, Sr. Scd. Notes | 6.46 | 11/1/2052 | 50000 | 53687 |
| Community Health Network, Inc., Unscd. Bonds, Ser. 20A | 3.10 | 5/1/2050 | 65000 | 41512 |
| Corewell Health Obligated Group, Sr. Unscd. Bonds, Ser. 19A | 3.49 | 7/15/2049 | 135000 | 97460 |
| Cottage Health Obligated Group, Scd. Bonds, Ser. 2020 | 3.30 | 11/1/2049 | 275000 | 192450 |
| CVS Health Corp., Sr. Unscd. Notes | 1.88 | 2/28/2031 | 70000 | 61604 |
| CVS Health Corp., Sr. Unscd. Notes | 2.13 | 9/15/2031 | 550000 | 482612 |
| CVS Health Corp., Sr. Unscd. Notes | 3.25 | 8/15/2029 | 362000 | 349729 |
| CVS Health Corp., Sr. Unscd. Notes | 3.75 | 4/1/2030 | 15000 | 14620 |
| CVS Health Corp., Sr. Unscd. Notes | 4.13 | 4/1/2040 | 9000 | 7645 |
| CVS Health Corp., Sr. Unscd. Notes | 4.30 | 3/25/2028 | 65000 | 65231 |
| CVS Health Corp., Sr. Unscd. Notes | 5.05 | 3/25/2048 | 125000 | 109796 |
| CVS Health Corp., Sr. Unscd. Notes | 5.13 | 2/21/2030 | 50000 | 51288 |
| CVS Health Corp., Sr. Unscd. Notes | 5.13 | 7/20/2045 | 353000 | 316907 |
| CVS Health Corp., Sr. Unscd. Notes | 5.25 | 1/30/2031 | 204000 | 210430 |
| CVS Health Corp., Sr. Unscd. Notes | 5.30 | 6/1/2033 | 870000 | 891405 |
| CVS Health Corp., Sr. Unscd. Notes | 5.45 | 9/15/2035 | 200000 | 203429 |
| CVS Health Corp., Sr. Unscd. Notes | 5.63 | 2/21/2053 | 100000 | 93487 |
| CVS Health Corp., Sr. Unscd. Notes | 5.88 | 6/1/2053 | 25000 | 24086 |
| CVS Health Corp., Sr. Unscd. Notes | 6.00 | 6/1/2044 | 500000 | 500584 |
| CVS Health Corp., Sr. Unscd. Notes | 6.25 | 9/15/2065 | 100000 | 99733 |
| Danaher Corp., Sr. Unscd. Notes | 2.80 | 12/10/2051 | 95000 | 60183 |
| Danaher Corp., Sr. Unscd. Notes | 4.38 | 9/15/2045 | 65000 | 56666 |
| DENTSPLY SIRONA, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 3.25 | 6/1/2030 | 50000 | 46521 |
| DH Europe Finance II Sarl, Gtd. Notes | 3.25 | 11/15/2039 | 129000 | 105288 |
| Dignity Health, Scd. Bonds | 5.27 | 11/1/2064 | 70000 | 62878 |
| Dignity Health, Unscd. Bonds | 4.50 | 11/1/2042 | 45000 | 39469 |
| Edwards Lifesciences Corp., Sr. Unscd. Notes | 4.30 | 6/15/2028 | 338000 | 340288 |
| Elevance Health, Inc., Sr. Unscd. Notes | 2.55 | 3/15/2031 | 70000 | 63888 |
| Elevance Health, Inc., Sr. Unscd. Notes | 3.60 | 3/15/2051 | 185000 | 131298 |

---

**35**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** |
| Elevance Health, Inc., Sr. Unscd. Notes | 4.10 | 3/1/2028 | 208000 | 208323 |
| Elevance Health, Inc., Sr. Unscd. Notes | 4.38 | 12/1/2047 | 428000 | 353962 |
| Elevance Health, Inc., Sr. Unscd. Notes | 4.55 | 3/1/2048 | 388000 | 329026 |
| Elevance Health, Inc., Sr. Unscd. Notes | 4.65 | 8/15/2044 | 89000 | 78214 |
| Elevance Health, Inc., Sr. Unscd. Notes | 4.75 | 2/15/2033 | 550000 | 549621 |
| Elevance Health, Inc., Sr. Unscd. Notes | 5.50 | 10/15/2032 | 100000 | 104643 |
| Elevance Health, Inc., Sr. Unscd. Notes | 5.85 | 11/1/2064 | 100000 | 97610 |
| Eli Lilly & Co., Sr. Unscd. Notes | 2.50 | 9/15/2060 | 43000 | 23270 |
| Eli Lilly & Co., Sr. Unscd. Notes | 3.38 | 3/15/2029 | 165000 | 162790 |
| Eli Lilly & Co., Sr. Unscd. Notes | 4.00 | 10/15/2028 | 100000 | 100698 |
| Eli Lilly & Co., Sr. Unscd. Notes | 4.50 | 2/9/2027 | 200000 | 201567 |
| Eli Lilly & Co., Sr. Unscd. Notes | 4.70 | 2/9/2034 | 550000 | 555653 |
| Eli Lilly & Co., Sr. Unscd. Notes | 4.75 | 2/12/2030 | 310000 | 318054 |
| Eli Lilly & Co., Sr. Unscd. Notes | 4.90 | 10/15/2035 | 100000 | 101181 |
| Eli Lilly & Co., Sr. Unscd. Notes | 5.10 | 2/12/2035 | 500000 | 515401 |
| Eli Lilly & Co., Sr. Unscd. Notes | 5.10 | 2/9/2064 | 200000 | 183463 |
| Eli Lilly & Co., Sr. Unscd. Notes | 5.55 | 10/15/2055 | 100000 | 100290 |
| Eli Lilly & Co., Sr. Unscd. Notes | 5.65 | 10/15/2065 | 100000 | 99955 |
| GE HealthCare Technologies, Inc., Gtd. Notes | 5.65 | 11/15/2027 | 165000 | 169637 |
| GE HealthCare Technologies, Inc., Gtd. Notes | 5.86 | 3/15/2030 | 270000 | 284929 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 1.65 | 10/1/2030 | 25000 | 22397 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 2.60 | 10/1/2040 | 860000 | 632807 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 2.80 | 10/1/2050 | 75000 | 47470 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 2.95 | 3/1/2027 | 50000 | 49577 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 4.50 | 2/1/2045 | 35000 | 30958 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 4.80 | 11/15/2029 | 100000 | 102717 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 5.10 | 6/15/2035 | 111000 | 113576 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 5.55 | 10/15/2053 | 80000 | 79394 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 5.60 | 11/15/2064 | 100000 | 98822 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 5.65 | 12/1/2041 | 510000 | 528863 |
| GlaxoSmithKline Capital PLC, Gtd. Notes | 4.32 | 3/12/2027 | 480000 | 483148 |
| GlaxoSmithKline Capital, Inc., Gtd. Bonds | 6.38 | 5/15/2038 | 143000 | 160140 |
| GlaxoSmithKline Capital, Inc., Gtd. Notes | 5.38 | 4/15/2034 | 200000 | 210968 |
| Hackensack Meridian Health, Inc., Scd. Bonds, Ser. 2020 | 2.68 | 9/1/2041 | 25000 | 18066 |
| Hackensack Meridian Health, Inc., Scd. Bonds, Ser. 2020 | 2.88 | 9/1/2050 | 141000 | 89100 |
| HCA, Inc., Gtd. Notes | 3.38 | 3/15/2029 | 350000 | 341974 |
| HCA, Inc., Gtd. Notes | 3.63 | 3/15/2032 | 270000 | 254675 |
| HCA, Inc., Gtd. Notes | 4.13 | 6/15/2029 | 150000 | 149675 |
| HCA, Inc., Gtd. Notes | 4.30 | 11/15/2030 | 230000 | 228749 |
| HCA, Inc., Gtd. Notes | 4.38 | 3/15/2042 | 73000 | 62259 |
| HCA, Inc., Gtd. Notes | 4.50 | 2/15/2027 | 131000 | 131286 |
| HCA, Inc., Gtd. Notes | 4.63 | 3/15/2052 | 85000 | 69329 |
| HCA, Inc., Gtd. Notes | 5.25 | 3/1/2030 | 200000 | 206365 |
| HCA, Inc., Gtd. Notes | 5.25 | 6/15/2049 | 684000 | 618222 |
| HCA, Inc., Gtd. Notes | 5.50 | 3/1/2032 | 144000 | 150072 |
| HCA, Inc., Gtd. Notes | 5.50 | 6/1/2033 | 305000 | 316448 |
| HCA, Inc., Gtd. Notes | 5.63 | 9/1/2028 | 101000 | 104069 |
| HCA, Inc., Gtd. Notes | 5.88 | 2/1/2029 | 86000 | 89521 |
| HCA, Inc., Gtd. Notes | 6.20 | 3/1/2055 | 110000 | 111909 |
| Humana, Inc., Sr. Unscd. Notes | 3.13 | 8/15/2029 | 115000 | 110054 |

---

**36**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** |
| Humana, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 3.70 | 3/23/2029 | 74000 | 72463 |
| Humana, Inc., Sr. Unscd. Notes | 4.63 | 12/1/2042 | 28000 | 23628 |
| Humana, Inc., Sr. Unscd. Notes | 5.50 | 3/15/2053 | 56000 | 49802 |
| Humana, Inc., Sr. Unscd. Notes | 5.75 | 12/1/2028 | 50000 | 51839 |
| Humana, Inc., Sr. Unscd. Notes | 5.75 | 4/15/2054 | 300000 | 276022 |
| Illumina, Inc., Sr. Unscd. Notes | 2.55 | 3/23/2031 | 150000 | 136273 |
| Illumina, Inc., Sr. Unscd. Notes | 4.75 | 12/12/2030 | 400000 | 404080 |
| Indiana University Health, Inc. Obligated Group, Scd. Notes | 3.97 | 11/1/2048 | 237000 | 188993 |
| Inova Health System Foundation, Unscd. Bonds | 4.07 | 5/15/2052 | 25000 | 19709 |
| Integris Baptist Medical Center, Inc., Sr. Scd. Bonds, Ser. A | 3.88 | 8/15/2050 | 25000 | 18361 |
| Iowa Health System, Unscd. Bonds, Ser. 2020 | 3.67 | 2/15/2050 | 100000 | 74549 |
| Johnson & Johnson, Sr. Unscd. Debs. | 6.95 | 9/1/2029 | 200000 | 220878 |
| Johnson & Johnson, Sr. Unscd. Notes | 1.30 | 9/1/2030 | 305000 | 271896 |
| Johnson & Johnson, Sr. Unscd. Notes | 2.95 | 3/3/2027 | 50000 | 49653 |
| Johnson & Johnson, Sr. Unscd. Notes | 3.40 | 1/15/2038 | 275000 | 240715 |
| Johnson & Johnson, Sr. Unscd. Notes | 3.50 | 1/15/2048 | 85000 | 65147 |
| Johnson & Johnson, Sr. Unscd. Notes | 3.63 | 3/3/2037 | 135000 | 122062 |
| Johnson & Johnson, Sr. Unscd. Notes | 3.70 | 3/1/2046 | 257000 | 207367 |
| Johnson & Johnson, Sr. Unscd. Notes | 4.38 | 12/5/2033 | 250000 | 252441 |
| Johnson & Johnson, Sr. Unscd. Notes | 4.80 | 6/1/2029 | 40000 | 41258 |
| Johnson & Johnson, Sr. Unscd. Notes | 4.85 | 3/1/2032 | 325000 | 336637 |
| Johnson & Johnson, Sr. Unscd. Notes | 5.00 | 3/1/2035 | 500000 | 518595 |
| Johnson & Johnson, Sr. Unscd. Notes | 5.95 | 8/15/2037 | 316000 | 349889 |
| Kaiser Foundation Hospitals, Gtd. Notes | 3.15 | 5/1/2027 | 70000 | 69453 |
| Kaiser Foundation Hospitals, Gtd. Notes | 4.15 | 5/1/2047 | 240000 | 199324 |
| Kaiser Foundation Hospitals, Unscd. Bonds, Ser. 2021 | 3.00 | 6/1/2051 | 180000 | 117512 |
| Laboratory Corp. of America Holdings, Gtd. Notes | 2.95 | 12/1/2029 | 65000 | 62106 |
| Laboratory Corp. of America Holdings, Gtd. Notes | 4.70 | 2/1/2045 | 70000 | 62305 |
| Mass General Brigham, Inc., Unscd. Notes, Ser. 2020 | 3.19 | 7/1/2049 | 140000 | 96814 |
| Mayo Clinic, Unscd. Bonds, Ser. 2016 | 4.13 | 11/15/2052 | 270000 | 217702 |
| McKesson Corp., Sr. Unscd. Notes | 3.95 | 2/16/2028 | 250800 | 250622 |
| McKesson Corp., Sr. Unscd. Notes | 4.90 | 7/15/2028 | 40000 | 40950 |
| McKesson Corp., Sr. Unscd. Notes | 5.10 | 7/15/2033 | 10000 | 10302 |
| Medtronic, Inc., Gtd. Notes | 4.38 | 3/15/2035 | 350000 | 342606 |
| Medtronic, Inc., Gtd. Notes | 4.63 | 3/15/2045 | 90000 | 82359 |
| Memorial Health Services, Sr. Unscd. Notes | 3.45 | 11/1/2049 | 315000 | 225992 |
| Memorial Sloan-Kettering Cancer Center, Sr. Unscd. Notes | 4.13 | 7/1/2052 | 5000 | 4014 |
| Merck & Co., Inc., Gtd. Notes | 5.70 | 9/15/2055 | 975000 | 978731 |
| Merck & Co., Inc., Sr. Unscd. Notes | 1.45 | 6/24/2030 | 149000 | 133459 |
| Merck & Co., Inc., Sr. Unscd. Notes | 1.70 | 6/10/2027 | 30000 | 29272 |
| Merck & Co., Inc., Sr. Unscd. Notes | 1.90 | 12/10/2028 | 30000 | 28501 |
| Merck & Co., Inc., Sr. Unscd. Notes | 2.90 | 12/10/2061 | 195000 | 112644 |
| Merck & Co., Inc., Sr. Unscd. Notes | 3.40 | 3/7/2029 | 50000 | 49278 |
| Merck & Co., Inc., Sr. Unscd. Notes | 3.70 | 2/10/2045 | 43000 | 34063 |
| Merck & Co., Inc., Sr. Unscd. Notes | 3.90 | 3/7/2039 | 120000 | 106683 |
| Merck & Co., Inc., Sr. Unscd. Notes | 4.05 | 5/17/2028 | 40000 | 40285 |
| Merck & Co., Inc., Sr. Unscd. Notes | 4.15 | 5/18/2043 | 265000 | 227311 |
| Merck & Co., Inc., Sr. Unscd. Notes | 4.30 | 5/17/2030 | 75000 | 75656 |
| Merck & Co., Inc., Sr. Unscd. Notes | 4.50 | 5/17/2033 | 75000 | 75383 |
| Merck & Co., Inc., Sr. Unscd. Notes | 5.00 | 5/17/2053 | 161000 | 146864 |

---

**37**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** |
| Montefiore Obligated Group, Unscd. Bonds | 4.29 | 9/1/2050 | 400000 | 282531 |
| Montefiore Obligated Group, Unscd. Bonds, Ser. 18-C | 5.25 | 11/1/2048 | 455000 | 377743 |
| Mylan, Inc., Gtd. Notes | 4.55 | 4/15/2028 | 60000 | 60171 |
| MyMichigan Health, Scd. Bonds, Ser. 2020 | 3.41 | 6/1/2050 | 50000 | 34768 |
| Northwell Healthcare, Inc., Scd. Bonds | 3.81 | 11/1/2049 | 100000 | 74832 |
| Northwell Healthcare, Inc., Scd. Notes | 3.98 | 11/1/2046 | 25000 | 19751 |
| Novant Health, Inc., Unscd. Bonds | 3.32 | 11/1/2061 | 65000 | 41474 |
| Novartis Capital Corp., Gtd. Notes | 2.00 | 2/14/2027 | 55000 | 54073 |
| Novartis Capital Corp., Gtd. Notes | 2.20 | 8/14/2030 | 190000 | 175735 |
| Novartis Capital Corp., Gtd. Notes | 3.10 | 5/17/2027 | 515000 | 511138 |
| Novartis Capital Corp., Gtd. Notes | 3.70 | 9/21/2042 | 10000 | 8273 |
| Novartis Capital Corp., Gtd. Notes | 4.40 | 5/6/2044 | 170000 | 150858 |
| Novartis Capital Corp., Gtd. Notes | 4.60 | 11/5/2035 | 200000 | 198028 |
| Novartis Capital Corp., Gtd. Notes | 5.20 | 11/5/2045 | 200000 | 194478 |
| &nbsp;&nbsp;&nbsp; NY Society for Relief of Ruptured & Crippled Maintaining Hospital for Special <br> Surgery, Scd. Bonds, Ser. 2020<br>| 2.67 | 10/1/2050 | 50000 | 30491 |
| NYU Langone Hospitals, Scd. Bonds | 4.78 | 7/1/2044 | 125000 | 114458 |
| NYU Langone Hospitals, Scd. Bonds, Ser. 2020<sup>(a)</sup> <br>| 3.38 | 7/1/2055 | 100000 | 68453 |
| Ochsner LSU Health System of North Louisiana, Scd. Bonds, Ser. 2021 | 2.51 | 5/15/2031 | 100000 | 85593 |
| OhioHealth Corp., Scd. Bonds | 2.83 | 11/15/2041 | 50000 | 36976 |
| OhioHealth Corp., Unscd. Bonds, Ser. 2020 | 3.04 | 11/15/2050 | 80000 | 54665 |
| Orlando Health Obligated Group, Unscd. Bonds | 4.09 | 10/1/2048 | 175000 | 142353 |
| PeaceHealth Obligated Group, Sr. Unscd. Bonds, Ser. 2020 | 3.22 | 11/15/2050 | 12000 | 7866 |
| PeaceHealth Obligated Group, Sr. Unscd. Notes, Ser. 2018 | 4.79 | 11/15/2048 | 190000 | 165092 |
| Pfizer Investment Enterprises Pte Ltd., Gtd. Notes | 4.75 | 5/19/2033 | 85000 | 85874 |
| Pfizer Investment Enterprises Pte Ltd., Gtd. Notes | 5.11 | 5/19/2043 | 50000 | 48040 |
| Pfizer Investment Enterprises Pte Ltd., Gtd. Notes | 5.30 | 5/19/2053 | 1080000 | 1023421 |
| Pfizer Investment Enterprises Pte Ltd., Gtd. Notes | 5.34 | 5/19/2063 | 70000 | 65040 |
| Pfizer, Inc., Sr. Unscd. Notes | 1.70 | 5/28/2030 | 70000 | 63387 |
| Pfizer, Inc., Sr. Unscd. Notes | 2.55 | 5/28/2040 | 125000 | 91749 |
| Pfizer, Inc., Sr. Unscd. Notes | 2.63 | 4/1/2030 | 50000 | 47190 |
| Pfizer, Inc., Sr. Unscd. Notes | 4.00 | 12/15/2036 | 244000 | 228256 |
| Pfizer, Inc., Sr. Unscd. Notes | 4.10 | 9/15/2038 | 250000 | 228279 |
| Pfizer, Inc., Sr. Unscd. Notes | 4.88 | 11/15/2035 | 100000 | 100022 |
| Pfizer, Inc., Sr. Unscd. Notes | 5.60 | 9/15/2040 | 200000 | 208154 |
| Pfizer, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.60 | 11/15/2055 | 100000 | 99356 |
| Pfizer, Inc., Sr. Unscd. Notes | 5.70 | 11/15/2065 | 100000 | 98577 |
| Pharmacia LLC, Gtd. Notes | 6.60 | 12/1/2028 | 50000 | 53535 |
| Piedmont Healthcare, Inc., Scd. Bonds, Ser. 2024 | 2.72 | 1/1/2042 | 50000 | 35576 |
| Piedmont Healthcare, Inc., Scd. Bonds, Ser. 2032 | 2.04 | 1/1/2032 | 50000 | 43739 |
| Providence St. Joseph Health Obligated Group, Unscd. Bonds, Ser. A | 3.93 | 10/1/2048 | 85000 | 66248 |
| Providence St. Joseph Health Obligated Group, Unscd. Notes, Ser. 19A | 2.53 | 10/1/2029 | 110000 | 103390 |
| Providence St. Joseph Health Obligated Group, Unscd. Notes, Ser. I | 3.74 | 10/1/2047 | 103000 | 78147 |
| Quest Diagnostics, Inc., Sr. Unscd. Notes | 4.20 | 6/30/2029 | 18000 | 18067 |
| Regeneron Pharmaceuticals, Inc., Sr. Unscd. Notes | 1.75 | 9/15/2030 | 115000 | 102919 |
| Regeneron Pharmaceuticals, Inc., Sr. Unscd. Notes | 2.80 | 9/15/2050 | 173000 | 105834 |
| Revvity, Inc., Sr. Unscd. Notes | 2.55 | 3/15/2031 | 215000 | 195087 |
| Revvity, Inc., Sr. Unscd. Notes | 3.30 | 9/15/2029 | 54000 | 52143 |
| Royalty Pharma PLC, Gtd. Notes | 2.20 | 9/2/2030 | 40000 | 36365 |
| Royalty Pharma PLC, Gtd. Notes | 3.30 | 9/2/2040 | 400000 | 310552 |

---

**38**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** |
| Royalty Pharma PLC, Gtd. Notes | 3.55 | 9/2/2050 | 70000 | 48632 |
| Seattle Children's Hospital, Unscd. Bonds, Ser. 2021 | 2.72 | 10/1/2050 | 25000 | 15334 |
| Sharp HealthCare, Unscd. Bonds, Ser. 20B | 2.68 | 8/1/2050 | 45000 | 27709 |
| Smith & Nephew PLC, Sr. Unscd. Notes | 2.03 | 10/14/2030 | 45000 | 40458 |
| Smith & Nephew PLC, Sr. Unscd. Notes | 5.15 | 3/20/2027 | 65000 | 65729 |
| Stanford Health Care, Unscd. Bonds, Ser. 2018 | 3.80 | 11/15/2048 | 235000 | 182606 |
| STERIS Irish FinCo UnLtd. Co., Gtd. Notes | 2.70 | 3/15/2031 | 150000 | 138536 |
| Stryker Corp., Sr. Unscd. Notes | 4.38 | 5/15/2044 | 185000 | 159654 |
| Stryker Corp., Sr. Unscd. Notes | 4.55 | 2/10/2027 | 65000 | 65465 |
| Stryker Corp., Sr. Unscd. Notes | 4.63 | 3/15/2046 | 55000 | 49023 |
| Sutter Health, Unscd. Bonds, Ser. 2018 | 4.09 | 8/15/2048 | 190000 | 154140 |
| Sutter Health, Unscd. Bonds, Ser. 20A | 3.36 | 8/15/2050 | 85000 | 59466 |
| Takeda Pharmaceutical Co. Ltd., Sr. Unscd. Notes | 3.03 | 7/9/2040 | 465000 | 355676 |
| Takeda Pharmaceutical Co. Ltd., Sr. Unscd. Notes | 5.00 | 11/26/2028 | 205000 | 209698 |
| Texas Health Resources, Scd. Bonds | 4.33 | 11/15/2055 | 400000 | 329974 |
| Texas Health Resources, Sr. Unscd. Notes | 2.33 | 11/15/2050 | 65000 | 36886 |
| The Cigna Group, Gtd. Notes | 3.88 | 10/15/2047 | 150000 | 115255 |
| The Cigna Group, Gtd. Notes | 4.38 | 10/15/2028 | 25000 | 25203 |
| The Cigna Group, Sr. Unscd. Notes | 2.38 | 3/15/2031 | 122000 | 110552 |
| The Cigna Group, Sr. Unscd. Notes | 2.40 | 3/15/2030 | 131000 | 121897 |
| The Cigna Group, Sr. Unscd. Notes | 3.40 | 3/15/2050 | 120000 | 83631 |
| The Cigna Group, Sr. Unscd. Notes | 3.40 | 3/15/2051 | 25000 | 17267 |
| The Cigna Group, Sr. Unscd. Notes | 4.88 | 9/15/2032 | 400000 | 404680 |
| The Cigna Group, Sr. Unscd. Notes | 5.25 | 2/15/2034 | 250000 | 255955 |
| The Cigna Group, Sr. Unscd. Notes | 5.40 | 3/15/2033 | 250000 | 259787 |
| The Cigna Group, Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.60 | 2/15/2054 | 400000 | 385454 |
| The Mount Sinai Hospital, Scd. Bonds, Ser. 2019 | 3.74 | 7/1/2049 | 115000 | 80514 |
| The New York & Presbyterian Hospital, Unscd. Bonds | 4.02 | 8/1/2045 | 10000 | 8269 |
| The New York & Presbyterian Hospital, Unscd. Bonds, Ser. 2019 | 3.95 | 8/1/2119 | 110000 | 75731 |
| The Toledo Hospital, Sr. Scd. Bonds | 5.75 | 11/15/2038 | 200000 | 201906 |
| Thermo Fisher Scientific, Inc., Sr. Unscd. Notes | 4.10 | 8/15/2047 | 150000 | 124329 |
| Thermo Fisher Scientific, Inc., Sr. Unscd. Notes | 4.80 | 11/21/2027 | 100000 | 101708 |
| Thermo Fisher Scientific, Inc., Sr. Unscd. Notes | 4.95 | 11/21/2032 | 161000 | 165795 |
| Thermo Fisher Scientific, Inc., Sr. Unscd. Notes | 4.98 | 8/10/2030 | 95000 | 98151 |
| Thermo Fisher Scientific, Inc., Sr. Unscd. Notes | 5.00 | 1/31/2029 | 50000 | 51493 |
| Thermo Fisher Scientific, Inc., Sr. Unscd. Notes | 5.40 | 8/10/2043 | 105000 | 105212 |
| Trinity Health Corp., Scd. Bonds | 4.13 | 12/1/2045 | 45000 | 37542 |
| Trinity Health Corp., Sr. Unscd. Bonds, Ser. 2021 | 2.63 | 12/1/2040 | 155000 | 113343 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 2.30 | 5/15/2031 | 60000 | 54105 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 2.88 | 8/15/2029 | 286000 | 274813 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 2.95 | 10/15/2027 | 363000 | 357908 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.05 | 5/15/2041 | 10000 | 7517 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.13 | 5/15/2060 | 230000 | 138416 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.25 | 5/15/2051 | 75000 | 50429 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.50 | 8/15/2039 | 433000 | 357400 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.70 | 8/15/2049 | 50000 | 36845 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.75 | 10/15/2047 | 185000 | 139891 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.88 | 12/15/2028 | 285000 | 284569 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.00 | 5/15/2029 | 110000 | 109853 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.25 | 1/15/2029 | 60000 | 60385 |

---

**39**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** | **Health Care — 2.5% (continued)** |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.25 | 6/15/2048 | 38000 | 30899 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.63 | 7/15/2035 | 147000 | 143896 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.75 | 7/15/2045 | 171000 | 152516 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.75 | 5/15/2052 | 185000 | 158895 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.95 | 5/15/2062 | 53000 | 45450 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.05 | 4/15/2053 | 315000 | 282831 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.20 | 4/15/2063 | 494000 | 439470 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.38 | 4/15/2054 | 500000 | 468617 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.50 | 4/15/2064 | 110000 | 102696 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.80 | 3/15/2036 | 87000 | 92029 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.88 | 2/15/2053 | 60000 | 60282 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.95 | 2/15/2041 | 30000 | 31306 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 6.05 | 2/15/2063 | 165000 | 167439 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 6.50 | 6/15/2037 | 227000 | 252935 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 6.88 | 2/15/2038 | 72000 | 82462 |
| Universal Health Services, Inc., Sr. Scd. Notes | 2.65 | 1/15/2032 | 215000 | 189996 |
| Utah Acquisition Sub, Inc., Gtd. Notes | 5.25 | 6/15/2046 | 140000 | 116116 |
| Viatris, Inc., Gtd. Notes | 3.85 | 6/22/2040 | 187000 | 143769 |
| Viatris, Inc., Gtd. Notes | 4.00 | 6/22/2050 | 280000 | 187553 |
| West Virginia United Health System Obligated Group, Scd. Bonds, Ser. 2020 | 3.13 | 6/1/2050 | 50000 | 31926 |
| Willis-Knighton Medical Center, Scd. Bonds, Ser. 2018 | 4.81 | 9/1/2048 | 150000 | 131701 |
| Willis-Knighton Medical Center, Scd. Bonds, Ser. 2021 | 3.07 | 3/1/2051 | 180000 | 112920 |
| Wyeth LLC, Gtd. Notes | 6.50 | 2/1/2034 | 25000 | 27980 |
| Zimmer Biomet Holdings, Inc., Sr. Unscd. Notes | 2.60 | 11/24/2031 | 400000 | 361115 |
| Zimmer Biomet Holdings, Inc., Sr. Unscd. Notes | 5.75 | 11/30/2039 | 28000 | 28871 |
| Zoetis, Inc., Sr. Unscd. Notes | 3.00 | 9/12/2027 | 150000 | 148104 |
| Zoetis, Inc., Sr. Unscd. Notes | 3.95 | 9/12/2047 | 60000 | 48102 |
| Zoetis, Inc., Sr. Unscd. Notes | 4.15 | 8/17/2028 | 100000 | 100557 |
| Zoetis, Inc., Sr. Unscd. Notes | 4.45 | 8/20/2048 | 25000 | 21356 |
| Zoetis, Inc., Sr. Unscd. Notes | 4.70 | 2/1/2043 | 100000 | 91368 |
| Zoetis, Inc., Sr. Unscd. Notes | 5.00 | 8/17/2035 | 100000 | 100624 |
|  |  |  |  | **55773899** |
| **Industrial — .5%** | **Industrial — .5%** | **Industrial — .5%** | **Industrial — .5%** | **Industrial — .5%** |
| 3M Co., Sr. Unscd. Notes | 2.38 | 8/26/2029 | 189000 | 178466 |
| 3M Co., Sr. Unscd. Notes | 2.88 | 10/15/2027 | 177000 | 174030 |
| 3M Co., Sr. Unscd. Notes | 3.05 | 4/15/2030 | 42000 | 40138 |
| 3M Co., Sr. Unscd. Notes | 3.25 | 8/26/2049 | 50000 | 34416 |
| 3M Co., Sr. Unscd. Notes | 3.63 | 10/15/2047 | 210000 | 156636 |
| Caterpillar Financial Services Corp., Sr. Unscd. Notes | 3.60 | 8/12/2027 | 50000 | 49944 |
| Caterpillar Financial Services Corp., Sr. Unscd. Notes | 3.95 | 11/14/2028 | 250000 | 250823 |
| Caterpillar Financial Services Corp., Sr. Unscd. Notes | 4.60 | 11/15/2027 | 200000 | 203196 |
| Caterpillar Financial Services Corp., Sr. Unscd. Notes | 4.70 | 11/15/2029 | 510000 | 523034 |
| Caterpillar, Inc., Sr. Unscd. Debs. | 3.80 | 8/15/2042 | 215000 | 180437 |
| Caterpillar, Inc., Sr. Unscd. Debs. | 5.30 | 9/15/2035 | 25000 | 26169 |
| Caterpillar, Inc., Sr. Unscd. Notes | 4.75 | 5/15/2064 | 34000 | 29942 |
| Caterpillar, Inc., Sr. Unscd. Notes | 5.20 | 5/27/2041 | 275000 | 276643 |
| CDW LLC/CDW Finance Corp., Gtd. Notes | 3.28 | 12/1/2028 | 198000 | 192821 |
| CNH Industrial Capital LLC, Gtd. Bonds | 5.50 | 1/12/2029 | 10000 | 10351 |
| Deere & Co., Sr. Unscd. Notes | 3.10 | 4/15/2030 | 287000 | 276398 |
| Deere & Co., Sr. Unscd. Notes | 3.75 | 4/15/2050 | 95000 | 74213 |

---

**40**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Industrial — .5% (continued)** | **Industrial — .5% (continued)** | **Industrial — .5% (continued)** | **Industrial — .5% (continued)** | **Industrial — .5% (continued)** |
| Deere & Co., Sr. Unscd. Notes | 5.38 | 10/16/2029 | 158000 | 165824 |
| Dover Corp., Sr. Unscd. Notes | 5.38 | 10/15/2035 | 25000 | 26118 |
| Eaton Corp., Gtd. Notes<sup>(a)</sup> <br>| 4.15 | 3/15/2033 | 365000 | 358506 |
| Eaton Corp., Gtd. Notes | 4.15 | 11/2/2042 | 77000 | 66800 |
| Eaton Corp., Gtd. Notes | 4.35 | 5/18/2028 | 20000 | 20209 |
| Flowserve Corp., Sr. Unscd. Notes | 2.80 | 1/15/2032 | 75000 | 67309 |
| Flowserve Corp., Sr. Unscd. Notes | 3.50 | 10/1/2030 | 385000 | 367801 |
| GATX Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 3.10 | 6/1/2051 | 100000 | 63629 |
| GATX Corp., Sr. Unscd. Notes | 3.50 | 6/1/2032 | 220000 | 205311 |
| GATX Corp., Sr. Unscd. Notes | 3.85 | 3/30/2027 | 564000 | 563004 |
| GATX Corp., Sr. Unscd. Notes | 5.45 | 9/15/2033 | 90000 | 92916 |
| GATX Corp., Sr. Unscd. Notes | 6.05 | 6/5/2054 | 45000 | 45555 |
| GATX Corp., Sr. Unscd. Notes | 6.90 | 5/1/2034 | 120000 | 134232 |
| Huntington Ingalls Industries, Inc., Gtd. Notes | 3.48 | 12/1/2027 | 135000 | 133655 |
| IDEX Corp., Sr. Unscd. Notes | 2.63 | 6/15/2031 | 25000 | 22810 |
| Illinois Tool Works, Inc., Sr. Unscd. Notes | 3.90 | 9/1/2042 | 215000 | 181807 |
| Ingersoll Rand, Inc., Sr. Unscd. Notes | 5.18 | 6/15/2029 | 356000 | 368071 |
| Ingersoll Rand, Inc., Sr. Unscd. Notes | 5.31 | 6/15/2031 | 110000 | 114615 |
| Ingersoll Rand, Inc., Sr. Unscd. Notes | 5.40 | 8/14/2028 | 25000 | 25841 |
| Jacobs Engineering Group, Inc., Gtd. Notes | 5.90 | 3/1/2033 | 50000 | 52500 |
| John Deere Capital Corp., Sr. Unscd. Notes | 2.35 | 3/8/2027 | 50000 | 49288 |
| John Deere Capital Corp., Sr. Unscd. Notes | 2.45 | 1/9/2030 | 25000 | 23683 |
| John Deere Capital Corp., Sr. Unscd. Notes | 2.80 | 7/18/2029 | 50000 | 48195 |
| John Deere Capital Corp., Sr. Unscd. Notes | 4.15 | 9/15/2027 | 135000 | 135967 |
| John Deere Capital Corp., Sr. Unscd. Notes | 4.38 | 10/15/2030 | 400000 | 404009 |
| John Deere Capital Corp., Sr. Unscd. Notes | 4.65 | 1/7/2028 | 350000 | 356213 |
| John Deere Capital Corp., Sr. Unscd. Notes | 4.70 | 6/10/2030 | 215000 | 220348 |
| John Deere Capital Corp., Sr. Unscd. Notes | 4.85 | 6/11/2029 | 250000 | 257034 |
| John Deere Capital Corp., Sr. Unscd. Notes | 4.90 | 3/3/2028 | 50000 | 51178 |
| John Deere Capital Corp., Sr. Unscd. Notes | 4.90 | 3/7/2031 | 300000 | 309271 |
| John Deere Capital Corp., Sr. Unscd. Notes | 5.05 | 6/12/2034 | 250000 | 256979 |
| Nordson Corp., Sr. Unscd. Notes | 5.80 | 9/15/2033 | 15000 | 15850 |
| nVent Finance Sarl, Gtd. Notes | 2.75 | 11/15/2031 | 100000 | 89736 |
| Oshkosh Corp., Sr. Unscd. Notes | 3.10 | 3/1/2030 | 105000 | 100216 |
| Otis Worldwide Corp., Sr. Unscd. Notes | 3.11 | 2/15/2040 | 450000 | 353478 |
| Otis Worldwide Corp., Sr. Unscd. Notes | 5.25 | 8/16/2028 | 147000 | 151336 |
| Parker-Hannifin Corp., Sr. Unscd. Notes | 3.25 | 6/14/2029 | 25000 | 24355 |
| Parker-Hannifin Corp., Sr. Unscd. Notes | 4.00 | 6/14/2049 | 210000 | 169706 |
| Parker-Hannifin Corp., Sr. Unscd. Notes | 4.50 | 9/15/2029 | 260000 | 263561 |
| Regal Rexnord Corp., Gtd. Notes | 6.05 | 4/15/2028 | 190000 | 196927 |
| Regal Rexnord Corp., Gtd. Notes | 6.30 | 2/15/2030 | 116000 | 123000 |
| Regal Rexnord Corp., Gtd. Notes | 6.40 | 4/15/2033 | 100000 | 106845 |
| Rockwell Automation, Inc., Sr. Unscd. Notes | 1.75 | 8/15/2031 | 85000 | 74580 |
| Rockwell Automation, Inc., Sr. Unscd. Notes | 2.80 | 8/15/2061 | 162000 | 93385 |
| Snap-on, Inc., Sr. Unscd. Notes | 3.10 | 5/1/2050 | 50000 | 33885 |
| Snap-on, Inc., Sr. Unscd. Notes | 3.25 | 3/1/2027 | 25000 | 24831 |
| Snap-on, Inc., Sr. Unscd. Notes | 4.10 | 3/1/2048 | 35000 | 28641 |
| Stanley Black & Decker, Inc., Sr. Unscd. Notes | 2.30 | 3/15/2030 | 385000 | 354196 |
| Stanley Black & Decker, Inc., Sr. Unscd. Notes | 4.25 | 11/15/2028 | 162000 | 162408 |
| Teledyne Technologies, Inc., Gtd. Notes | 2.75 | 4/1/2031 | 290000 | 268703 |

---

**41**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Industrial — .5% (continued)** | **Industrial — .5% (continued)** | **Industrial — .5% (continued)** | **Industrial — .5% (continued)** | **Industrial — .5% (continued)** |
| Textron, Inc., Sr. Unscd. Notes | 3.38 | 3/1/2028 | 84000 | 82870 |
| Textron, Inc., Sr. Unscd. Notes | 3.65 | 3/15/2027 | 350000 | 348366 |
| Textron, Inc., Sr. Unscd. Notes | 6.10 | 11/15/2033 | 85000 | 91323 |
| Westinghouse Air Brake Technologies Corp., Gtd. Notes | 4.70 | 9/15/2028 | 490000 | 496636 |
| Xylem, Inc., Sr. Unscd. Notes | 4.38 | 11/1/2046 | 50000 | 42408 |
|  |  |  |  | **11563577** |
| **Information Technology — .6%** | **Information Technology — .6%** | **Information Technology — .6%** | **Information Technology — .6%** | **Information Technology — .6%** |
| Adobe, Inc., Sr. Unscd. Notes | 2.15 | 2/1/2027 | 240000 | 236459 |
| Adobe, Inc., Sr. Unscd. Notes | 4.85 | 4/4/2027 | 175000 | 177201 |
| Autodesk, Inc., Sr. Unscd. Notes | 2.85 | 1/15/2030 | 91000 | 86296 |
| Autodesk, Inc., Sr. Unscd. Notes | 5.30 | 6/15/2035 | 300000 | 305613 |
| Concentrix Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 6.60 | 8/2/2028 | 310000 | 322168 |
| Electronic Arts, Inc., Sr. Unscd. Notes | 1.85 | 2/15/2031 | 25000 | 24174 |
| Fidelity National Information Services, Inc., Sr. Unscd. Notes | 1.65 | 3/1/2028 | 480000 | 456865 |
| Fidelity National Information Services, Inc., Sr. Unscd. Notes | 3.10 | 3/1/2041 | 50000 | 36934 |
| Fidelity National Information Services, Inc., Sr. Unscd. Notes | 5.10 | 7/15/2032 | 96000 | 97885 |
| Fiserv, Inc., Sr. Unscd. Notes | 2.65 | 6/1/2030 | 200000 | 184724 |
| Fiserv, Inc., Sr. Unscd. Notes | 3.50 | 7/1/2029 | 198000 | 192396 |
| Fiserv, Inc., Sr. Unscd. Notes | 4.20 | 10/1/2028 | 150000 | 149877 |
| Fiserv, Inc., Sr. Unscd. Notes | 4.40 | 7/1/2049 | 130000 | 102342 |
| Fiserv, Inc., Sr. Unscd. Notes | 5.25 | 8/11/2035 | 100000 | 99198 |
| Fiserv, Inc., Sr. Unscd. Notes | 5.38 | 8/21/2028 | 75000 | 77006 |
| Fiserv, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.60 | 3/2/2033 | 485000 | 498857 |
| Intuit, Inc., Sr. Unscd. Notes | 5.50 | 9/15/2053 | 235000 | 226556 |
| Microsoft Corp., Sr. Unscd. Notes | 1.35 | 9/15/2030 | 375000 | 335242 |
| Microsoft Corp., Sr. Unscd. Notes | 2.53 | 6/1/2050 | 595000 | 360494 |
| Microsoft Corp., Sr. Unscd. Notes | 2.92 | 3/17/2052 | 245000 | 159584 |
| Microsoft Corp., Sr. Unscd. Notes | 3.04 | 3/17/2062 | 181000 | 111536 |
| Microsoft Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 3.50 | 2/12/2035 | 100000 | 93736 |
| Microsoft Corp., Sr. Unscd. Notes | 3.50 | 11/15/2042 | 400000 | 325595 |
| Microsoft Corp., Sr. Unscd. Notes | 3.70 | 8/8/2046 | 115000 | 91641 |
| Microsoft Corp., Sr. Unscd. Notes | 3.95 | 8/8/2056 | 75000 | 58860 |
| Microsoft Corp., Sr. Unscd. Notes | 4.00 | 2/12/2055 | 160000 | 126755 |
| Microsoft Corp., Sr. Unscd. Notes | 4.25 | 2/6/2047 | 195000 | 170655 |
| Microsoft Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.45 | 11/3/2045 | 55000 | 50153 |
| Microsoft Corp., Sr. Unscd. Notes | 4.50 | 10/1/2040 | 25000 | 24097 |
| MSCI, Inc., Sr. Unscd. Notes | 5.25 | 9/1/2035 | 100000 | 100336 |
| Oracle Corp., Sr. Unscd. Notes | 2.30 | 3/25/2028 | 125000 | 119353 |
| Oracle Corp., Sr. Unscd. Notes | 2.80 | 4/1/2027 | 322000 | 316467 |
| Oracle Corp., Sr. Unscd. Notes | 2.95 | 4/1/2030 | 22000 | 20329 |
| Oracle Corp., Sr. Unscd. Notes | 3.25 | 11/15/2027 | 210000 | 205915 |
| Oracle Corp., Sr. Unscd. Notes | 3.25 | 5/15/2030 | 50000 | 46630 |
| Oracle Corp., Sr. Unscd. Notes | 3.60 | 4/1/2040 | 602000 | 445607 |
| Oracle Corp., Sr. Unscd. Notes | 3.60 | 4/1/2050 | 391000 | 243699 |
| Oracle Corp., Sr. Unscd. Notes | 3.80 | 11/15/2037 | 95000 | 76536 |
| Oracle Corp., Sr. Unscd. Notes | 3.85 | 7/15/2036 | 320000 | 267172 |
| Oracle Corp., Sr. Unscd. Notes | 3.85 | 4/1/2060 | 525000 | 318370 |
| Oracle Corp., Sr. Unscd. Notes | 3.90 | 5/15/2035 | 42000 | 36182 |
| Oracle Corp., Sr. Unscd. Notes | 3.95 | 3/25/2051 | 450000 | 295258 |
| Oracle Corp., Sr. Unscd. Notes | 4.00 | 11/15/2047 | 330000 | 225468 |

---

**42**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Information Technology — .6% (continued)** | **Information Technology — .6% (continued)** | **Information Technology — .6% (continued)** | **Information Technology — .6% (continued)** | **Information Technology — .6% (continued)** |
| Oracle Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.10 | 3/25/2061 | 200000 | 128188 |
| Oracle Corp., Sr. Unscd. Notes | 4.13 | 5/15/2045 | 346000 | 247159 |
| Oracle Corp., Sr. Unscd. Notes | 4.38 | 5/15/2055 | 65000 | 44592 |
| Oracle Corp., Sr. Unscd. Notes | 4.50 | 5/6/2028 | 600000 | 600901 |
| Oracle Corp., Sr. Unscd. Notes | 4.50 | 7/8/2044 | 28000 | 21215 |
| Oracle Corp., Sr. Unscd. Notes | 4.70 | 9/27/2034 | 70000 | 64909 |
| Oracle Corp., Sr. Unscd. Notes | 4.90 | 2/6/2033 | 1286000 | 1238386 |
| Oracle Corp., Sr. Unscd. Notes | 5.20 | 9/26/2035 | 600000 | 571863 |
| Oracle Corp., Sr. Unscd. Notes | 5.38 | 9/27/2054 | 50000 | 40154 |
| Oracle Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.50 | 8/3/2035 | 80000 | 78008 |
| Oracle Corp., Sr. Unscd. Notes | 5.55 | 2/6/2053 | 220000 | 182838 |
| Oracle Corp., Sr. Unscd. Notes | 6.13 | 8/3/2065 | 50000 | 43622 |
| Oracle Corp., Sr. Unscd. Notes | 6.15 | 11/9/2029 | 200000 | 208528 |
| Roper Technologies, Inc., Sr. Unscd. Notes | 1.75 | 2/15/2031 | 125000 | 109746 |
| Roper Technologies, Inc., Sr. Unscd. Notes | 4.20 | 9/15/2028 | 100000 | 100389 |
| Roper Technologies, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.10 | 9/15/2035 | 100000 | 99771 |
| Salesforce, Inc., Sr. Unscd. Notes | 1.50 | 7/15/2028 | 70000 | 66441 |
| Salesforce, Inc., Sr. Unscd. Notes | 2.70 | 7/15/2041 | 100000 | 71672 |
| Salesforce, Inc., Sr. Unscd. Notes | 2.90 | 7/15/2051 | 75000 | 46907 |
| Salesforce, Inc., Sr. Unscd. Notes | 3.70 | 4/11/2028 | 715000 | 715203 |
| ServiceNow, Inc., Sr. Unscd. Notes | 1.40 | 9/1/2030 | 207000 | 182451 |
| Synopsys, Inc., Sr. Unscd. Notes | 4.65 | 4/1/2028 | 135000 | 136732 |
| Synopsys, Inc., Sr. Unscd. Notes | 5.00 | 4/1/2032 | 250000 | 255609 |
| Synopsys, Inc., Sr. Unscd. Notes | 5.15 | 4/1/2035 | 165000 | 167268 |
| Synopsys, Inc., Sr. Unscd. Notes | 5.70 | 4/1/2055 | 145000 | 142901 |
| Take-Two Interactive Software, Inc., Sr. Unscd. Notes | 4.95 | 3/28/2028 | 129000 | 131447 |
| Take-Two Interactive Software, Inc., Sr. Unscd. Notes | 5.40 | 6/12/2029 | 400000 | 414322 |
| VMware LLC, Sr. Unscd. Notes | 1.80 | 8/15/2028 | 45000 | 42643 |
| VMware LLC, Sr. Unscd. Notes | 2.20 | 8/15/2031 | 210000 | 186914 |
| VMware LLC, Sr. Unscd. Notes | 4.70 | 5/15/2030 | 47000 | 47807 |
|  |  |  |  | **14288807** |
| **Insurance — .8%** | **Insurance — .8%** | **Insurance — .8%** | **Insurance — .8%** | **Insurance — .8%** |
| Aflac, Inc., Sr. Unscd. Notes | 4.00 | 10/15/2046 | 50000 | 39976 |
| Aflac, Inc., Sr. Unscd. Notes | 4.75 | 1/15/2049 | 121000 | 106274 |
| Alleghany Corp., Sr. Unscd. Notes | 3.63 | 5/15/2030 | 57000 | 55812 |
| American Financial Group, Inc., Sr. Unscd. Notes | 4.50 | 6/15/2047 | 50000 | 42048 |
| American International Group, Inc., Sr. Unscd. Notes | 3.40 | 6/30/2030 | 25000 | 24183 |
| American International Group, Inc., Sr. Unscd. Notes | 5.13 | 3/27/2033 | 134000 | 137305 |
| American International Group, Inc., Sr. Unscd. Notes | 5.45 | 5/7/2035 | 300000 | 310911 |
| Aon Corp., Gtd. Notes | 2.80 | 5/15/2030 | 55000 | 51889 |
| Aon Corp., Gtd. Notes | 4.50 | 12/15/2028 | 265000 | 268524 |
| Aon Corp., Gtd. Notes | 6.25 | 9/30/2040 | 50000 | 54253 |
| Aon Corp./Aon Global Holdings PLC, Gtd. Notes | 2.05 | 8/23/2031 | 83000 | 73421 |
| Aon Corp./Aon Global Holdings PLC, Gtd. Notes | 2.85 | 5/28/2027 | 586000 | 578255 |
| Aon Corp./Aon Global Holdings PLC, Gtd. Notes | 2.90 | 8/23/2051 | 212000 | 132257 |
| Aon Corp./Aon Global Holdings PLC, Gtd. Notes | 5.00 | 9/12/2032 | 135000 | 138245 |
| Aon North America, Inc., Gtd. Notes | 5.45 | 3/1/2034 | 317000 | 329201 |
| Arch Capital Group Ltd., Sr. Unscd. Notes | 7.35 | 5/1/2034 | 100000 | 115621 |
| Arthur J. Gallagher & Co., Sr. Unscd. Notes | 5.55 | 2/15/2055 | 56000 | 53611 |
| Arthur J. Gallagher & Co., Sr. Unscd. Notes | 5.75 | 7/15/2054 | 445000 | 436430 |

---

**43**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** |
| Assurant, Inc., Sr. Unscd. Notes | 3.70 | 2/22/2030 | 155000 | 150429 |
| Assurant, Inc., Sr. Unscd. Notes | 4.90 | 3/27/2028 | 30000 | 30345 |
| Assured Guaranty US Holdings, Inc., Gtd. Notes | 3.60 | 9/15/2051 | 100000 | 70472 |
| Athene Holding Ltd., Jr. Sub. Notes | 6.63 | 10/15/2054 | 25000 | 25035 |
| Athene Holding Ltd., Sr. Unscd. Notes | 3.45 | 5/15/2052 | 50000 | 31463 |
| Athene Holding Ltd., Sr. Unscd. Notes | 3.95 | 5/25/2051 | 50000 | 35064 |
| Athene Holding Ltd., Sr. Unscd. Notes | 4.13 | 1/12/2028 | 164000 | 163998 |
| Athene Holding Ltd., Sr. Unscd. Notes | 6.25 | 4/1/2054 | 230000 | 223829 |
| AXIS Specialty Finance LLC, Gtd. Notes | 3.90 | 7/15/2029 | 25000 | 24766 |
| AXIS Specialty Finance PLC, Gtd. Notes | 4.00 | 12/6/2027 | 15000 | 14974 |
| Berkshire Hathaway Finance Corp., Gtd. Notes | 2.30 | 3/15/2027 | 50000 | 49252 |
| Berkshire Hathaway Finance Corp., Gtd. Notes | 2.88 | 3/15/2032 | 787000 | 733646 |
| Berkshire Hathaway Finance Corp., Gtd. Notes | 4.20 | 8/15/2048 | 127000 | 105202 |
| Berkshire Hathaway Finance Corp., Gtd. Notes | 4.25 | 1/15/2049 | 252000 | 209848 |
| Berkshire Hathaway Finance Corp., Gtd. Notes | 4.40 | 5/15/2042 | 25000 | 22729 |
| Berkshire Hathaway Finance Corp., Gtd. Notes | 5.75 | 1/15/2040 | 192000 | 207123 |
| Brighthouse Financial, Inc., Sr. Unscd. Notes | 3.85 | 12/22/2051 | 195000 | 118265 |
| Brighthouse Financial, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.63 | 5/15/2030 | 70000 | 71223 |
| Brown & Brown, Inc., Sr. Unscd. Notes | 2.38 | 3/15/2031 | 40000 | 35913 |
| Brown & Brown, Inc., Sr. Unscd. Notes | 4.95 | 3/17/2052 | 30000 | 26037 |
| Brown & Brown, Inc., Sr. Unscd. Notes | 5.55 | 6/23/2035 | 200000 | 204452 |
| Brown & Brown, Inc., Sr. Unscd. Notes | 5.65 | 6/11/2034 | 613000 | 631074 |
| Chubb INA Holdings LLC, Gtd. Notes | 1.38 | 9/15/2030 | 125000 | 110314 |
| Chubb INA Holdings LLC, Gtd. Notes | 4.35 | 11/3/2045 | 490000 | 425259 |
| Cincinnati Financial Corp., Sr. Unscd. Debs. | 6.92 | 5/15/2028 | 110000 | 116899 |
| CNA Financial Corp., Sr. Unscd. Notes | 2.05 | 8/15/2030 | 50000 | 45246 |
| CNA Financial Corp., Sr. Unscd. Notes | 5.13 | 2/15/2034 | 200000 | 201117 |
| Corebridge Financial, Inc., Jr. Sub. Notes | 6.38 | 9/15/2054 | 50000 | 50897 |
| Corebridge Financial, Inc., Sr. Unscd. Notes | 3.65 | 4/5/2027 | 220000 | 219038 |
| Corebridge Financial, Inc., Sr. Unscd. Notes | 3.90 | 4/5/2032 | 70000 | 66630 |
| Corebridge Financial, Inc., Sr. Unscd. Notes | 4.35 | 4/5/2042 | 10000 | 8545 |
| Corebridge Financial, Inc., Sr. Unscd. Notes | 4.40 | 4/5/2052 | 95000 | 77190 |
| Corebridge Financial, Inc., Sr. Unscd. Notes | 6.05 | 9/15/2033 | 107000 | 114358 |
| Enstar Group Ltd., Sr. Unscd. Notes | 3.10 | 9/1/2031 | 50000 | 44861 |
| Equitable Holdings, Inc., Sr. Unscd. Notes | 4.35 | 4/20/2028 | 45000 | 45253 |
| Equitable Holdings, Inc., Sr. Unscd. Notes | 5.00 | 4/20/2048 | 148000 | 132842 |
| Everest Reinsurance Holdings, Inc., Sr. Unscd. Notes | 3.13 | 10/15/2052 | 175000 | 111850 |
| Fairfax Financial Holdings Ltd., Sr. Unscd. Notes | 4.63 | 4/29/2030 | 25000 | 25149 |
| Fairfax Financial Holdings Ltd., Sr. Unscd. Notes | 4.85 | 4/17/2028 | 157000 | 159202 |
| Fairfax Financial Holdings Ltd., Sr. Unscd. Notes | 5.75 | 5/20/2035 | 300000 | 312089 |
| Fairfax Financial Holdings Ltd., Sr. Unscd. Notes | 6.00 | 12/7/2033 | 200000 | 212052 |
| Fairfax Financial Holdings Ltd., Sr. Unscd. Notes | 6.35 | 3/22/2054 | 30000 | 31330 |
| Fidelity National Financial, Inc., Gtd. Notes | 2.45 | 3/15/2031 | 140000 | 125299 |
| Fidelity National Financial, Inc., Sr. Unscd. Notes | 3.40 | 6/15/2030 | 137000 | 130683 |
| Fidelity National Financial, Inc., Sr. Unscd. Notes | 4.50 | 8/15/2028 | 74000 | 74534 |
| First American Financial Corp., Sr. Unscd. Notes | 4.00 | 5/15/2030 | 25000 | 24224 |
| Globe Life, Inc., Sr. Unscd. Notes | 2.15 | 8/15/2030 | 74000 | 67124 |
| Jackson Financial, Inc., Sr. Unscd. Notes | 4.00 | 11/23/2051 | 120000 | 84649 |
| Kemper Corp., Sr. Unscd. Notes | 2.40 | 9/30/2030 | 25000 | 22334 |
| Kemper Corp., Sr. Unscd. Notes | 3.80 | 2/23/2032 | 49000 | 45428 |

---

**44**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** |
| Lincoln National Corp., Sr. Unscd. Notes | 3.40 | 3/1/2032 | 85000 | 78607 |
| Lincoln National Corp., Sr. Unscd. Notes | 5.85 | 3/15/2034 | 200000 | 208682 |
| Lincoln National Corp., Sr. Unscd. Notes | 6.30 | 10/9/2037 | 20000 | 21291 |
| Loews Corp., Sr. Unscd. Notes | 6.00 | 2/1/2035 | 50000 | 53762 |
| Manulife Financial Corp., Sr. Unscd. Notes | 5.38 | 3/4/2046 | 85000 | 83915 |
| Manulife Financial Corp., Sub. Notes | 4.06 | 2/24/2032 | 145000 | 144686 |
| Markel Group, Inc., Sr. Unscd. Notes | 4.15 | 9/17/2050 | 35000 | 27176 |
| Markel Group, Inc., Sr. Unscd. Notes | 4.30 | 11/1/2047 | 75000 | 60690 |
| Markel Group, Inc., Sr. Unscd. Notes | 5.00 | 4/5/2046 | 65000 | 58831 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.25 | 11/15/2030 | 50000 | 45622 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 2.38 | 12/15/2031 | 210000 | 188529 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 2.90 | 12/15/2051 | 306000 | 193318 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 4.75 | 3/15/2039 | 25000 | 23927 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 4.90 | 3/15/2049 | 45000 | 40632 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 5.15 | 3/15/2034 | 200000 | 205731 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 5.70 | 9/15/2053 | 234000 | 234994 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 5.75 | 11/1/2032 | 60000 | 64050 |
| MetLife, Inc., Sr. Unscd. Debs. | 4.72 | 12/15/2044 | 580000 | 520357 |
| MetLife, Inc., Sr. Unscd. Notes | 4.05 | 3/1/2045 | 70000 | 57799 |
| MetLife, Inc., Sr. Unscd. Notes | 4.13 | 8/13/2042 | 145000 | 123310 |
| MetLife, Inc., Sr. Unscd. Notes | 5.30 | 12/15/2034 | 250000 | 259078 |
| MetLife, Inc., Sr. Unscd. Notes | 5.70 | 6/15/2035 | 200000 | 212867 |
| MetLife, Inc., Sr. Unscd. Notes | 6.38 | 6/15/2034 | 100000 | 111064 |
| MGIC Investment Corp., Sr. Unscd. Notes | 5.25 | 8/15/2028 | 350000 | 349750 |
| Old Republic International Corp., Sr. Unscd. Notes | 3.85 | 6/11/2051 | 30000 | 21733 |
| PartnerRe Finance B LLC, Gtd. Notes | 3.70 | 7/2/2029 | 183000 | 178992 |
| Primerica, Inc., Sr. Unscd. Notes | 2.80 | 11/19/2031 | 50000 | 45458 |
| Principal Financial Group, Inc., Gtd. Notes | 4.30 | 11/15/2046 | 75000 | 62746 |
| Principal Financial Group, Inc., Gtd. Notes | 4.63 | 9/15/2042 | 50000 | 44600 |
| Prudential Financial, Inc., Jr. Sub. Notes | 6.50 | 3/15/2054 | 4000 | 4211 |
| Prudential Financial, Inc., Jr. Sub. Notes | 6.75 | 3/1/2053 | 50000 | 53407 |
| Prudential Financial, Inc., Sr. Unscd. Notes | 3.70 | 3/13/2051 | 120000 | 88517 |
| Prudential Financial, Inc., Sr. Unscd. Notes | 3.88 | 3/27/2028 | 36000 | 36042 |
| Prudential Financial, Inc., Sr. Unscd. Notes | 3.91 | 12/7/2047 | 325000 | 253568 |
| Prudential Financial, Inc., Sr. Unscd. Notes | 3.94 | 12/7/2049 | 218000 | 168475 |
| Prudential Financial, Inc., Sr. Unscd. Notes | 4.35 | 2/25/2050 | 50000 | 41274 |
| Prudential Financial, Inc., Sr. Unscd. Notes | 4.42 | 3/27/2048 | 95000 | 79463 |
| Reinsurance Group of America, Inc., Sr. Unscd. Notes | 3.90 | 5/15/2029 | 150000 | 148798 |
| RenaissanceRe Finance, Inc., Gtd. Notes | 3.45 | 7/1/2027 | 220000 | 218630 |
| RenaissanceRe Holdings Ltd., Sr. Unscd. Notes | 5.75 | 6/5/2033 | 41000 | 42820 |
| Stewart Information Services Corp., Sr. Unscd. Notes | 3.60 | 11/15/2031 | 135000 | 121887 |
| The Allstate Corp., Sr. Unscd. Notes | 4.50 | 6/15/2043 | 70000 | 60939 |
| The Allstate Corp., Sr. Unscd. Notes | 5.05 | 6/24/2029 | 500000 | 515451 |
| The Allstate Corp., Sr. Unscd. Notes | 5.25 | 3/30/2033 | 90000 | 93052 |
| The Hanover Insurance Group, Inc., Sr. Unscd. Notes | 2.50 | 9/1/2030 | 28000 | 25574 |
| The Hartford Insurance Group, Inc., Sr. Unscd. Notes | 3.60 | 8/19/2049 | 185000 | 136454 |
| The Progressive Corp., Sr. Unscd. Notes | 4.00 | 3/1/2029 | 31000 | 31061 |
| The Progressive Corp., Sr. Unscd. Notes | 4.13 | 4/15/2047 | 235000 | 193068 |
| The Progressive Corp., Sr. Unscd. Notes | 4.20 | 3/15/2048 | 155000 | 127990 |
| The Travelers Companies, Inc., Sr. Unscd. Notes | 3.75 | 5/15/2046 | 50000 | 39151 |

---

**45**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** | **Insurance — .8% (continued)** |
| The Travelers Companies, Inc., Sr. Unscd. Notes | 4.00 | 5/30/2047 | 145000 | 116963 |
| The Travelers Companies, Inc., Sr. Unscd. Notes | 5.05 | 7/24/2035 | 500000 | 506285 |
| The Travelers Companies, Inc., Sr. Unscd. Notes | 5.35 | 11/1/2040 | 25000 | 25324 |
| Travelers Property Casualty Corp., Gtd. Notes | 6.38 | 3/15/2033 | 200000 | 224073 |
| W.R. Berkley Corp., Sr. Unscd. Notes | 4.75 | 8/1/2044 | 70000 | 62647 |
| Willis North America, Inc., Gtd. Notes | 4.65 | 6/15/2027 | 189000 | 190494 |
| Willis North America, Inc., Gtd. Notes | 5.05 | 9/15/2048 | 177000 | 159489 |
| Willis North America, Inc., Gtd. Notes | 5.35 | 5/15/2033 | 15000 | 15418 |
| XL Group Ltd., Sr. Unscd. Bonds | 5.25 | 12/15/2043 | 25000 | 23445 |
|  |  |  |  | **16743918** |
| **Internet Software & Services — .6%** | **Internet Software & Services — .6%** | **Internet Software & Services — .6%** | **Internet Software & Services — .6%** | **Internet Software & Services — .6%** |
| Alphabet, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 0.80 | 8/15/2027 | 202000 | 193892 |
| Alphabet, Inc., Sr. Unscd. Notes | 1.90 | 8/15/2040 | 160000 | 107682 |
| Alphabet, Inc., Sr. Unscd. Notes | 2.05 | 8/15/2050 | 349000 | 188218 |
| Alphabet, Inc., Sr. Unscd. Notes | 2.25 | 8/15/2060 | 204000 | 103927 |
| Alphabet, Inc., Sr. Unscd. Notes | 3.88 | 11/15/2028 | 200000 | 200881 |
| Alphabet, Inc., Sr. Unscd. Notes | 4.10 | 11/15/2030 | 200000 | 200228 |
| Alphabet, Inc., Sr. Unscd. Notes | 4.38 | 11/15/2032 | 200000 | 200546 |
| Alphabet, Inc., Sr. Unscd. Notes | 5.35 | 11/15/2045 | 200000 | 197330 |
| Alphabet, Inc., Sr. Unscd. Notes | 5.45 | 11/15/2055 | 300000 | 293021 |
| Alphabet, Inc., Sr. Unscd. Notes | 5.70 | 11/15/2075 | 200000 | 196204 |
| Amazon.com, Inc., Sr. Unscd. Notes | 1.20 | 6/3/2027 | 185000 | 179425 |
| Amazon.com, Inc., Sr. Unscd. Notes | 1.50 | 6/3/2030 | 117000 | 105402 |
| Amazon.com, Inc., Sr. Unscd. Notes | 1.65 | 5/12/2028 | 225000 | 215106 |
| Amazon.com, Inc., Sr. Unscd. Notes | 2.50 | 6/3/2050 | 180000 | 107005 |
| Amazon.com, Inc., Sr. Unscd. Notes | 2.88 | 5/12/2041 | 201000 | 151624 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.10 | 5/12/2051 | 227000 | 151176 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.15 | 8/22/2027 | 335000 | 332693 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.25 | 5/12/2061 | 160000 | 101861 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.30 | 4/13/2027 | 150000 | 149421 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.60 | 4/13/2032 | 125000 | 120929 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.88 | 8/22/2037 | 521000 | 473058 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.95 | 4/13/2052 | 134000 | 104339 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.05 | 8/22/2047 | 297000 | 242728 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.10 | 11/20/2030 | 200000 | 200063 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.10 | 4/13/2062 | 190000 | 145022 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.25 | 8/22/2057 | 326000 | 260077 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.35 | 3/20/2033 | 210000 | 208800 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.55 | 12/1/2027 | 245000 | 249091 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.65 | 12/1/2029 | 153000 | 156987 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.80 | 12/5/2034 | 50000 | 51246 |
| Amazon.com, Inc., Sr. Unscd. Notes | 5.55 | 11/20/2065 | 350000 | 339498 |
| Booking Holdings, Inc., Sr. Unscd. Notes | 3.55 | 3/15/2028 | 27000 | 26772 |
| eBay, Inc., Sr. Unscd. Notes | 2.70 | 3/11/2030 | 17000 | 15985 |
| eBay, Inc., Sr. Unscd. Notes | 3.60 | 6/5/2027 | 155000 | 154229 |
| eBay, Inc., Sr. Unscd. Notes | 3.65 | 5/10/2051 | 38000 | 27857 |
| eBay, Inc., Sr. Unscd. Notes | 4.00 | 7/15/2042 | 175000 | 144599 |
| eBay, Inc., Sr. Unscd. Notes | 5.13 | 11/6/2035 | 300000 | 299751 |
| eBay, Inc., Sr. Unscd. Notes | 6.30 | 11/22/2032 | 64000 | 70000 |
| Expedia Group, Inc., Gtd. Notes | 3.80 | 2/15/2028 | 133000 | 132317 |

---

**46**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Internet Software & Services — .6% (continued)** | **Internet Software & Services — .6% (continued)** | **Internet Software & Services — .6% (continued)** | **Internet Software & Services — .6% (continued)** | **Internet Software & Services — .6% (continued)** |
| Expedia Group, Inc., Gtd. Notes | 4.63 | 8/1/2027 | 30000 | 30218 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 3.85 | 8/15/2032 | 220000 | 212569 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.20 | 11/15/2030 | 400000 | 399231 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.45 | 8/15/2052 | 91400 | 73372 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.55 | 8/15/2031 | 250000 | 253268 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.60 | 5/15/2028 | 70000 | 71274 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.60 | 11/15/2032 | 400000 | 400752 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.65 | 8/15/2062 | 335200 | 266682 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.75 | 8/15/2034 | 250000 | 249526 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.80 | 5/15/2030 | 100000 | 102707 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.88 | 11/15/2035 | 400000 | 395235 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 5.50 | 11/15/2045 | 400000 | 384662 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 5.55 | 8/15/2064 | 294000 | 269251 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 5.75 | 5/15/2063 | 495000 | 469644 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 5.75 | 11/15/2065 | 410000 | 387645 |
| Netflix, Inc., Sr. Unscd. Notes | 4.88 | 4/15/2028 | 580000 | 591863 |
| Netflix, Inc., Sr. Unscd. Notes | 5.88 | 11/15/2028 | 321000 | 336734 |
| Netflix, Inc., Sr. Unscd. Notes | 6.38 | 5/15/2029 | 40000 | 42777 |
| VeriSign, Inc., Sr. Unscd. Notes | 4.75 | 7/15/2027 | 236000 | 236108 |
| Weibo Corp., Sr. Unscd. Notes | 3.38 | 7/8/2030 | 270000 | 256826 |
|  |  |  |  | **12229334** |
| **Materials — .0%** | **Materials — .0%** | **Materials — .0%** | **Materials — .0%** | **Materials — .0%** |
| Amcor Flexibles North America, Inc., Gtd. Notes | 2.69 | 5/25/2031 | 172000 | 157173 |
| Berry Global, Inc., Sr. Scd. Notes | 5.80 | 6/15/2031 | 250000 | 264490 |
| Packaging Corp. of America, Sr. Unscd. Notes | 3.00 | 12/15/2029 | 103000 | 98591 |
| Packaging Corp. of America, Sr. Unscd. Notes | 4.05 | 12/15/2049 | 54000 | 42939 |
| Packaging Corp. of America, Sr. Unscd. Notes | 5.70 | 12/1/2033 | 150000 | 158150 |
| Sonoco Products Co., Sr. Unscd. Notes | 2.25 | 2/1/2027 | 25000 | 24589 |
| Sonoco Products Co., Sr. Unscd. Notes | 2.85 | 2/1/2032 | 101000 | 91352 |
| Valmont Industries, Inc., Gtd. Notes | 5.25 | 10/1/2054 | 5000 | 4687 |
| WRKCo, Inc., Gtd. Notes | 4.00 | 3/15/2028 | 50000 | 50011 |
|  |  |  |  | **891982** |
| **Media — .5%** | **Media — .5%** | **Media — .5%** | **Media — .5%** | **Media — .5%** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 2.80 | 4/1/2031 | 331000 | 298410 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 3.50 | 6/1/2041 | 300000 | 214548 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 3.50 | 3/1/2042 | 50000 | 34718 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 3.70 | 4/1/2051 | 140000 | 89643 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 3.85 | 4/1/2061 | 166000 | 99740 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 3.90 | 6/1/2052 | 45000 | 29249 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 4.40 | 12/1/2061 | 844000 | 554562 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 4.80 | 3/1/2050 | 230000 | 174175 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 5.13 | 7/1/2049 | 175000 | 137570 |

---

**47**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Media — .5% (continued)** | **Media — .5% (continued)** | **Media — .5% (continued)** | **Media — .5% (continued)** | **Media — .5% (continued)** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 5.50 | 4/1/2063 | 160000 | 126114 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 6.83 | 10/23/2055 | 131000 | 125715 |
| Comcast Corp., Gtd. Bonds | 3.97 | 11/1/2047 | 50000 | 37586 |
| Comcast Corp., Gtd. Notes | 1.95 | 1/15/2031 | 172000 | 153750 |
| Comcast Corp., Gtd. Notes | 2.80 | 1/15/2051 | 255000 | 148435 |
| Comcast Corp., Gtd. Notes | 2.89 | 11/1/2051 | 285000 | 167486 |
| Comcast Corp., Gtd. Notes | 2.94 | 11/1/2056 | 400000 | 225394 |
| Comcast Corp., Gtd. Notes | 2.99 | 11/1/2063 | 185000 | 99987 |
| Comcast Corp., Gtd. Notes | 3.30 | 2/1/2027 | 120000 | 119455 |
| Comcast Corp., Gtd. Notes | 3.45 | 2/1/2050 | 120000 | 80202 |
| Comcast Corp., Gtd. Notes | 3.75 | 4/1/2040 | 245000 | 201361 |
| Comcast Corp., Gtd. Notes | 3.90 | 3/1/2038 | 200000 | 173592 |
| Comcast Corp., Gtd. Notes | 4.00 | 3/1/2048 | 150000 | 112773 |
| Comcast Corp., Gtd. Notes | 4.20 | 8/15/2034 | 150000 | 142877 |
| Comcast Corp., Gtd. Notes | 4.25 | 1/15/2033 | 50000 | 48778 |
| Comcast Corp., Gtd. Notes | 4.60 | 10/15/2038 | 125000 | 115688 |
| Comcast Corp., Gtd. Notes<sup>(a)</sup> <br>| 4.65 | 2/15/2033 | 50000 | 49932 |
| Comcast Corp., Gtd. Notes | 4.95 | 5/15/2032 | 200000 | 204401 |
| Comcast Corp., Gtd. Notes<sup>(c)</sup> <br>| 5.17 | 1/15/2037 | 1246000 | 1224575 |
| Comcast Corp., Gtd. Notes | 5.50 | 5/15/2064 | 625000 | 560251 |
| Comcast Corp., Gtd. Notes | 5.65 | 6/15/2035 | 125000 | 130487 |
| Comcast Corp., Gtd. Notes | 5.65 | 6/1/2054 | 164000 | 153708 |
| Comcast Corp., Gtd. Notes<sup>(a)</sup> <br>| 6.05 | 5/15/2055 | 200000 | 198433 |
| Comcast Corp., Gtd. Notes | 6.95 | 8/15/2037 | 100000 | 113616 |
| FactSet Research Systems, Inc., Sr. Unscd. Notes | 2.90 | 3/1/2027 | 175000 | 172865 |
| Fox Corp., Sr. Unscd. Notes | 4.71 | 1/25/2029 | 50000 | 50722 |
| Fox Corp., Sr. Unscd. Notes | 5.48 | 1/25/2039 | 100000 | 99667 |
| Fox Corp., Sr. Unscd. Notes | 5.58 | 1/25/2049 | 73000 | 69853 |
| NBCUniversal Media LLC, Gtd. Notes | 4.45 | 1/15/2043 | 50000 | 42533 |
| NBCUniversal Media LLC, Gtd. Notes | 6.40 | 4/30/2040 | 50000 | 54060 |
| Paramount Global, Gtd. Debs. | 5.85 | 9/1/2043 | 130000 | 104593 |
| Paramount Global, Gtd. Debs. | 7.88 | 7/30/2030 | 500000 | 537400 |
| Paramount Global, Gtd. Notes | 3.38 | 2/15/2028 | 50000 | 48564 |
| Paramount Global, Gtd. Notes | 3.70 | 6/1/2028 | 110000 | 107165 |
| Paramount Global, Gtd. Notes | 4.20 | 6/1/2029 | 50000 | 48629 |
| Paramount Global, Gtd. Notes | 4.60 | 1/15/2045 | 320000 | 218201 |
| Paramount Global, Gtd. Notes | 4.85 | 7/1/2042 | 50000 | 36298 |
| Paramount Global, Gtd. Notes | 5.90 | 10/15/2040 | 160000 | 136632 |
| The Walt Disney Company, Gtd. Notes | 3.60 | 1/13/2051 | 215000 | 159380 |
| The Walt Disney Company, Gtd. Notes | 3.70 | 3/23/2027 | 600000 | 599546 |
| The Walt Disney Company, Gtd. Notes | 3.80 | 3/22/2030 | 330000 | 326960 |
| The Walt Disney Company, Gtd. Notes | 4.63 | 3/23/2040 | 221000 | 210377 |
| The Walt Disney Company, Gtd. Notes | 4.70 | 3/23/2050 | 271000 | 241220 |
| The Walt Disney Company, Gtd. Notes | 4.75 | 9/15/2044 | 50000 | 45599 |
| The Walt Disney Company, Gtd. Notes | 4.75 | 11/15/2046 | 50000 | 44911 |
| Time Warner Cable LLC, Sr. Scd. Bonds | 5.88 | 11/15/2040 | 600000 | 551738 |
| Time Warner Cable LLC, Sr. Scd. Debs. | 6.55 | 5/1/2037 | 100000 | 101111 |
| Time Warner Cable LLC, Sr. Scd. Notes | 5.50 | 9/1/2041 | 160000 | 140219 |

---

**48**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Media — .5% (continued)** | **Media — .5% (continued)** | **Media — .5% (continued)** | **Media — .5% (continued)** | **Media — .5% (continued)** |
| Time Warner Cable LLC, Sr. Scd. Notes | 7.30 | 7/1/2038 | 159800 | 168905 |
| TWDC Enterprises 18 Corp., Gtd. Notes | 3.00 | 7/30/2046 | 285000 | 197350 |
| TWDC Enterprises 18 Corp., Gtd. Notes | 4.13 | 6/1/2044 | 70000 | 58905 |
| TWDC Enterprises 18 Corp., Gtd. Notes, Ser. E | 4.13 | 12/1/2041 | 155000 | 135200 |
|  |  |  |  | **11055814** |
| **Metals & Mining — .3%** | **Metals & Mining — .3%** | **Metals & Mining — .3%** | **Metals & Mining — .3%** | **Metals & Mining — .3%** |
| AngloGold Ashanti Holdings PLC, Gtd. Notes | 3.38 | 11/1/2028 | 510000 | 495342 |
| AngloGold Ashanti Holdings PLC, Gtd. Notes | 3.75 | 10/1/2030 | 625000 | 601739 |
| ArcelorMittal SA, Sr. Unscd. Notes | 4.25 | 7/16/2029 | 95000 | 95186 |
| ArcelorMittal SA, Sr. Unscd. Notes | 6.55 | 11/29/2027 | 92000 | 95785 |
| ArcelorMittal SA, Sr. Unscd. Notes | 6.75 | 3/1/2041 | 148000 | 161938 |
| Barrick PD Australia Finance Pty Ltd., Gtd. Notes | 5.95 | 10/15/2039 | 157000 | 165063 |
| BHP Billiton Finance USA Ltd., Gtd. Notes | 4.90 | 2/28/2033 | 35000 | 35605 |
| BHP Billiton Finance USA Ltd., Gtd. Notes | 5.00 | 9/30/2043 | 30000 | 28555 |
| BHP Billiton Finance USA Ltd., Gtd. Notes | 5.10 | 9/8/2028 | 110000 | 113091 |
| BHP Billiton Finance USA Ltd., Gtd. Notes | 5.25 | 9/8/2030 | 55000 | 57250 |
| BHP Billiton Finance USA Ltd., Gtd. Notes | 5.25 | 9/8/2033 | 329000 | 340389 |
| BHP Billiton Finance USA Ltd., Gtd. Notes | 5.30 | 2/21/2035 | 260000 | 268267 |
| BHP Billiton Finance USA Ltd., Gtd. Notes | 5.50 | 9/8/2053 | 140000 | 138554 |
| Freeport-McMoRan, Inc., Gtd. Notes | 4.25 | 3/1/2030 | 205000 | 203639 |
| Freeport-McMoRan, Inc., Gtd. Notes | 4.38 | 8/1/2028 | 125000 | 124938 |
| Freeport-McMoRan, Inc., Gtd. Notes | 5.00 | 9/1/2027 | 25000 | 25003 |
| Freeport-McMoRan, Inc., Gtd. Notes | 5.25 | 9/1/2029 | 132000 | 134064 |
| Freeport-McMoRan, Inc., Gtd. Notes | 5.45 | 3/15/2043 | 30000 | 29251 |
| Nucor Corp., Sr. Unscd. Notes | 2.98 | 12/15/2055 | 50000 | 31029 |
| Nucor Corp., Sr. Unscd. Notes | 4.30 | 5/23/2027 | 10000 | 10067 |
| Nucor Corp., Sr. Unscd. Notes | 4.40 | 5/1/2048 | 100000 | 85272 |
| Nucor Corp., Sr. Unscd. Notes | 5.10 | 6/1/2035 | 200000 | 203751 |
| Rio Tinto Alcan, Inc., Sr. Unscd. Debs. | 7.25 | 3/15/2031 | 176000 | 199728 |
| Rio Tinto Alcan, Inc., Sr. Unscd. Notes | 6.13 | 12/15/2033 | 100000 | 109144 |
| Rio Tinto Finance USA PLC, Gtd. Notes | 5.00 | 3/14/2032 | 200000 | 205750 |
| Rio Tinto Finance USA PLC, Gtd. Notes | 5.00 | 3/9/2033 | 55000 | 56284 |
| Rio Tinto Finance USA PLC, Gtd. Notes | 5.13 | 3/9/2053 | 155000 | 144624 |
| Rio Tinto Finance USA PLC, Gtd. Notes | 5.25 | 3/14/2035 | 200000 | 205447 |
| Rio Tinto Finance USA PLC, Gtd. Notes | 5.75 | 3/14/2055 | 150000 | 152824 |
| Southern Copper Corp., Sr. Unscd. Notes | 5.25 | 11/8/2042 | 305000 | 295495 |
| Southern Copper Corp., Sr. Unscd. Notes | 7.50 | 7/27/2035 | 290000 | 343685 |
| Steel Dynamics, Inc., Sr. Unscd. Notes | 3.25 | 1/15/2031 | 37000 | 35075 |
| Vale Overseas Ltd., Gtd. Notes | 3.75 | 7/8/2030 | 567000 | 547540 |
|  |  |  |  | **5739374** |
| **Real Estate — .9%** | **Real Estate — .9%** | **Real Estate — .9%** | **Real Estate — .9%** | **Real Estate — .9%** |
| Agree LP, Gtd. Notes | 2.00 | 6/15/2028 | 410000 | 391800 |
| Alexandria Real Estate Equities, Inc., Gtd. Notes | 2.95 | 3/15/2034 | 78000 | 67041 |
| Alexandria Real Estate Equities, Inc., Gtd. Notes | 3.00 | 5/18/2051 | 152000 | 96091 |
| Alexandria Real Estate Equities, Inc., Gtd. Notes | 3.38 | 8/15/2031 | 40000 | 37468 |
| Alexandria Real Estate Equities, Inc., Gtd. Notes | 3.55 | 3/15/2052 | 130000 | 90834 |
| Alexandria Real Estate Equities, Inc., Gtd. Notes | 4.75 | 4/15/2035 | 200000 | 193024 |
| American Assets Trust LP, Gtd. Notes | 3.38 | 2/1/2031 | 50000 | 45592 |
| American Homes 4 Rent LP, Sr. Unscd. Notes | 3.38 | 7/15/2051 | 92000 | 61569 |
| American Homes 4 Rent LP, Sr. Unscd. Notes | 5.50 | 7/15/2034 | 250000 | 255766 |

---

**49**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** |
| American Tower Corp., Sr. Unscd. Notes | 1.88 | 10/15/2030 | 25000 | 22356 |
| American Tower Corp., Sr. Unscd. Notes | 2.10 | 6/15/2030 | 25000 | 22751 |
| American Tower Corp., Sr. Unscd. Notes | 2.30 | 9/15/2031 | 117000 | 104103 |
| American Tower Corp., Sr. Unscd. Notes | 2.70 | 4/15/2031 | 35000 | 32178 |
| American Tower Corp., Sr. Unscd. Notes | 2.90 | 1/15/2030 | 75000 | 71190 |
| American Tower Corp., Sr. Unscd. Notes | 2.95 | 1/15/2051 | 87000 | 55347 |
| American Tower Corp., Sr. Unscd. Notes | 3.10 | 6/15/2050 | 95000 | 62377 |
| American Tower Corp., Sr. Unscd. Notes | 3.70 | 10/15/2049 | 20000 | 14879 |
| American Tower Corp., Sr. Unscd. Notes | 3.80 | 8/15/2029 | 57000 | 56192 |
| American Tower Corp., Sr. Unscd. Notes | 3.95 | 3/15/2029 | 596000 | 592102 |
| American Tower Corp., Sr. Unscd. Notes | 4.90 | 3/15/2030 | 25000 | 25528 |
| American Tower Corp., Sr. Unscd. Notes | 5.00 | 1/31/2030 | 100000 | 102441 |
| American Tower Corp., Sr. Unscd. Notes | 5.25 | 7/15/2028 | 69000 | 70896 |
| American Tower Corp., Sr. Unscd. Notes | 5.40 | 1/31/2035 | 120000 | 123302 |
| American Tower Corp., Sr. Unscd. Notes | 5.50 | 3/15/2028 | 55000 | 56529 |
| American Tower Corp., Sr. Unscd. Notes | 5.55 | 7/15/2033 | 95000 | 99247 |
| American Tower Corp., Sr. Unscd. Notes | 5.90 | 11/15/2033 | 39000 | 41638 |
| AvalonBay Communities, Inc., Sr. Unscd. Notes | 3.30 | 6/1/2029 | 50000 | 48775 |
| AvalonBay Communities, Inc., Sr. Unscd. Notes | 4.35 | 12/1/2030 | 316000 | 316166 |
| AvalonBay Communities, Inc., Sr. Unscd. Notes | 5.00 | 2/15/2033 | 50000 | 51105 |
| AvalonBay Communities, Inc., Sr. Unscd. Notes | 5.30 | 12/7/2033 | 300000 | 311417 |
| Boston Properties LP, Sr. Unscd. Notes | 2.55 | 4/1/2032 | 122000 | 106623 |
| Boston Properties LP, Sr. Unscd. Notes | 3.25 | 1/30/2031 | 426000 | 399771 |
| Boston Properties LP, Sr. Unscd. Notes | 3.40 | 6/21/2029 | 27000 | 26223 |
| Boston Properties LP, Sr. Unscd. Notes | 4.50 | 12/1/2028 | 575000 | 579016 |
| Brixmor Operating Partnership LP, Sr. Unscd. Notes | 2.50 | 8/16/2031 | 190000 | 170758 |
| Broadstone NET Lease LLC, Gtd. Notes | 2.60 | 9/15/2031 | 15000 | 13310 |
| Camden Property Trust, Sr. Unscd. Notes | 3.35 | 11/1/2049 | 35000 | 24516 |
| Camden Property Trust, Sr. Unscd. Notes | 4.10 | 10/15/2028 | 40000 | 40131 |
| CBRE Services, Inc., Gtd. Notes | 4.90 | 1/15/2033 | 250000 | 250826 |
| CBRE Services, Inc., Gtd. Notes | 5.95 | 8/15/2034 | 15000 | 15964 |
| COPT Defense Properties LP, Gtd. Notes | 2.00 | 1/15/2029 | 52000 | 48886 |
| Cousins Properties LP, Gtd. Notes | 5.38 | 2/15/2032 | 265000 | 273248 |
| Cousins Properties LP, Gtd. Notes | 5.88 | 10/1/2034 | 140000 | 146035 |
| Crown Castle, Inc., Sr. Unscd. Bonds | 3.80 | 2/15/2028 | 50000 | 49677 |
| Crown Castle, Inc., Sr. Unscd. Notes | 2.25 | 1/15/2031 | 285000 | 254912 |
| Crown Castle, Inc., Sr. Unscd. Notes | 2.50 | 7/15/2031 | 373000 | 333928 |
| Crown Castle, Inc., Sr. Unscd. Notes | 3.10 | 11/15/2029 | 156000 | 149106 |
| Crown Castle, Inc., Sr. Unscd. Notes | 3.25 | 1/15/2051 | 130000 | 85853 |
| Crown Castle, Inc., Sr. Unscd. Notes | 4.00 | 11/15/2049 | 150000 | 112506 |
| Crown Castle, Inc., Sr. Unscd. Notes | 4.15 | 7/1/2050 | 15000 | 11671 |
| Crown Castle, Inc., Sr. Unscd. Notes | 4.30 | 2/15/2029 | 50000 | 50022 |
| Crown Castle, Inc., Sr. Unscd. Notes | 4.75 | 5/15/2047 | 65000 | 56007 |
| Crown Castle, Inc., Sr. Unscd. Notes | 5.00 | 1/11/2028 | 50000 | 50787 |
| Crown Castle, Inc., Sr. Unscd. Notes | 5.10 | 5/1/2033 | 127000 | 128218 |
| CubeSmart LP, Gtd. Notes | 5.13 | 11/1/2035 | 200000 | 199684 |
| Digital Realty Trust LP, Gtd. Bonds | 3.70 | 8/15/2027 | 260000 | 258858 |
| Digital Realty Trust LP, Gtd. Notes | 4.45 | 7/15/2028 | 95000 | 95728 |
| DOC DR LLC, Gtd. Notes | 3.95 | 1/15/2028 | 25000 | 24955 |
| EPR Properties, Gtd. Notes | 4.50 | 6/1/2027 | 50000 | 50099 |

---

**50**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** |
| Equinix, Inc., Sr. Unscd. Notes | 2.50 | 5/15/2031 | 122000 | 110457 |
| Equinix, Inc., Sr. Unscd. Notes | 2.95 | 9/15/2051 | 155000 | 96800 |
| Equinix, Inc., Sr. Unscd. Notes | 3.00 | 7/15/2050 | 100000 | 63714 |
| Equinix, Inc., Sr. Unscd. Notes | 3.40 | 2/15/2052 | 70000 | 47666 |
| Equinix, Inc., Sr. Unscd. Notes | 3.90 | 4/15/2032 | 50000 | 48072 |
| ERP Operating LP, Sr. Unscd. Bonds | 4.50 | 6/1/2045 | 65000 | 56549 |
| ERP Operating LP, Sr. Unscd. Notes | 4.00 | 8/1/2047 | 25000 | 20036 |
| ERP Operating LP, Sr. Unscd. Notes | 4.15 | 12/1/2028 | 200000 | 200937 |
| ERP Operating LP, Sr. Unscd. Notes | 4.50 | 7/1/2044 | 120000 | 106988 |
| Essex Portfolio LP, Gtd. Notes | 2.55 | 6/15/2031 | 310000 | 281144 |
| Essex Portfolio LP, Gtd. Notes | 2.65 | 3/15/2032 | 500000 | 445772 |
| Extra Space Storage LP, Gtd. Notes | 2.35 | 3/15/2032 | 470000 | 410633 |
| Extra Space Storage LP, Gtd. Notes | 4.00 | 6/15/2029 | 125000 | 124172 |
| Extra Space Storage LP, Gtd. Notes | 5.40 | 6/15/2035 | 110000 | 112322 |
| Extra Space Storage LP, Gtd. Notes | 5.50 | 7/1/2030 | 60000 | 62442 |
| Federal Realty OP LP, Sr. Unscd. Notes | 3.20 | 6/15/2029 | 76000 | 73431 |
| Federal Realty OP LP, Sr. Unscd. Notes | 3.50 | 6/1/2030 | 100000 | 96513 |
| Federal Realty OP LP, Sr. Unscd. Notes | 4.50 | 12/1/2044 | 40000 | 34769 |
| GLP Capital LP/GLP Financing II, Inc., Gtd. Notes | 3.25 | 1/15/2032 | 130000 | 117709 |
| GLP Capital LP/GLP Financing II, Inc., Gtd. Notes | 4.00 | 1/15/2030 | 140000 | 136009 |
| GLP Capital LP/GLP Financing II, Inc., Gtd. Notes | 5.25 | 2/15/2033 | 65000 | 65122 |
| GLP Capital LP/GLP Financing II, Inc., Gtd. Notes | 5.30 | 1/15/2029 | 50000 | 50970 |
| GLP Capital LP/GLP Financing II, Inc., Gtd. Notes | 5.63 | 9/15/2034 | 50000 | 50595 |
| GLP Capital LP/GLP Financing II, Inc., Gtd. Notes | 5.75 | 6/1/2028 | 45000 | 46124 |
| GLP Capital LP/GLP Financing II, Inc., Gtd. Notes | 6.75 | 12/1/2033 | 155000 | 167887 |
| Healthpeak OP LLC, Gtd. Notes | 5.25 | 12/15/2032 | 100000 | 102498 |
| Highwoods Realty LP, Sr. Unscd. Notes | 3.05 | 2/15/2030 | 50000 | 46681 |
| Highwoods Realty LP, Sr. Unscd. Notes | 3.88 | 3/1/2027 | 44000 | 43725 |
| Highwoods Realty LP, Sr. Unscd. Notes | 7.65 | 2/1/2034 | 629000 | 714741 |
| Host Hotels & Resorts LP, Sr. Unscd. Notes | 5.70 | 7/1/2034 | 207000 | 213560 |
| Invitation Homes Operating Partnership LP, Gtd. Notes | 2.30 | 11/15/2028 | 71000 | 67488 |
| Jones Lang Lasalle, Inc., Sr. Unscd. Notes | 6.88 | 12/1/2028 | 50000 | 53409 |
| Kilroy Realty LP, Gtd. Notes | 6.25 | 1/15/2036 | 200000 | 206585 |
| Kimco Realty OP LLC, Gtd. Notes | 3.70 | 10/1/2049 | 95000 | 70498 |
| Kimco Realty OP LLC, Gtd. Notes | 6.40 | 3/1/2034 | 10000 | 10997 |
| Mid-America Apartments LP, Sr. Unscd. Notes | 3.60 | 6/1/2027 | 40000 | 39849 |
| Mid-America Apartments LP, Sr. Unscd. Notes | 4.65 | 1/15/2033 | 300000 | 298755 |
| National Health Investors, Inc., Gtd. Notes | 3.00 | 2/1/2031 | 95000 | 86563 |
| NNN REIT, Inc., Sr. Unscd. Notes | 3.00 | 4/15/2052 | 76000 | 47647 |
| NNN REIT, Inc., Sr. Unscd. Notes | 3.50 | 4/15/2051 | 25000 | 17629 |
| NNN REIT, Inc., Sr. Unscd. Notes | 5.60 | 10/15/2033 | 10000 | 10425 |
| OMEGA Healthcare Investors, Inc., Gtd. Notes | 3.63 | 10/1/2029 | 115000 | 111511 |
| OMEGA Healthcare Investors, Inc., Gtd. Notes | 4.50 | 4/1/2027 | 95000 | 95254 |
| OMEGA Healthcare Investors, Inc., Gtd. Notes | 4.75 | 1/15/2028 | 25000 | 25213 |
| Prologis LP, Sr. Unscd. Notes | 2.25 | 1/15/2032 | 355000 | 314894 |
| ProLogis LP, Sr. Unscd. Notes | 1.75 | 2/1/2031 | 160000 | 141598 |
| ProLogis LP, Sr. Unscd. Notes | 2.88 | 11/15/2029 | 267000 | 255261 |
| ProLogis LP, Sr. Unscd. Notes | 4.88 | 6/15/2028 | 315000 | 322272 |
| ProLogis LP, Sr. Unscd. Notes | 5.13 | 1/15/2034 | 275000 | 281190 |
| ProLogis LP, Sr. Unscd. Notes | 5.25 | 3/15/2054 | 300000 | 284867 |

---

**51**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** | **Real Estate — .9% (continued)** |
| Public Storage Operating Co., Gtd. Notes | 1.95 | 11/9/2028 | 500000 | 474053 |
| Public Storage Operating Co., Gtd. Notes | 2.25 | 11/9/2031 | 100000 | 89426 |
| Public Storage Operating Co., Gtd. Notes | 3.39 | 5/1/2029 | 105000 | 103060 |
| Public Storage Operating Co., Gtd. Notes | 5.10 | 8/1/2033 | 46000 | 47472 |
| Rayonier LP, Gtd. Notes | 2.75 | 5/17/2031 | 65000 | 58984 |
| Realty Income Corp., Gtd. Notes | 3.40 | 1/15/2030 | 110000 | 106874 |
| Realty Income Corp., Gtd. Notes | 4.00 | 7/15/2029 | 203000 | 202513 |
| Realty Income Corp., Sr. Unscd. Notes | 2.70 | 2/15/2032 | 25000 | 22601 |
| Realty Income Corp., Sr. Unscd. Notes | 3.20 | 2/15/2031 | 10000 | 9466 |
| Realty Income Corp., Sr. Unscd. Notes | 3.25 | 6/15/2029 | 151000 | 147004 |
| Realty Income Corp., Sr. Unscd. Notes | 3.40 | 1/15/2028 | 55000 | 54441 |
| Realty Income Corp., Sr. Unscd. Notes | 3.95 | 8/15/2027 | 60000 | 60052 |
| Realty Income Corp., Sr. Unscd. Notes | 4.65 | 3/15/2047 | 181000 | 159840 |
| Realty Income Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.90 | 7/15/2033 | 60000 | 60648 |
| Regency Centers LP, Gtd. Notes | 2.95 | 9/15/2029 | 130000 | 124788 |
| Regency Centers LP, Gtd. Notes | 4.40 | 2/1/2047 | 25000 | 21394 |
| Rexford Industrial Realty LP, Gtd. Notes | 2.15 | 9/1/2031 | 40000 | 35092 |
| Sabra Health Care LP, Gtd. Notes | 3.90 | 10/15/2029 | 202000 | 197741 |
| Safehold GL Holdings LLC, Gtd. Notes | 2.80 | 6/15/2031 | 44000 | 40395 |
| Simon Property Group LP, Sr. Unscd. Notes | 2.20 | 2/1/2031 | 316000 | 285698 |
| Simon Property Group LP, Sr. Unscd. Notes | 2.45 | 9/13/2029 | 125000 | 118283 |
| Simon Property Group LP, Sr. Unscd. Notes | 2.65 | 7/15/2030 | 15000 | 14052 |
| Simon Property Group LP, Sr. Unscd. Notes | 3.25 | 9/13/2049 | 102000 | 70279 |
| Simon Property Group LP, Sr. Unscd. Notes | 3.38 | 6/15/2027 | 48000 | 47712 |
| Simon Property Group LP, Sr. Unscd. Notes | 3.38 | 12/1/2027 | 90000 | 89328 |
| Simon Property Group LP, Sr. Unscd. Notes | 4.75 | 9/26/2034 | 100000 | 99169 |
| Simon Property Group LP, Sr. Unscd. Notes | 4.75 | 3/15/2042 | 70000 | 64437 |
| Simon Property Group LP, Sr. Unscd. Notes | 5.13 | 10/1/2035 | 200000 | 202213 |
| Simon Property Group LP, Sr. Unscd. Notes | 5.50 | 3/8/2033 | 30000 | 31483 |
| Simon Property Group LP, Sr. Unscd. Notes | 6.25 | 1/15/2034 | 50000 | 54619 |
| Store Capital LLC, Sr. Unscd. Notes | 2.70 | 12/1/2031 | 78000 | 68955 |
| Store Capital LLC, Sr. Unscd. Notes | 2.75 | 11/18/2030 | 20000 | 18201 |
| Sun Communities Operating LP, Gtd. Notes | 4.20 | 4/15/2032 | 35000 | 33988 |
| Tanger Properties LP, Sr. Unscd. Notes | 2.75 | 9/1/2031 | 90000 | 81793 |
| UDR, Inc., Gtd. Notes | 2.10 | 8/1/2032 | 48000 | 41173 |
| UDR, Inc., Gtd. Notes | 3.00 | 8/15/2031 | 50000 | 46370 |
| Ventas Realty LP, Gtd. Notes | 3.00 | 1/15/2030 | 15000 | 14274 |
| Ventas Realty LP, Gtd. Notes | 4.40 | 1/15/2029 | 228000 | 229268 |
| Ventas Realty LP, Gtd. Notes | 4.88 | 4/15/2049 | 15000 | 13142 |
| VICI Properties LP, Sr. Unscd. Notes | 4.95 | 2/15/2030 | 315000 | 318759 |
| VICI Properties LP, Sr. Unscd. Notes | 5.63 | 5/15/2052 | 208000 | 194545 |
| Welltower OP LLC, Gtd. Notes | 2.75 | 1/15/2031 | 237000 | 220438 |
| Welltower OP LLC, Gtd. Notes | 3.10 | 1/15/2030 | 52000 | 49856 |
| Weyerhaeuser Co., Sr. Unscd. Notes | 4.00 | 11/15/2029 | 375000 | 371473 |
| Weyerhaeuser Co., Sr. Unscd. Notes | 4.00 | 4/15/2030 | 25000 | 24631 |
| Weyerhaeuser Co., Sr. Unscd. Notes | 4.00 | 3/9/2052 | 41000 | 31485 |
| WP Carey, Inc., Sr. Unscd. Notes | 2.25 | 4/1/2033 | 50000 | 42218 |
| WP Carey, Inc., Sr. Unscd. Notes | 3.85 | 7/15/2029 | 25000 | 24717 |
|  |  |  |  | **19335368** |

---

**52**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Retailing — .6%** | **Retailing — .6%** | **Retailing — .6%** | **Retailing — .6%** | **Retailing — .6%** |
| AutoNation, Inc., Sr. Unscd. Notes | 1.95 | 8/1/2028 | 45000 | 42579 |
| AutoNation, Inc., Sr. Unscd. Notes | 5.89 | 3/15/2035 | 100000 | 103664 |
| AutoZone, Inc., Sr. Unscd. Notes | 4.00 | 4/15/2030 | 75000 | 74056 |
| AutoZone, Inc., Sr. Unscd. Notes | 4.50 | 2/1/2028 | 19000 | 19175 |
| AutoZone, Inc., Sr. Unscd. Notes | 6.25 | 11/1/2028 | 411000 | 433541 |
| Best Buy Co., Inc., Sr. Unscd. Notes | 4.45 | 10/1/2028 | 318000 | 320990 |
| Costco Wholesale Corp., Sr. Unscd. Notes | 1.38 | 6/20/2027 | 70000 | 67952 |
| Costco Wholesale Corp., Sr. Unscd. Notes | 1.60 | 4/20/2030 | 15000 | 13600 |
| Costco Wholesale Corp., Sr. Unscd. Notes | 3.00 | 5/18/2027 | 333000 | 330662 |
| Darden Restaurants, Inc., Sr. Unscd. Notes | 3.85 | 5/1/2027 | 260000 | 259429 |
| Dick's Sporting Goods, Inc., Sr. Unscd. Notes | 3.15 | 1/15/2032 | 80000 | 73673 |
| Dick's Sporting Goods, Inc., Sr. Unscd. Notes | 4.10 | 1/15/2052 | 85000 | 62136 |
| Dollar General Corp., Sr. Unscd. Notes | 3.50 | 4/3/2030 | 50000 | 48272 |
| Dollar General Corp., Sr. Unscd. Notes | 4.13 | 4/3/2050 | 153000 | 120211 |
| Dollar General Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.20 | 7/5/2028 | 10000 | 10250 |
| Dollar General Corp., Sr. Unscd. Notes | 5.45 | 7/5/2033 | 325000 | 336658 |
| Dollar Tree, Inc., Sr. Unscd. Notes | 3.38 | 12/1/2051 | 25000 | 16829 |
| Dollar Tree, Inc., Sr. Unscd. Notes | 4.20 | 5/15/2028 | 136000 | 136144 |
| Genuine Parts Co., Sr. Unscd. Notes | 2.75 | 2/1/2032 | 20000 | 17717 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 1.70 | 9/15/2028 | 420000 | 396273 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 1.70 | 10/15/2030 | 40000 | 35598 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 2.63 | 4/1/2031 | 110000 | 101134 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 3.00 | 10/15/2050 | 85000 | 54445 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 3.50 | 4/1/2051 | 107000 | 74939 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 3.70 | 4/15/2046 | 433000 | 329640 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 3.75 | 4/1/2032 | 305000 | 292699 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 4.00 | 10/15/2028 | 1040000 | 1041107 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 4.05 | 5/3/2047 | 105000 | 83441 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 4.25 | 4/1/2052 | 209000 | 165505 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 4.45 | 4/1/2062 | 129000 | 101236 |
| Lowe's Companies, Inc., Sr. Unscd. Notes | 5.80 | 9/15/2062 | 40000 | 39267 |
| McDonald's Corp., Sr. Unscd. Notes | 2.63 | 9/1/2029 | 341000 | 325455 |
| McDonald's Corp., Sr. Unscd. Notes | 3.63 | 9/1/2049 | 115000 | 84736 |
| McDonald's Corp., Sr. Unscd. Notes | 3.80 | 4/1/2028 | 26000 | 25980 |
| McDonald's Corp., Sr. Unscd. Notes | 4.20 | 4/1/2050 | 175000 | 140987 |
| McDonald's Corp., Sr. Unscd. Notes | 4.45 | 3/1/2047 | 241000 | 206052 |
| McDonald's Corp., Sr. Unscd. Notes | 4.45 | 9/1/2048 | 240000 | 203557 |
| McDonald's Corp., Sr. Unscd. Notes | 4.70 | 12/9/2035 | 269000 | 266929 |
| McDonald's Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.95 | 8/14/2033 | 125000 | 128369 |
| McDonald's Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.45 | 8/14/2053 | 115000 | 111550 |
| McDonald's Corp., Sr. Unscd. Notes | 5.70 | 2/1/2039 | 65000 | 68344 |
| McDonald's Corp., Sr. Unscd. Notes | 6.30 | 3/1/2038 | 135000 | 148946 |
| O'Reilly Automotive, Inc., Sr. Unscd. Notes | 1.75 | 3/15/2031 | 20000 | 17561 |
| O'Reilly Automotive, Inc., Sr. Unscd. Notes | 3.60 | 9/1/2027 | 50000 | 49724 |
| O'Reilly Automotive, Inc., Sr. Unscd. Notes | 3.90 | 6/1/2029 | 45000 | 44660 |
| Starbucks Corp., Sr. Unscd. Notes | 2.00 | 3/12/2027 | 120000 | 117548 |
| Starbucks Corp., Sr. Unscd. Notes | 3.35 | 3/12/2050 | 60000 | 41148 |
| Starbucks Corp., Sr. Unscd. Notes | 3.50 | 11/15/2050 | 102000 | 72122 |
| Starbucks Corp., Sr. Unscd. Notes | 3.55 | 8/15/2029 | 168000 | 165091 |
| Starbucks Corp., Sr. Unscd. Notes | 3.75 | 12/1/2047 | 150000 | 113487 |

---

**53**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Retailing — .6% (continued)** | **Retailing — .6% (continued)** | **Retailing — .6% (continued)** | **Retailing — .6% (continued)** | **Retailing — .6% (continued)** |
| Starbucks Corp., Sr. Unscd. Notes | 4.45 | 8/15/2049 | 40000 | 33463 |
| Starbucks Corp., Sr. Unscd. Notes | 4.80 | 2/15/2033 | 165000 | 166768 |
| Target Corp., Sr. Unscd. Notes | 2.35 | 2/15/2030 | 40000 | 37463 |
| Target Corp., Sr. Unscd. Notes | 2.95 | 1/15/2052 | 120000 | 77059 |
| Target Corp., Sr. Unscd. Notes | 3.38 | 4/15/2029 | 223000 | 219206 |
| Target Corp., Sr. Unscd. Notes | 4.50 | 9/15/2032 | 100000 | 100962 |
| Target Corp., Sr. Unscd. Notes | 4.80 | 1/15/2053 | 265000 | 236309 |
| The Home Depot, Inc., Sr. Unscd. Notes | 1.38 | 3/15/2031 | 127000 | 110397 |
| The Home Depot, Inc., Sr. Unscd. Notes | 2.38 | 3/15/2051 | 271000 | 155878 |
| The Home Depot, Inc., Sr. Unscd. Notes | 2.70 | 4/15/2030 | 168000 | 159036 |
| The Home Depot, Inc., Sr. Unscd. Notes | 2.95 | 6/15/2029 | 125000 | 121216 |
| The Home Depot, Inc., Sr. Unscd. Notes | 3.50 | 9/15/2056 | 15000 | 10469 |
| The Home Depot, Inc., Sr. Unscd. Notes | 3.63 | 4/15/2052 | 150000 | 109947 |
| The Home Depot, Inc., Sr. Unscd. Notes | 4.25 | 4/1/2046 | 400000 | 338377 |
| The Home Depot, Inc., Sr. Unscd. Notes | 4.50 | 9/15/2032 | 600000 | 606680 |
| The Home Depot, Inc., Sr. Unscd. Notes | 4.75 | 6/25/2029 | 839000 | 859918 |
| The Home Depot, Inc., Sr. Unscd. Notes | 4.95 | 6/25/2034 | 640000 | 652550 |
| The Home Depot, Inc., Sr. Unscd. Notes | 5.88 | 12/16/2036 | 300000 | 323906 |
| The TJX Companies, Inc., Sr. Unscd. Notes | 1.15 | 5/15/2028 | 10000 | 9423 |
| The TJX Companies, Inc., Sr. Unscd. Notes | 1.60 | 5/15/2031 | 102000 | 89535 |
| Tractor Supply Co., Sr. Unscd. Notes | 5.25 | 5/15/2033 | 15000 | 15459 |
| Walmart, Inc., Sr. Unscd. Notes | 1.50 | 9/22/2028 | 60000 | 56851 |
| Walmart, Inc., Sr. Unscd. Notes | 2.50 | 9/22/2041 | 100000 | 72274 |
| Walmart, Inc., Sr. Unscd. Notes | 2.65 | 9/22/2051 | 285000 | 178822 |
| Walmart, Inc., Sr. Unscd. Notes | 2.95 | 9/24/2049 | 213000 | 145024 |
| Walmart, Inc., Sr. Unscd. Notes | 3.70 | 6/26/2028 | 50000 | 50115 |
| Walmart, Inc., Sr. Unscd. Notes | 3.90 | 4/15/2028 | 15000 | 15074 |
| Walmart, Inc., Sr. Unscd. Notes | 3.95 | 6/28/2038 | 10000 | 9278 |
| Walmart, Inc., Sr. Unscd. Notes | 4.00 | 4/15/2030 | 105000 | 105689 |
| Walmart, Inc., Sr. Unscd. Notes | 4.05 | 6/29/2048 | 213000 | 177233 |
| Walmart, Inc., Sr. Unscd. Notes | 4.10 | 4/15/2033 | 525000 | 522011 |
| Walmart, Inc., Sr. Unscd. Notes | 4.50 | 9/9/2052 | 129000 | 113290 |
| Walmart, Inc., Sr. Unscd. Notes | 5.25 | 9/1/2035 | 70000 | 73911 |
|  |  |  |  | **13488661** |
| **Semiconductors & Semiconductor Equipment — .6%** | **Semiconductors & Semiconductor Equipment — .6%** | **Semiconductors & Semiconductor Equipment — .6%** | **Semiconductors & Semiconductor Equipment — .6%** | **Semiconductors & Semiconductor Equipment — .6%** |
| Analog Devices, Inc., Sr. Unscd. Notes | 1.70 | 10/1/2028 | 370000 | 349853 |
| Analog Devices, Inc., Sr. Unscd. Notes | 2.95 | 10/1/2051 | 200000 | 129634 |
| Analog Devices, Inc., Sr. Unscd. Notes | 3.45 | 6/15/2027 | 202000 | 201038 |
| Applied Materials, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.10 | 10/1/2035 | 330000 | 339578 |
| Broadcom Corp./Broadcom Cayman Finance Ltd., Gtd. Notes | 3.50 | 1/15/2028 | 387000 | 384679 |
| Broadcom, Inc., Gtd. Notes | 1.95 | 2/15/2028 | 30000 | 28894 |
| Broadcom, Inc., Gtd. Notes | 2.45 | 2/15/2031 | 200000 | 182977 |
| Broadcom, Inc., Gtd. Notes | 2.60 | 2/15/2033 | 70000 | 61528 |
| Broadcom, Inc., Gtd. Notes | 3.50 | 2/15/2041 | 205000 | 166383 |
| Broadcom, Inc., Sr. Unscd. Notes<sup>(c)</sup> <br>| 3.19 | 11/15/2036 | 275000 | 232829 |
| Broadcom, Inc., Sr. Unscd. Notes | 3.47 | 4/15/2034 | 1099000 | 999411 |
| Broadcom, Inc., Sr. Unscd. Notes<sup>(c)</sup> <br>| 4.00 | 4/15/2029 | 50000 | 49859 |
| Broadcom, Inc., Sr. Unscd. Notes<sup>(c)</sup> <br>| 4.15 | 4/15/2032 | 175000 | 171099 |
| Broadcom, Inc., Sr. Unscd. Notes | 4.60 | 7/15/2030 | 190000 | 192601 |
| Broadcom, Inc., Sr. Unscd. Notes | 4.80 | 2/15/2036 | 1130000 | 1114678 |

---

**54**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Semiconductors & Semiconductor Equipment — .6% (continued)** | **Semiconductors & Semiconductor Equipment — .6% (continued)** | **Semiconductors & Semiconductor Equipment — .6% (continued)** | **Semiconductors & Semiconductor Equipment — .6% (continued)** | **Semiconductors & Semiconductor Equipment — .6% (continued)** |
| Broadcom, Inc., Sr. Unscd. Notes | 4.90 | 7/15/2032 | 200000 | 203990 |
| Broadcom, Inc., Sr. Unscd. Notes<sup>(c)</sup> <br>| 4.93 | 5/15/2037 | 50000 | 49255 |
| Broadcom, Inc., Sr. Unscd. Notes | 5.15 | 11/15/2031 | 295000 | 305913 |
| Broadcom, Inc., Sr. Unscd. Notes | 5.20 | 7/15/2035 | 100000 | 102157 |
| Intel Corp., Sr. Unscd. Notes | 2.45 | 11/15/2029 | 155000 | 145091 |
| Intel Corp., Sr. Unscd. Notes | 2.80 | 8/12/2041 | 50000 | 35269 |
| Intel Corp., Sr. Unscd. Notes | 3.10 | 2/15/2060 | 170000 | 97076 |
| Intel Corp., Sr. Unscd. Notes | 3.20 | 8/12/2061 | 50000 | 28849 |
| Intel Corp., Sr. Unscd. Notes | 3.25 | 11/15/2049 | 50000 | 32458 |
| Intel Corp., Sr. Unscd. Notes | 3.73 | 12/8/2047 | 355000 | 255647 |
| Intel Corp., Sr. Unscd. Notes | 3.90 | 3/25/2030 | 150000 | 147166 |
| Intel Corp., Sr. Unscd. Notes | 4.00 | 8/5/2029 | 200000 | 198574 |
| Intel Corp., Sr. Unscd. Notes | 4.00 | 12/15/2032 | 764000 | 731545 |
| Intel Corp., Sr. Unscd. Notes | 4.10 | 5/19/2046 | 75000 | 57940 |
| Intel Corp., Sr. Unscd. Notes | 4.60 | 3/25/2040 | 95000 | 85122 |
| Intel Corp., Sr. Unscd. Notes | 4.75 | 3/25/2050 | 150000 | 123910 |
| Intel Corp., Sr. Unscd. Notes | 4.90 | 8/5/2052 | 70000 | 58784 |
| Intel Corp., Sr. Unscd. Notes | 4.95 | 3/25/2060 | 50000 | 40996 |
| Intel Corp., Sr. Unscd. Notes | 5.05 | 8/5/2062 | 130000 | 107507 |
| Intel Corp., Sr. Unscd. Notes | 5.13 | 2/10/2030 | 50000 | 51261 |
| Intel Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.20 | 2/10/2033 | 550000 | 560657 |
| Intel Corp., Sr. Unscd. Notes | 5.63 | 2/10/2043 | 50000 | 48705 |
| Intel Corp., Sr. Unscd. Notes | 5.70 | 2/10/2053 | 70000 | 66017 |
| KLA Corp., Sr. Unscd. Notes | 3.30 | 3/1/2050 | 50000 | 35024 |
| KLA Corp., Sr. Unscd. Notes | 4.10 | 3/15/2029 | 54000 | 54207 |
| KLA Corp., Sr. Unscd. Notes | 5.25 | 7/15/2062 | 221000 | 205229 |
| LAM Research Corp., Sr. Unscd. Notes | 2.88 | 6/15/2050 | 44000 | 28621 |
| LAM Research Corp., Sr. Unscd. Notes | 3.13 | 6/15/2060 | 625000 | 389205 |
| Marvell Technology, Inc., Gtd. Notes | 4.75 | 7/15/2030 | 50000 | 50624 |
| Micron Technology, Inc., Sr. Unscd. Notes | 3.37 | 11/1/2041 | 150000 | 116103 |
| Micron Technology, Inc., Sr. Unscd. Notes | 4.66 | 2/15/2030 | 88000 | 88789 |
| Micron Technology, Inc., Sr. Unscd. Notes | 5.65 | 11/1/2032 | 149000 | 157257 |
| Micron Technology, Inc., Sr. Unscd. Notes | 5.88 | 2/9/2033 | 50000 | 53177 |
| NVIDIA Corp., Sr. Unscd. Notes | 1.55 | 6/15/2028 | 222000 | 211420 |
| NVIDIA Corp., Sr. Unscd. Notes | 2.00 | 6/15/2031 | 220000 | 198197 |
| NVIDIA Corp., Sr. Unscd. Notes | 2.85 | 4/1/2030 | 124000 | 118515 |
| NVIDIA Corp., Sr. Unscd. Notes | 3.50 | 4/1/2040 | 175000 | 147753 |
| NVIDIA Corp., Sr. Unscd. Notes | 3.50 | 4/1/2050 | 421000 | 311988 |
| NXP BV/NXP Funding LLC, Gtd. Notes | 5.55 | 12/1/2028 | 40000 | 41399 |
| NXP BV/NXP Funding LLC/NXP USA, Inc., Gtd. Notes | 3.25 | 5/11/2041 | 25000 | 18926 |
| NXP BV/NXP Funding LLC/NXP USA, Inc., Gtd. Notes | 3.25 | 11/30/2051 | 80000 | 52974 |
| NXP BV/NXP Funding LLC/NXP USA, Inc., Gtd. Notes | 4.30 | 6/18/2029 | 6000 | 6013 |
| QUALCOMM, Inc., Sr. Unscd. Notes | 2.15 | 5/20/2030 | 100000 | 92159 |
| QUALCOMM, Inc., Sr. Unscd. Notes | 3.25 | 5/20/2050 | 50000 | 34421 |
| QUALCOMM, Inc., Sr. Unscd. Notes | 4.30 | 5/20/2047 | 355000 | 296585 |
| QUALCOMM, Inc., Sr. Unscd. Notes | 5.00 | 5/20/2035 | 200000 | 202259 |
| QUALCOMM, Inc., Sr. Unscd. Notes | 6.00 | 5/20/2053 | 60000 | 62883 |
| Texas Instruments, Inc., Sr. Unscd. Notes | 1.90 | 9/15/2031 | 50000 | 44405 |
| Texas Instruments, Inc., Sr. Unscd. Notes | 4.15 | 5/15/2048 | 450000 | 372021 |
| Texas Instruments, Inc., Sr. Unscd. Notes | 4.60 | 2/15/2028 | 718000 | 729151 |

---

**55**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Semiconductors & Semiconductor Equipment — .6% (continued)** | **Semiconductors & Semiconductor Equipment — .6% (continued)** | **Semiconductors & Semiconductor Equipment — .6% (continued)** | **Semiconductors & Semiconductor Equipment — .6% (continued)** | **Semiconductors & Semiconductor Equipment — .6% (continued)** |
| Texas Instruments, Inc., Sr. Unscd. Notes | 4.60 | 2/8/2029 | 4000 | 4088 |
| Texas Instruments, Inc., Sr. Unscd. Notes | 5.00 | 3/14/2053 | 65000 | 59762 |
| Texas Instruments, Inc., Sr. Unscd. Notes | 5.05 | 5/18/2063 | 135000 | 121530 |
| TSMC Arizona Corp., Gtd. Notes | 2.50 | 10/25/2031 | 260000 | 237004 |
| TSMC Arizona Corp., Gtd. Notes | 4.50 | 4/22/2052 | 5000 | 4669 |
| Xilinx, Inc., Gtd. Notes | 2.38 | 6/1/2030 | 40000 | 37209 |
|  |  |  |  | **12722497** |
| **Supranational Bank — 1.3%** | **Supranational Bank — 1.3%** | **Supranational Bank — 1.3%** | **Supranational Bank — 1.3%** | **Supranational Bank — 1.3%** |
| African Development Bank, Jr. Sub. Bonds<sup>(d)</sup> <br>| 5.88 | 5/7/2035 | 50000 | 49878 |
| African Development Bank, Jr. Sub. Notes<sup>(d)</sup> <br>| 5.75 | 5/7/2034 | 460000 | 458648 |
| African Development Bank, Sr. Unscd. Bonds | 4.38 | 3/14/2028 | 250000 | 253903 |
| African Development Bank, Sr. Unscd. Notes | 4.38 | 11/3/2027 | 1365000 | 1382925 |
| African Development Bank, Unscd. Notes | 4.50 | 6/12/2035 | 100000 | 101588 |
| Asian Development Bank, Sr. Unscd. Bonds | 6.22 | 8/15/2027 | 317000 | 327496 |
| Asian Development Bank, Sr. Unscd. Notes | 1.50 | 3/4/2031 | 35000 | 31232 |
| Asian Development Bank, Sr. Unscd. Notes | 1.75 | 9/19/2029 | 150000 | 140157 |
| Asian Development Bank, Sr. Unscd. Notes | 3.13 | 8/20/2027 | 530000 | 526446 |
| Asian Development Bank, Sr. Unscd. Notes | 3.13 | 9/26/2028 | 273000 | 269551 |
| Asian Development Bank, Sr. Unscd. Notes | 3.88 | 6/14/2033 | 750000 | 739076 |
| Asian Development Bank, Sr. Unscd. Notes | 4.13 | 1/12/2034 | 400000 | 399156 |
| Asian Development Bank, Sr. Unscd. Notes | 4.25 | 1/14/2036 | 500000 | 498566 |
| Asian Development Bank, Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.50 | 8/25/2028 | 915000 | 934731 |
| Asian Development Bank, Sr. Unscd. Notes | 4.75 | 2/12/2030 | 50000 | 50443 |
| Corp. Andina de Fomento, Sr. Unscd. Bonds | 5.00 | 1/22/2030 | 30000 | 31022 |
| Corp. Andina de Fomento, Sr. Unscd. Notes | 2.25 | 2/8/2027 | 355000 | 349271 |
| Corp. Andina de Fomento, Sr. Unscd. Notes | 5.00 | 1/24/2029 | 370000 | 381057 |
| Council of Europe Development Bank, Sr. Unscd. Bonds | 3.63 | 1/26/2028 | 75000 | 75041 |
| European Bank for Reconstruction & Development, Notes | 4.38 | 3/9/2028 | 718000 | 728881 |
| European Bank for Reconstruction & Development, Sr. Unscd. Notes | 4.25 | 3/13/2034 | 455000 | 457076 |
| European Investment Bank, Sr. Unscd. Bonds | 3.25 | 11/15/2027 | 645000 | 641592 |
| European Investment Bank, Sr. Unscd. Bonds | 3.63 | 7/15/2030 | 900000 | 893799 |
| European Investment Bank, Sr. Unscd. Bonds | 3.75 | 2/14/2033 | 100000 | 98050 |
| European Investment Bank, Sr. Unscd. Bonds | 3.88 | 6/15/2028 | 400000 | 402677 |
| European Investment Bank, Sr. Unscd. Bonds | 4.13 | 2/13/2034 | 715000 | 713790 |
| European Investment Bank, Sr. Unscd. Bonds | 4.25 | 8/16/2032 | 50000 | 50638 |
| European Investment Bank, Sr. Unscd. Bonds | 4.63 | 2/12/2035 | 500000 | 514166 |
| European Investment Bank, Sr. Unscd. Notes | 0.88 | 5/17/2030 | 700000 | 620886 |
| European Investment Bank, Sr. Unscd. Notes | 1.25 | 2/14/2031 | 100000 | 88232 |
| European Investment Bank, Sr. Unscd. Notes | 2.38 | 5/24/2027 | 150000 | 147663 |
| European Investment Bank, Sr. Unscd. Notes | 3.75 | 3/13/2031 | 300000 | 298888 |
| European Investment Bank, Sr. Unscd. Notes | 3.88 | 3/15/2028 | 100000 | 100607 |
| European Investment Bank, Sr. Unscd. Notes | 4.00 | 2/15/2029 | 325000 | 328395 |
| European Investment Bank, Sr. Unscd. Notes | 4.75 | 6/15/2029 | 1315000 | 1359915 |
| Inter-American Development Bank, Sr. Unscd. Bonds | 1.13 | 7/20/2028 | 535000 | 503790 |
| Inter-American Development Bank, Sr. Unscd. Bonds | 4.13 | 2/15/2029 | 450000 | 456114 |
| Inter-American Development Bank, Sr. Unscd. Notes | 1.13 | 1/13/2031 | 880000 | 772978 |
| Inter-American Development Bank, Sr. Unscd. Notes | 2.25 | 6/18/2029 | 255000 | 243573 |
| Inter-American Development Bank, Sr. Unscd. Notes | 3.50 | 9/14/2029 | 138000 | 137113 |
| Inter-American Development Bank, Sr. Unscd. Notes | 3.50 | 4/12/2033 | 20000 | 19242 |
| Inter-American Development Bank, Sr. Unscd. Notes | 3.63 | 9/17/2031 | 700000 | 689588 |

---

**56**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Supranational Bank — 1.3% (continued)** | **Supranational Bank — 1.3% (continued)** | **Supranational Bank — 1.3% (continued)** | **Supranational Bank — 1.3% (continued)** | **Supranational Bank — 1.3% (continued)** |
| Inter-American Development Bank, Sr. Unscd. Notes | 3.88 | 10/28/2041 | 150000 | 133818 |
| Inter-American Development Bank, Sr. Unscd. Notes | 4.38 | 7/16/2035 | 200000 | 201469 |
| Inter-American Development Bank, Unscd. Bonds | 0.63 | 9/16/2027 | 115000 | 109676 |
| Inter-American Investment Corp., Sr. Unscd. Bonds | 3.63 | 2/17/2027 | 385000 | 384378 |
| Inter-American Investment Corp., Sr. Unscd. Bonds | 4.25 | 4/1/2030 | 30000 | 30441 |
| Inter-American Investment Corp., Sr. Unscd. Notes | 3.63 | 11/20/2028 | 500000 | 498843 |
| Inter-American Investment Corp., Sr. Unscd. Notes | 4.25 | 2/14/2029 | 25000 | 25366 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds | 0.75 | 8/26/2030 | 775000 | 676316 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds | 1.13 | 9/13/2028 | 1000000 | 938530 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds | 1.25 | 2/10/2031 | 250000 | 220548 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds | 3.13 | 6/15/2027 | 1525000 | 1515685 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds | 3.88 | 10/16/2029 | 800000 | 804707 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds | 3.88 | 8/28/2034 | 30000 | 29265 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds | 4.00 | 7/25/2030 | 155000 | 156223 |
| International Bank for Reconstruction & Development, Sr. Unscd. Notes | 1.63 | 11/3/2031 | 2555000 | 2253233 |
| International Bank for Reconstruction & Development, Sr. Unscd. Notes | 2.50 | 3/29/2032 | 400000 | 368172 |
| International Bank for Reconstruction & Development, Sr. Unscd. Notes | 4.75 | 2/15/2035 | 160000 | 165927 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & Development, Sr. Unscd. Notes, Ser. <br> GDIF<br>| 2.50 | 11/22/2027 | 1098000 | 1077580 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & Development, Sr. Unscd. Notes, Ser. <br> GDIF<br>| 5.10 | 4/5/2034 | 85000 | 85701 |
| International Finance Corp., Sr. Unscd. Notes | 0.75 | 8/27/2030 | 350000 | 305317 |
| Nordic Investment Bank, Sr. Unscd. Bonds | 3.75 | 8/28/2028 | 250000 | 250706 |
| Nordic Investment Bank, Sr. Unscd. Notes | 3.38 | 9/8/2027 | 30000 | 29892 |
| The Asian Infrastructure Investment Bank, Sr. Unscd. Bonds | 4.13 | 1/18/2029 | 400000 | 405278 |
| The Asian Infrastructure Investment Bank, Sr. Unscd. Notes | 4.13 | 1/14/2036 | 500000 | 494554 |
| The Asian Infrastructure Investment Bank, Sr. Unscd. Notes | 4.50 | 1/16/2030 | 20000 | 20564 |
|  |  |  |  | **28450029** |
| **Technology Hardware & Equipment — .5%** | **Technology Hardware & Equipment — .5%** | **Technology Hardware & Equipment — .5%** | **Technology Hardware & Equipment — .5%** | **Technology Hardware & Equipment — .5%** |
| Accenture Capital, Inc., Gtd. Notes | 4.50 | 10/4/2034 | 200000 | 196518 |
| Amdocs Ltd., Sr. Unscd. Notes | 2.54 | 6/15/2030 | 140000 | 128624 |
| Apple, Inc., Sr. Unscd. Bonds<sup>(a)</sup> <br>| 4.75 | 5/12/2035 | 300000 | 306368 |
| Apple, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 1.25 | 8/20/2030 | 138000 | 122482 |
| Apple, Inc., Sr. Unscd. Notes | 1.40 | 8/5/2028 | 105000 | 99419 |
| Apple, Inc., Sr. Unscd. Notes | 1.65 | 5/11/2030 | 500000 | 454751 |
| Apple, Inc., Sr. Unscd. Notes | 1.70 | 8/5/2031 | 250000 | 221259 |
| Apple, Inc., Sr. Unscd. Notes | 2.20 | 9/11/2029 | 152000 | 143712 |
| Apple, Inc., Sr. Unscd. Notes | 2.38 | 2/8/2041 | 60000 | 42968 |
| Apple, Inc., Sr. Unscd. Notes | 2.65 | 5/11/2050 | 485000 | 301775 |
| Apple, Inc., Sr. Unscd. Notes | 2.65 | 2/8/2051 | 381000 | 235027 |
| Apple, Inc., Sr. Unscd. Notes | 2.70 | 8/5/2051 | 370000 | 229373 |
| Apple, Inc., Sr. Unscd. Notes | 2.85 | 8/5/2061 | 100000 | 58734 |
| Apple, Inc., Sr. Unscd. Notes | 2.90 | 9/12/2027 | 36000 | 35609 |
| Apple, Inc., Sr. Unscd. Notes | 2.95 | 9/11/2049 | 150000 | 100132 |
| Apple, Inc., Sr. Unscd. Notes | 3.00 | 6/20/2027 | 260000 | 258013 |
| Apple, Inc., Sr. Unscd. Notes | 3.25 | 8/8/2029 | 166000 | 163171 |
| Apple, Inc., Sr. Unscd. Notes | 3.35 | 2/9/2027 | 281000 | 280095 |
| Apple, Inc., Sr. Unscd. Notes | 3.35 | 8/8/2032 | 155000 | 148437 |
| Apple, Inc., Sr. Unscd. Notes | 3.85 | 5/4/2043 | 411000 | 345258 |
| Apple, Inc., Sr. Unscd. Notes | 3.85 | 8/4/2046 | 166000 | 134111 |

---

**57**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Technology Hardware & Equipment — .5% (continued)** | **Technology Hardware & Equipment — .5% (continued)** | **Technology Hardware & Equipment — .5% (continued)** | **Technology Hardware & Equipment — .5% (continued)** | **Technology Hardware & Equipment — .5% (continued)** |
| Apple, Inc., Sr. Unscd. Notes | 3.95 | 8/8/2052 | 25000 | 19752 |
| Apple, Inc., Sr. Unscd. Notes | 4.00 | 5/10/2028 | 350000 | 352739 |
| Apple, Inc., Sr. Unscd. Notes | 4.15 | 5/10/2030 | 116000 | 117115 |
| Apple, Inc., Sr. Unscd. Notes | 4.20 | 5/12/2030 | 200000 | 202115 |
| Apple, Inc., Sr. Unscd. Notes | 4.50 | 5/12/2032 | 200000 | 204347 |
| Apple, Inc., Sr. Unscd. Notes | 4.65 | 2/23/2046 | 207000 | 188843 |
| Apple, Inc., Sr. Unscd. Notes | 4.85 | 5/10/2053 | 85000 | 79865 |
| Dell International LLC/EMC Corp., Gtd. Notes | 3.38 | 12/15/2041 | 108000 | 81600 |
| Dell International LLC/EMC Corp., Gtd. Notes<sup>(a)</sup> <br>| 3.45 | 12/15/2051 | 40000 | 27337 |
| Dell International LLC/EMC Corp., Gtd. Notes | 5.75 | 2/1/2033 | 25000 | 26232 |
| Dell International LLC/EMC Corp., Gtd. Notes | 8.10 | 7/15/2036 | 19000 | 22797 |
| Dell International LLC/EMC Corp., Sr. Unscd. Notes | 5.30 | 10/1/2029 | 168000 | 173264 |
| Dell International LLC/EMC Corp., Sr. Unscd. Notes | 6.20 | 7/15/2030 | 110000 | 117368 |
| Dell International LLC/EMC Corp., Sr. Unscd. Notes | 8.35 | 7/15/2046 | 100000 | 125860 |
| Dell, Inc., Sr. Unscd. Notes | 6.50 | 4/15/2038 | 20000 | 21345 |
| Hewlett Packard Enterprise Co., Sr. Unscd. Notes | 4.55 | 10/15/2029 | 500000 | 503672 |
| Hewlett Packard Enterprise Co., Sr. Unscd. Notes | 5.60 | 10/15/2054 | 350000 | 320902 |
| Hewlett Packard Enterprise Co., Sr. Unscd. Notes | 6.20 | 10/15/2035 | 101000 | 108298 |
| HP, Inc., Sr. Unscd. Notes | 3.00 | 6/17/2027 | 397000 | 391717 |
| HP, Inc., Sr. Unscd. Notes | 4.75 | 1/15/2028 | 20000 | 20255 |
| International Business Machines Corp., Sr. Unscd. Notes | 1.70 | 5/15/2027 | 50000 | 48682 |
| International Business Machines Corp., Sr. Unscd. Notes | 2.95 | 5/15/2050 | 345000 | 219349 |
| International Business Machines Corp., Sr. Unscd. Notes | 3.43 | 2/9/2052 | 60000 | 41055 |
| International Business Machines Corp., Sr. Unscd. Notes | 4.00 | 6/20/2042 | 140000 | 117050 |
| International Business Machines Corp., Sr. Unscd. Notes | 4.15 | 7/27/2027 | 357000 | 358720 |
| International Business Machines Corp., Sr. Unscd. Notes | 4.15 | 5/15/2039 | 189900 | 169280 |
| International Business Machines Corp., Sr. Unscd. Notes | 4.50 | 2/6/2028 | 215000 | 217691 |
| International Business Machines Corp., Sr. Unscd. Notes | 4.70 | 2/19/2046 | 160000 | 141095 |
| International Business Machines Corp., Sr. Unscd. Notes | 4.90 | 7/27/2052 | 200000 | 175553 |
| International Business Machines Corp., Sr. Unscd. Notes | 5.10 | 2/6/2053 | 65000 | 59034 |
| International Business Machines Corp., Sr. Unscd. Notes | 7.13 | 12/1/2096 | 140000 | 163591 |
| Kyndryl Holdings, Inc., Sr. Unscd. Notes | 2.70 | 10/15/2028 | 50000 | 48049 |
| Kyndryl Holdings, Inc., Sr. Unscd. Notes | 4.10 | 10/15/2041 | 500000 | 394031 |
| Kyndryl Holdings, Inc., Sr. Unscd. Notes | 6.35 | 2/20/2034 | 300000 | 314816 |
| Leidos, Inc., Gtd. Notes | 5.50 | 3/15/2035 | 100000 | 103762 |
| Teledyne FLIR LLC, Sr. Unscd. Notes | 2.50 | 8/1/2030 | 25000 | 23155 |
| Western Digital Corp., Sr. Scd. Notes | 2.85 | 2/1/2029 | 270000 | 257626 |
| Western Digital Corp., Sr. Scd. Notes | 3.10 | 2/1/2032 | 510000 | 470004 |
|  |  |  |  | **10433802** |
| **Telecommunication Services — 1.0%** | **Telecommunication Services — 1.0%** | **Telecommunication Services — 1.0%** | **Telecommunication Services — 1.0%** | **Telecommunication Services — 1.0%** |
| America Movil SAB de CV, Gtd. Notes | 6.13 | 3/30/2040 | 20000 | 21135 |
| America Movil SAB de CV, Sr. Unscd. Notes | 4.38 | 7/16/2042 | 305000 | 264829 |
| AT&T, Inc., Sr. Unscd. Bonds | 5.65 | 2/15/2047 | 50000 | 50064 |
| AT&T, Inc., Sr. Unscd. Notes | 1.65 | 2/1/2028 | 305000 | 291541 |
| AT&T, Inc., Sr. Unscd. Notes | 2.25 | 2/1/2032 | 125400 | 110196 |
| AT&T, Inc., Sr. Unscd. Notes | 2.55 | 12/1/2033 | 382000 | 324807 |
| AT&T, Inc., Sr. Unscd. Notes | 3.10 | 2/1/2043 | 60000 | 43751 |
| AT&T, Inc., Sr. Unscd. Notes | 3.30 | 2/1/2052 | 200000 | 129583 |
| AT&T, Inc., Sr. Unscd. Notes | 3.50 | 9/15/2053 | 470000 | 313599 |
| AT&T, Inc., Sr. Unscd. Notes | 3.55 | 9/15/2055 | 493000 | 326830 |

---

**58**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** |
| AT&T, Inc., Sr. Unscd. Notes | 3.65 | 6/1/2051 | 150000 | 105095 |
| AT&T, Inc., Sr. Unscd. Notes | 3.65 | 9/15/2059 | 535000 | 352612 |
| AT&T, Inc., Sr. Unscd. Notes | 3.80 | 2/15/2027 | 65000 | 64896 |
| AT&T, Inc., Sr. Unscd. Notes | 3.80 | 12/1/2057 | 615000 | 422681 |
| AT&T, Inc., Sr. Unscd. Notes | 3.85 | 6/1/2060 | 105000 | 71880 |
| AT&T, Inc., Sr. Unscd. Notes | 4.10 | 2/15/2028 | 165000 | 165369 |
| AT&T, Inc., Sr. Unscd. Notes | 4.30 | 2/15/2030 | 75000 | 75053 |
| AT&T, Inc., Sr. Unscd. Notes | 4.35 | 3/1/2029 | 400000 | 402786 |
| AT&T, Inc., Sr. Unscd. Notes | 4.50 | 5/15/2035 | 62000 | 59295 |
| AT&T, Inc., Sr. Unscd. Notes | 4.50 | 3/9/2048 | 260500 | 214098 |
| AT&T, Inc., Sr. Unscd. Notes | 4.55 | 3/9/2049 | 50000 | 41182 |
| AT&T, Inc., Sr. Unscd. Notes | 4.75 | 5/15/2046 | 700000 | 604048 |
| AT&T, Inc., Sr. Unscd. Notes | 4.90 | 11/1/2035 | 300000 | 295322 |
| AT&T, Inc., Sr. Unscd. Notes | 5.15 | 3/15/2042 | 219000 | 206945 |
| AT&T, Inc., Sr. Unscd. Notes | 5.25 | 3/1/2037 | 250000 | 251227 |
| AT&T, Inc., Sr. Unscd. Notes | 5.40 | 2/15/2034 | 508000 | 523773 |
| AT&T, Inc., Sr. Unscd. Notes | 5.70 | 11/1/2054 | 75000 | 71593 |
| Bell Telephone Co. of Canada or Bell Canada, Gtd. Notes | 4.30 | 7/29/2049 | 79000 | 62840 |
| Bell Telephone Co. of Canada or Bell Canada, Gtd. Notes | 4.46 | 4/1/2048 | 74000 | 61308 |
| Bell Telephone Co. of Canada or Bell Canada, Gtd. Notes | 5.55 | 2/15/2054 | 106000 | 101832 |
| British Telecommunications PLC, Sr. Unscd. Notes | 5.13 | 12/4/2028 | 100000 | 102593 |
| Cisco Systems, Inc., Sr. Unscd. Notes | 5.30 | 2/26/2054 | 50000 | 47823 |
| Cisco Systems, Inc., Sr. Unscd. Notes | 5.35 | 2/26/2064 | 732000 | 692580 |
| Cisco Systems, Inc., Sr. Unscd. Notes | 5.50 | 1/15/2040 | 125000 | 129307 |
| Corning, Inc., Sr. Unscd. Notes | 3.90 | 11/15/2049 | 50000 | 38693 |
| Corning, Inc., Sr. Unscd. Notes | 5.35 | 11/15/2048 | 60000 | 58559 |
| Corning, Inc., Sr. Unscd. Notes | 5.45 | 11/15/2079 | 197000 | 181260 |
| Corning, Inc., Sr. Unscd. Notes | 5.85 | 11/15/2068 | 55000 | 53680 |
| Deutsche Telekom International Finance BV, Gtd. Bonds | 8.75 | 6/15/2030 | 50000 | 58300 |
| Deutsche Telekom International Finance BV, Gtd. Bonds | 9.25 | 6/1/2032 | 100000 | 124617 |
| Juniper Networks, Inc., Sr. Unscd. Notes | 2.00 | 12/10/2030 | 135000 | 120034 |
| Juniper Networks, Inc., Sr. Unscd. Notes | 3.75 | 8/15/2029 | 40000 | 39137 |
| Motorola Solutions, Inc., Sr. Unscd. Notes | 2.30 | 11/15/2030 | 292000 | 265403 |
| Motorola Solutions, Inc., Sr. Unscd. Notes | 4.60 | 2/23/2028 | 15000 | 15160 |
| Motorola Solutions, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.85 | 8/15/2030 | 500000 | 509580 |
| Motorola Solutions, Inc., Sr. Unscd. Notes | 5.00 | 4/15/2029 | 600000 | 615198 |
| Motorola Solutions, Inc., Sr. Unscd. Notes | 5.55 | 8/15/2035 | 300000 | 311240 |
| Motorola Solutions, Inc., Sr. Unscd. Notes | 5.60 | 6/1/2032 | 99000 | 104093 |
| Nokia OYJ, Sr. Unscd. Notes | 6.63 | 5/15/2039 | 210000 | 225064 |
| Orange SA, Sr. Unscd. Notes | 5.38 | 1/13/2042 | 102000 | 99919 |
| Orange SA, Sr. Unscd. Notes | 9.00 | 3/1/2031 | 295000 | 353939 |
| Rogers Communications, Inc., Gtd. Notes | 3.20 | 3/15/2027 | 250000 | 247775 |
| Rogers Communications, Inc., Gtd. Notes | 4.50 | 3/15/2042 | 500000 | 429929 |
| Rogers Communications, Inc., Gtd. Notes | 5.30 | 2/15/2034 | 300000 | 303440 |
| Sprint Capital Corp., Gtd. Notes | 6.88 | 11/15/2028 | 325000 | 348608 |
| Sprint Capital Corp., Gtd. Notes | 8.75 | 3/15/2032 | 35000 | 42386 |
| Telefonica Emisiones SA, Gtd. Notes | 4.90 | 3/6/2048 | 240000 | 203253 |
| Telefonica Emisiones SA, Gtd. Notes | 5.52 | 3/1/2049 | 130000 | 119396 |
| Telefonica Emisiones SA, Gtd. Notes | 7.05 | 6/20/2036 | 343000 | 383007 |
| Telefonica Europe BV, Gtd. Notes | 8.25 | 9/15/2030 | 91000 | 104219 |

---

**59**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** |
| TELUS Corp., Sr. Unscd. Notes | 3.70 | 9/15/2027 | 109000 | 108275 |
| T-Mobile USA, Inc., Gtd. Notes | 2.05 | 2/15/2028 | 27000 | 25981 |
| T-Mobile USA, Inc., Gtd. Notes | 2.40 | 3/15/2029 | 100000 | 94898 |
| T-Mobile USA, Inc., Gtd. Notes | 2.55 | 2/15/2031 | 391000 | 357491 |
| T-Mobile USA, Inc., Gtd. Notes | 2.70 | 3/15/2032 | 109000 | 97958 |
| T-Mobile USA, Inc., Gtd. Notes | 2.88 | 2/15/2031 | 150000 | 139325 |
| T-Mobile USA, Inc., Gtd. Notes | 3.00 | 2/15/2041 | 182000 | 134898 |
| T-Mobile USA, Inc., Gtd. Notes | 3.30 | 2/15/2051 | 260000 | 172717 |
| T-Mobile USA, Inc., Gtd. Notes | 3.40 | 10/15/2052 | 164000 | 109719 |
| T-Mobile USA, Inc., Gtd. Notes | 3.60 | 11/15/2060 | 95000 | 62733 |
| T-Mobile USA, Inc., Gtd. Notes | 3.75 | 4/15/2027 | 240000 | 239389 |
| T-Mobile USA, Inc., Gtd. Notes | 4.38 | 4/15/2040 | 315000 | 281177 |
| T-Mobile USA, Inc., Gtd. Notes | 4.50 | 4/15/2050 | 85000 | 69881 |
| T-Mobile USA, Inc., Gtd. Notes | 4.80 | 7/15/2028 | 368000 | 374410 |
| T-Mobile USA, Inc., Gtd. Notes | 4.95 | 3/15/2028 | 415000 | 422825 |
| T-Mobile USA, Inc., Gtd. Notes | 5.05 | 7/15/2033 | 103000 | 104650 |
| T-Mobile USA, Inc., Gtd. Notes | 5.15 | 4/15/2034 | 300000 | 305064 |
| T-Mobile USA, Inc., Gtd. Notes | 5.65 | 1/15/2053 | 403000 | 387258 |
| T-Mobile USA, Inc., Gtd. Notes | 5.75 | 1/15/2034 | 260000 | 274204 |
| T-Mobile USA, Inc., Gtd. Notes | 5.75 | 1/15/2054 | 75000 | 73080 |
| T-Mobile USA, Inc., Gtd. Notes | 5.80 | 9/15/2062 | 166000 | 162533 |
| T-Mobile USA, Inc., Gtd. Notes | 6.00 | 6/15/2054 | 99000 | 100004 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 1.50 | 9/18/2030 | 205000 | 181033 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 1.68 | 10/30/2030 | 140000 | 124149 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 1.75 | 1/20/2031 | 30000 | 26456 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.10 | 3/22/2028 | 325000 | 312876 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.36 | 3/15/2032 | 455000 | 400816 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.85 | 9/3/2041 | 50000 | 35896 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.88 | 11/20/2050 | 435000 | 268610 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.00 | 11/20/2060 | 554000 | 321889 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.15 | 3/22/2030 | 50000 | 47909 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.40 | 3/22/2041 | 210000 | 163428 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.55 | 3/22/2051 | 93000 | 65909 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.70 | 3/22/2061 | 140000 | 94194 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.88 | 2/8/2029 | 161000 | 160511 |
| Verizon Communications, Inc., Sr. Unscd. Notes<sup>(a)</sup> <br>| 3.88 | 3/1/2052 | 30000 | 22210 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.02 | 12/3/2029 | 260000 | 258561 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.33 | 9/21/2028 | 503000 | 507048 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.50 | 8/10/2033 | 127000 | 124721 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.52 | 9/15/2048 | 194000 | 162120 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.75 | 1/15/2033 | 200000 | 199941 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.78 | 2/15/2035 | 250000 | 245175 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.81 | 3/15/2039 | 500000 | 473183 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.86 | 8/21/2046 | 50000 | 44225 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.00 | 1/15/2036 | 200000 | 197637 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.01 | 8/21/2054 | 34000 | 29747 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.05 | 5/9/2033 | 165000 | 168835 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.50 | 3/16/2047 | 40000 | 38455 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.75 | 11/30/2045 | 200000 | 198485 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.85 | 9/15/2035 | 305000 | 323692 |

---

**60**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** | **Telecommunication Services — 1.0% (continued)** |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.88 | 11/30/2055 | 200000 | 197402 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 6.00 | 11/30/2065 | 200000 | 197762 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 6.55 | 9/15/2043 | 260000 | 285134 |
| Vodafone Group PLC, Sr. Unscd. Bonds | 6.15 | 2/27/2037 | 175000 | 190366 |
| Vodafone Group PLC, Sr. Unscd. Notes | 4.88 | 6/19/2049 | 25000 | 21910 |
| Vodafone Group PLC, Sr. Unscd. Notes | 5.63 | 2/10/2053 | 200000 | 192490 |
| Vodafone Group PLC, Sr. Unscd. Notes | 5.75 | 2/10/2063 | 95000 | 90841 |
| Vodafone Group PLC, Sr. Unscd. Notes | 5.88 | 6/28/2064 | 65000 | 63274 |
|  |  |  |  | **22893722** |
| **Transportation — .5%** | **Transportation — .5%** | **Transportation — .5%** | **Transportation — .5%** | **Transportation — .5%** |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 3.90 | 8/1/2046 | 165000 | 132038 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 4.15 | 12/15/2048 | 90000 | 73570 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 4.45 | 1/15/2053 | 155000 | 130395 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 4.55 | 9/1/2044 | 222000 | 197191 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 5.75 | 5/1/2040 | 80000 | 84379 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 6.15 | 5/1/2037 | 315000 | 348130 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 6.20 | 8/15/2036 | 25000 | 27764 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Notes | 4.45 | 3/15/2043 | 113000 | 100296 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Notes | 4.70 | 9/1/2045 | 40000 | 36238 |
| Canadian National Railway Co., Sr. Unscd. Notes | 2.45 | 5/1/2050 | 100000 | 59751 |
| Canadian National Railway Co., Sr. Unscd. Notes | 4.20 | 3/12/2031 | 115000 | 114534 |
| Canadian National Railway Co., Sr. Unscd. Notes | 4.45 | 1/20/2049 | 100000 | 85801 |
| Canadian National Railway Co., Sr. Unscd. Notes | 5.85 | 11/1/2033 | 510000 | 550377 |
| Canadian National Railway Co., Sr. Unscd. Notes | 6.20 | 6/1/2036 | 115000 | 126844 |
| Canadian National Railway Co., Sr. Unscd. Notes | 6.25 | 8/1/2034 | 200000 | 220320 |
| Canadian Pacific Railway Co., Gtd. Notes | 2.88 | 11/15/2029 | 193000 | 185406 |
| Canadian Pacific Railway Co., Gtd. Notes | 4.70 | 5/1/2048 | 35000 | 31061 |
| Canadian Pacific Railway Co., Gtd. Notes | 4.80 | 8/1/2045 | 50000 | 46054 |
| Canadian Pacific Railway Co., Gtd. Notes | 4.95 | 8/15/2045 | 226000 | 210957 |
| Canadian Pacific Railway Co., Gtd. Notes | 6.13 | 9/15/2115 | 205000 | 207062 |
| CSX Corp., Sr. Unscd. Notes | 2.40 | 2/15/2030 | 600000 | 561219 |
| CSX Corp., Sr. Unscd. Notes | 3.25 | 6/1/2027 | 40000 | 39711 |
| CSX Corp., Sr. Unscd. Notes | 3.35 | 9/15/2049 | 175000 | 123881 |
| CSX Corp., Sr. Unscd. Notes | 3.80 | 4/15/2050 | 95000 | 72195 |
| CSX Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.10 | 11/15/2032 | 100000 | 98453 |
| CSX Corp., Sr. Unscd. Notes | 4.10 | 3/15/2044 | 110000 | 92539 |
| CSX Corp., Sr. Unscd. Notes | 4.50 | 11/15/2052 | 100000 | 84984 |
| CSX Corp., Sr. Unscd. Notes | 4.75 | 11/15/2048 | 13000 | 11568 |
| CSX Corp., Sr. Unscd. Notes | 5.20 | 11/15/2033 | 200000 | 207671 |
| CSX Corp., Sr. Unscd. Notes | 6.22 | 4/30/2040 | 20000 | 21939 |
| FedEx Corp., Gtd. Bonds | 4.90 | 1/15/2034 | 130000 | 130741 |
| FedEx Corp., Gtd. Notes | 3.10 | 8/5/2029 | 50000 | 48239 |
| FedEx Corp., Gtd. Notes | 3.10 | 8/5/2029 | 120000 | 115995 |
| FedEx Corp., Gtd. Notes | 3.25 | 5/15/2041 | 124000 | 95454 |
| FedEx Corp., Gtd. Notes | 3.88 | 8/1/2042 | 275000 | 221695 |
| FedEx Corp., Gtd. Notes | 4.05 | 2/15/2048 | 95000 | 74004 |
| FedEx Corp., Gtd. Notes | 4.25 | 5/15/2030 | 150000 | 150404 |
| FedEx Corp., Gtd. Notes | 4.40 | 1/15/2047 | 70000 | 57817 |
| FedEx Corp., Gtd. Notes | 4.55 | 4/1/2046 | 35000 | 29804 |
| FedEx Corp., Gtd. Notes | 4.75 | 11/15/2045 | 200000 | 173533 |

---

**61**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Transportation — .5% (continued)** | **Transportation — .5% (continued)** | **Transportation — .5% (continued)** | **Transportation — .5% (continued)** | **Transportation — .5% (continued)** |
| FedEx Corp., Gtd. Notes | 4.75 | 11/15/2045 | 15000 | 13138 |
| FedEx Corp., Gtd. Notes | 5.10 | 1/15/2044 | 59000 | 54745 |
| GXO Logistics, Inc., Sr. Unscd. Notes | 2.65 | 7/15/2031 | 50000 | 45156 |
| Kirby Corp., Sr. Unscd. Notes | 4.20 | 3/1/2028 | 55000 | 55122 |
| Norfolk Southern Corp., Sr. Unscd. Bonds | 4.84 | 10/1/2041 | 50000 | 47028 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 2.55 | 11/1/2029 | 189000 | 179227 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 3.05 | 5/15/2050 | 338000 | 222871 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 4.05 | 8/15/2052 | 145000 | 112675 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 4.15 | 2/28/2048 | 50000 | 40702 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 4.45 | 3/1/2033 | 110000 | 109339 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 4.45 | 6/15/2045 | 25000 | 21621 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 4.55 | 6/1/2053 | 114000 | 96176 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 5.35 | 8/1/2054 | 60000 | 57228 |
| Ryder System, Inc., Sr. Unscd. Notes | 5.25 | 6/1/2028 | 175000 | 179808 |
| Ryder System, Inc., Sr. Unscd. Notes | 5.65 | 3/1/2028 | 45000 | 46368 |
| Union Pacific Corp., Sr. Unscd. Notes | 2.38 | 5/20/2031 | 100000 | 91485 |
| Union Pacific Corp., Sr. Unscd. Notes | 2.40 | 2/5/2030 | 164000 | 153634 |
| Union Pacific Corp., Sr. Unscd. Notes | 2.80 | 2/14/2032 | 190000 | 174816 |
| Union Pacific Corp., Sr. Unscd. Notes | 2.97 | 9/16/2062 | 266000 | 155349 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.25 | 2/5/2050 | 75000 | 51818 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.35 | 8/15/2046 | 90000 | 65457 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.50 | 2/14/2053 | 250000 | 177003 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.55 | 8/15/2039 | 128000 | 108947 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.70 | 3/1/2029 | 38000 | 37745 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.75 | 2/5/2070 | 100000 | 67887 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.85 | 2/14/2072 | 15000 | 10365 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.95 | 9/10/2028 | 95000 | 95215 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.95 | 8/15/2059 | 230000 | 171042 |
| Union Pacific Corp., Sr. Unscd. Notes | 4.05 | 11/15/2045 | 45000 | 37001 |
| Union Pacific Corp., Sr. Unscd. Notes | 4.05 | 3/1/2046 | 125000 | 101722 |
| Union Pacific Corp., Sr. Unscd. Notes | 4.10 | 9/15/2067 | 15000 | 11076 |
| Union Pacific Corp., Sr. Unscd. Notes | 4.30 | 3/1/2049 | 85000 | 70545 |
| Union Pacific Corp., Sr. Unscd. Notes | 4.95 | 5/15/2053 | 10000 | 9064 |
| Union Pacific Corp., Sr. Unscd. Notes | 5.60 | 12/1/2054 | 60000 | 59744 |
| Union Pacific Corp., Sr. Unscd. Notes | 6.63 | 2/1/2029 | 50000 | 53888 |
| United Parcel Service, Inc., Sr. Unscd. Bonds | 5.25 | 5/14/2035 | 100000 | 103552 |
| United Parcel Service, Inc., Sr. Unscd. Bonds | 5.95 | 5/14/2055 | 100000 | 103192 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 2.50 | 9/1/2029 | 200000 | 190056 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 3.05 | 11/15/2027 | 148000 | 146387 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 4.25 | 3/15/2049 | 202000 | 166301 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 4.45 | 4/1/2030 | 600000 | 610105 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 4.88 | 3/3/2033 | 235000 | 241538 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 5.30 | 4/1/2050 | 135000 | 129167 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 6.05 | 5/14/2065 | 100000 | 103256 |
|  |  |  |  | **10158575** |
| **Utilities — 2.4%** | **Utilities — 2.4%** | **Utilities — 2.4%** | **Utilities — 2.4%** | **Utilities — 2.4%** |
| AEP Texas, Inc., Sr. Unscd. Notes | 5.70 | 5/15/2034 | 355000 | 370064 |
| AEP Texas, Inc., Sr. Unscd. Notes, Ser. I | 2.10 | 7/1/2030 | 90000 | 82098 |
| AEP Transmission Co. LLC, Sr. Unscd. Notes | 3.80 | 6/15/2049 | 30000 | 22727 |
| AEP Transmission Co. LLC, Sr. Unscd. Notes | 4.25 | 9/15/2048 | 90000 | 74046 |

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**62**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| Alabama Power Co., Sr. Unscd. Notes | 3.13 | 7/15/2051 | 60000 | 39800 |
| Alabama Power Co., Sr. Unscd. Notes | 3.75 | 3/1/2045 | 60000 | 47149 |
| Alabama Power Co., Sr. Unscd. Notes | 3.94 | 9/1/2032 | 110000 | 106871 |
| Alabama Power Co., Sr. Unscd. Notes | 4.30 | 1/2/2046 | 65000 | 54611 |
| Alabama Power Co., Sr. Unscd. Notes | 5.85 | 11/15/2033 | 500000 | 534679 |
| Ameren Corp., Sr. Unscd. Notes | 1.75 | 3/15/2028 | 50000 | 47643 |
| Ameren Illinois Co., First Mortgage Bonds | 1.55 | 11/15/2030 | 85000 | 75149 |
| Ameren Illinois Co., First Mortgage Bonds | 2.90 | 6/15/2051 | 110000 | 69606 |
| American Electric Power Co., Inc., Jr. Sub. Notes | 6.95 | 12/15/2054 | 250000 | 268068 |
| American Electric Power Co., Inc., Sr. Unscd. Notes | 2.30 | 3/1/2030 | 150000 | 138809 |
| American Electric Power Co., Inc., Sr. Unscd. Notes | 5.20 | 1/15/2029 | 70000 | 72161 |
| American Electric Power Co., Inc., Sr. Unscd. Notes | 5.75 | 11/1/2027 | 200000 | 205688 |
| American Water Capital Corp., Sr. Unscd. Bonds | 5.25 | 3/1/2035 | 200000 | 205275 |
| American Water Capital Corp., Sr. Unscd. Bonds | 6.59 | 10/15/2037 | 115000 | 130531 |
| American Water Capital Corp., Sr. Unscd. Notes | 2.80 | 5/1/2030 | 100000 | 94811 |
| American Water Capital Corp., Sr. Unscd. Notes | 3.25 | 6/1/2051 | 50000 | 33828 |
| American Water Capital Corp., Sr. Unscd. Notes | 3.45 | 5/1/2050 | 250000 | 177533 |
| American Water Capital Corp., Sr. Unscd. Notes | 3.75 | 9/1/2028 | 104000 | 103519 |
| American Water Capital Corp., Sr. Unscd. Notes | 3.75 | 9/1/2047 | 70000 | 53549 |
| American Water Capital Corp., Sr. Unscd. Notes | 4.45 | 6/1/2032 | 100000 | 99963 |
| Appalachian Power Co., Sr. Unscd. Notes | 5.65 | 4/1/2034 | 250000 | 260766 |
| Arizona Public Service Co., Sr. Unscd. Notes | 2.20 | 12/15/2031 | 255000 | 224262 |
| Arizona Public Service Co., Sr. Unscd. Notes | 2.60 | 8/15/2029 | 750000 | 710230 |
| Arizona Public Service Co., Sr. Unscd. Notes | 3.50 | 12/1/2049 | 65000 | 45737 |
| Arizona Public Service Co., Sr. Unscd. Notes | 5.90 | 8/15/2055 | 200000 | 203368 |
| Atmos Energy Corp., Sr. Unscd. Notes | 2.85 | 2/15/2052 | 85000 | 53062 |
| Atmos Energy Corp., Sr. Unscd. Notes | 3.38 | 9/15/2049 | 52000 | 36577 |
| Atmos Energy Corp., Sr. Unscd. Notes | 4.13 | 3/15/2049 | 115000 | 92168 |
| Atmos Energy Corp., Sr. Unscd. Notes | 4.15 | 1/15/2043 | 100000 | 85329 |
| Atmos Energy Corp., Sr. Unscd. Notes | 5.90 | 11/15/2033 | 115000 | 124252 |
| Atmos Energy Corp., Sr. Unscd. Notes | 6.20 | 11/15/2053 | 35000 | 37758 |
| Avista Corp., First Mortgage Bonds | 4.35 | 6/1/2048 | 50000 | 41223 |
| Baltimore Gas & Electric Co., Sr. Unscd. Notes | 5.30 | 6/1/2034 | 280000 | 288398 |
| Berkshire Hathaway Energy Co., Sr. Unscd. Bonds | 5.95 | 5/15/2037 | 115000 | 123806 |
| Berkshire Hathaway Energy Co., Sr. Unscd. Notes | 1.65 | 5/15/2031 | 125000 | 109101 |
| Berkshire Hathaway Energy Co., Sr. Unscd. Notes | 2.85 | 5/15/2051 | 185000 | 114776 |
| Berkshire Hathaway Energy Co., Sr. Unscd. Notes | 3.25 | 4/15/2028 | 254000 | 250893 |
| Berkshire Hathaway Energy Co., Sr. Unscd. Notes | 3.80 | 7/15/2048 | 130000 | 99454 |
| Berkshire Hathaway Energy Co., Sr. Unscd. Notes | 4.45 | 1/15/2049 | 150000 | 125010 |
| Black Hills Corp., Sr. Unscd. Notes | 3.05 | 10/15/2029 | 257000 | 245997 |
| Black Hills Corp., Sr. Unscd. Notes | 6.15 | 5/15/2034 | 126000 | 134896 |
| CenterPoint Energy Houston Electric LLC, General Ref. Mortgage Bonds | 3.95 | 3/1/2048 | 250000 | 197603 |
| CenterPoint Energy Houston Electric LLC, General Ref. Mortgage Bonds | 5.30 | 4/1/2053 | 115000 | 109584 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Houston Electric LLC, General Ref. Mortgage Bonds, Ser. <br> AD<br>| 2.90 | 7/1/2050 | 115000 | 73836 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Houston Electric LLC, General Ref. Mortgage Bonds, Ser. <br> AJ<br>| 4.85 | 10/1/2052 | 50000 | 44567 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Houston Electric LLC, General Ref. Mortgage Bonds, Ser. <br> AQ<br>| 4.95 | 8/15/2035 | 100000 | 100191 |
| CenterPoint Energy Resources Corp., Sr. Unscd. Notes | 1.75 | 10/1/2030 | 97000 | 86472 |
| CenterPoint Energy Resources Corp., Sr. Unscd. Notes | 5.25 | 3/1/2028 | 245000 | 251159 |

---

**63**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| CenterPoint Energy, Inc., Jr. Sub. Notes | 6.70 | 5/15/2055 | 35000 | 35879 |
| CenterPoint Energy, Inc., Jr. Sub. Notes, Ser. A | 7.00 | 2/15/2055 | 50000 | 52382 |
| Commonwealth Edison Co., First Mortgage Bonds | 3.70 | 8/15/2028 | 65000 | 64782 |
| Commonwealth Edison Co., First Mortgage Bonds | 3.70 | 3/1/2045 | 100000 | 77941 |
| Commonwealth Edison Co., First Mortgage Bonds | 4.00 | 3/1/2048 | 320000 | 254576 |
| Commonwealth Edison Co., First Mortgage Bonds, Ser. 123 | 3.75 | 8/15/2047 | 70000 | 53800 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs. | 3.70 | 11/15/2059 | 90000 | 62802 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs. | 4.50 | 12/1/2045 | 209000 | 180096 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs. | 4.50 | 5/15/2058 | 75000 | 61111 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs. | 4.63 | 12/1/2054 | 40000 | 33782 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs., Ser. 5-A | 5.30 | 3/1/2035 | 105000 | 107581 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs., Ser. 7-A | 6.30 | 8/15/2037 | 65000 | 71985 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Debs., Ser. C | 4.30 | 12/1/2056 | 25000 | 19636 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes | 2.40 | 6/15/2031 | 325000 | 297069 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes | 3.60 | 6/15/2061 | 200000 | 136639 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes | 5.13 | 3/15/2035 | 250000 | 254804 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes | 5.50 | 3/15/2055 | 200000 | 193508 |
| Consolidated Edison Co. of New York, Inc., Sr. Unscd. Notes | 5.75 | 11/15/2055 | 100000 | 99936 |
| Constellation Energy Generation LLC, Sr. Unscd. Notes | 5.60 | 6/15/2042 | 65000 | 65086 |
| Constellation Energy Generation LLC, Sr. Unscd. Notes | 5.75 | 10/1/2041 | 55000 | 55975 |
| Constellation Energy Generation LLC, Sr. Unscd. Notes | 6.13 | 1/15/2034 | 45000 | 48585 |
| Constellation Energy Generation LLC, Sr. Unscd. Notes | 6.25 | 10/1/2039 | 283000 | 305488 |
| Constellation Energy Generation LLC, Sr. Unscd. Notes | 6.50 | 10/1/2053 | 110000 | 119016 |
| Consumers Energy Co., First Mortgage Bonds | 3.50 | 8/1/2051 | 100000 | 72310 |
| Consumers Energy Co., First Mortgage Bonds | 3.75 | 2/15/2050 | 80000 | 60319 |
| Consumers Energy Co., First Mortgage Bonds | 4.20 | 9/1/2052 | 195000 | 157075 |
| Consumers Energy Co., First Mortgage Bonds | 4.63 | 5/15/2033 | 50000 | 50108 |
| Dominion Energy South Carolina, Inc., First Mortgage Bonds | 4.60 | 6/15/2043 | 100000 | 89912 |
| Dominion Energy South Carolina, Inc., First Mortgage Bonds | 5.10 | 6/1/2065 | 70000 | 62266 |
| Dominion Energy South Carolina, Inc., First Mortgage Bonds | 5.45 | 2/1/2041 | 25000 | 25128 |
| Dominion Energy South Carolina, Inc., First Mortgage Bonds | 6.25 | 10/15/2053 | 60000 | 64398 |
| Dominion Energy South Carolina, Inc., First Mortgage Bonds, Ser. A | 2.30 | 12/1/2031 | 500000 | 447162 |
| Dominion Energy, Inc., Jr. Sub. Notes | 6.00 | 2/15/2056 | 100000 | 100913 |
| Dominion Energy, Inc., Jr. Sub. Notes | 6.20 | 2/15/2056 | 250000 | 251001 |
| Dominion Energy, Inc., Jr. Sub. Notes, Ser. A | 6.88 | 2/1/2055 | 250000 | 260214 |
| Dominion Energy, Inc., Jr. Sub. Notes, Ser. B | 7.00 | 6/1/2054 | 353000 | 381264 |
| Dominion Energy, Inc., Sr. Unscd. Notes | 5.38 | 11/15/2032 | 25000 | 25983 |
| Dominion Energy, Inc., Sr. Unscd. Notes | 7.00 | 6/15/2038 | 112000 | 126630 |
| Dominion Energy, Inc., Sr. Unscd. Notes, Ser. C | 3.38 | 4/1/2030 | 70000 | 67556 |
| Dominion Energy, Inc., Sr. Unscd. Notes, Ser. C | 4.90 | 8/1/2041 | 25000 | 23053 |
| Dominion Energy, Inc., Sr. Unscd. Notes, Ser. E | 6.30 | 3/15/2033 | 25000 | 27072 |
| DTE Electric Co., General Ref. Mortgage Bonds | 3.70 | 6/1/2046 | 50000 | 38547 |
| DTE Electric Co., General Ref. Mortgage Bonds | 4.30 | 7/1/2044 | 200000 | 171730 |
| DTE Electric Co., General Ref. Mortgage Bonds | 5.25 | 5/15/2035 | 200000 | 204882 |
| DTE Electric Co., General Ref. Mortgage Bonds | 5.85 | 5/15/2055 | 200000 | 205748 |
| DTE Energy Co., Sr. Unscd. Notes | 4.88 | 6/1/2028 | 360000 | 366326 |
| DTE Energy Co., Sr. Unscd. Notes | 5.05 | 10/1/2035 | 200000 | 199165 |
| Duke Energy Carolinas LLC, First Mortgage Bonds | 2.85 | 3/15/2032 | 115000 | 105333 |
| Duke Energy Carolinas LLC, First Mortgage Bonds | 4.25 | 12/15/2041 | 50000 | 44084 |
| Duke Energy Carolinas LLC, First Mortgage Bonds | 4.95 | 1/15/2033 | 100000 | 102597 |

---

**64**

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| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| Duke Energy Carolinas LLC, First Mortgage Bonds | 5.40 | 1/15/2054 | 29000 | 28057 |
| Duke Energy Carolinas LLC, First Ref. Mortgage Bonds | 3.88 | 3/15/2046 | 75000 | 59257 |
| Duke Energy Corp., Sr. Unscd. Notes<sup>(a)</sup> <br>| 2.45 | 6/1/2030 | 95000 | 88212 |
| Duke Energy Corp., Sr. Unscd. Notes | 3.50 | 6/15/2051 | 62000 | 42929 |
| Duke Energy Corp., Sr. Unscd. Notes | 3.75 | 9/1/2046 | 90000 | 68205 |
| Duke Energy Corp., Sr. Unscd. Notes | 4.80 | 12/15/2045 | 250000 | 220995 |
| Duke Energy Corp., Sr. Unscd. Notes | 4.85 | 1/5/2029 | 75000 | 76620 |
| Duke Energy Corp., Sr. Unscd. Notes | 4.95 | 9/15/2035 | 200000 | 198154 |
| Duke Energy Corp., Sr. Unscd. Notes | 5.00 | 12/8/2027 | 200000 | 203774 |
| Duke Energy Corp., Sr. Unscd. Notes | 5.00 | 8/15/2052 | 295000 | 259562 |
| Duke Energy Corp., Sr. Unscd. Notes | 6.10 | 9/15/2053 | 85000 | 87605 |
| Duke Energy Florida LLC, First Mortgage Bonds | 1.75 | 6/15/2030 | 100000 | 90240 |
| Duke Energy Florida LLC, First Mortgage Bonds | 2.40 | 12/15/2031 | 106000 | 95708 |
| Duke Energy Florida LLC, First Mortgage Bonds | 3.80 | 7/15/2028 | 20000 | 19998 |
| Duke Energy Florida LLC, First Mortgage Bonds | 5.88 | 11/15/2033 | 1050000 | 1128919 |
| Duke Energy Florida LLC, First Mortgage Bonds | 6.20 | 11/15/2053 | 150000 | 160641 |
| Duke Energy Indiana LLC, First Mortgage Bonds | 5.90 | 5/15/2055 | 150000 | 153550 |
| Duke Energy Indiana LLC, Sr. Unscd. Debs. | 6.12 | 10/15/2035 | 50000 | 54042 |
| Duke Energy Ohio, Inc., First Mortgage Bonds | 3.70 | 6/15/2046 | 50000 | 38176 |
| Duke Energy Progress LLC, First Mortgage Bonds | 3.60 | 9/15/2047 | 50000 | 37375 |
| Duke Energy Progress LLC, First Mortgage Bonds | 4.38 | 3/30/2044 | 100000 | 85919 |
| Duke Energy Progress LLC, First Mortgage Bonds | 5.05 | 3/15/2035 | 100000 | 101335 |
| Duke Energy Progress LLC, First Mortgage Bonds | 5.10 | 3/15/2034 | 200000 | 205326 |
| Duke Energy Progress LLC, First Mortgage Bonds | 5.25 | 3/15/2033 | 150000 | 155468 |
| Duke Energy Progress LLC, First Mortgage Bonds | 5.55 | 3/15/2055 | 160000 | 157762 |
| Duke Energy Progress NC Storm Funding LLC, Sr. Scd. Notes, Ser. A3 | 2.80 | 7/1/2041 | 250000 | 191040 |
| Edison International, Sr. Unscd. Notes | 4.13 | 3/15/2028 | 105000 | 104276 |
| Emera US Finance LP, Gtd. Notes | 2.64 | 6/15/2031 | 230000 | 208142 |
| Emera US Finance LP, Gtd. Notes | 4.75 | 6/15/2046 | 50000 | 42730 |
| ENEL Chile SA, Sr. Unscd. Notes | 4.88 | 6/12/2028 | 100000 | 101380 |
| Entergy Corp., Sr. Unscd. Notes | 2.80 | 6/15/2030 | 230000 | 215637 |
| Entergy Louisiana LLC, Collateral Trust Bonds | 3.05 | 6/1/2031 | 455000 | 426630 |
| Entergy Louisiana LLC, Collateral Trust Bonds | 4.00 | 3/15/2033 | 160000 | 153954 |
| Entergy Louisiana LLC, Collateral Trust Bonds | 4.20 | 9/1/2048 | 60000 | 48436 |
| Entergy Louisiana LLC, First Mortgage Bonds | 1.60 | 12/15/2030 | 10000 | 8839 |
| Entergy Louisiana LLC, First Mortgage Bonds | 2.35 | 6/15/2032 | 251000 | 222066 |
| Entergy Louisiana LLC, First Mortgage Bonds | 4.95 | 1/15/2045 | 100000 | 92215 |
| Entergy Louisiana LLC, First Mortgage Notes | 5.70 | 3/15/2054 | 170000 | 168981 |
| Entergy Mississippi LLC, First Mortgage Bonds | 2.85 | 6/1/2028 | 155000 | 151302 |
| Entergy Texas, Inc., First Mortgage Bonds | 5.80 | 9/1/2053 | 80000 | 79724 |
| Essential Utilities, Inc., Sr. Unscd. Notes | 2.70 | 4/15/2030 | 100000 | 94144 |
| Essential Utilities, Inc., Sr. Unscd. Notes | 3.57 | 5/1/2029 | 200000 | 196132 |
| Evergy Kansas Central, Inc., First Mortgage Bonds | 4.25 | 12/1/2045 | 90000 | 74732 |
| Evergy Kansas Central, Inc., First Mortgage Bonds | 5.25 | 3/15/2035 | 250000 | 254659 |
| Evergy, Inc., Sr. Unscd. Notes | 2.90 | 9/15/2029 | 100000 | 95317 |
| Eversource Energy, Sr. Unscd. Notes | 5.13 | 5/15/2033 | 465000 | 469462 |
| Eversource Energy, Sr. Unscd. Notes | 5.45 | 3/1/2028 | 225000 | 230949 |
| Eversource Energy, Sr. Unscd. Notes | 5.95 | 2/1/2029 | 135000 | 141168 |
| Eversource Energy, Sr. Unscd. Notes, Ser. O | 4.25 | 4/1/2029 | 100000 | 100031 |
| Eversource Energy, Sr. Unscd. Notes, Ser. R | 1.65 | 8/15/2030 | 100000 | 88485 |

---

**65**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| Exelon Corp., Sr. Unscd. Notes | 4.70 | 4/15/2050 | 210000 | 179203 |
| Exelon Corp., Sr. Unscd. Notes | 5.15 | 3/15/2028 | 248000 | 253628 |
| Exelon Corp., Sr. Unscd. Notes | 5.88 | 3/15/2055 | 200000 | 200381 |
| FirstEnergy Transmission LLC, Sr. Unscd. Notes | 4.75 | 1/15/2033 | 100000 | 99378 |
| Florida Power & Light Co., First Mortgage Bonds | 2.88 | 12/4/2051 | 250000 | 159620 |
| Florida Power & Light Co., First Mortgage Bonds | 3.15 | 10/1/2049 | 25000 | 17131 |
| Florida Power & Light Co., First Mortgage Bonds | 3.95 | 3/1/2048 | 130000 | 103498 |
| Florida Power & Light Co., First Mortgage Bonds | 3.99 | 3/1/2049 | 300000 | 238099 |
| Florida Power & Light Co., First Mortgage Bonds | 4.40 | 5/15/2028 | 245000 | 248075 |
| Florida Power & Light Co., First Mortgage Bonds | 4.63 | 5/15/2030 | 310000 | 316150 |
| Florida Power & Light Co., First Mortgage Bonds | 4.80 | 5/15/2033 | 125000 | 126890 |
| Florida Power & Light Co., First Mortgage Bonds | 5.05 | 4/1/2028 | 115000 | 117875 |
| Florida Power & Light Co., First Mortgage Bonds | 5.15 | 6/15/2029 | 100000 | 103759 |
| Florida Power & Light Co., First Mortgage Bonds | 5.80 | 3/15/2065 | 42000 | 42753 |
| Florida Power & Light Co., First Mortgage Bonds | 5.96 | 4/1/2039 | 95000 | 102351 |
| Florida Power & Light Co., Sr. Unscd. Notes, Ser. A | 3.30 | 5/30/2027 | 310000 | 308238 |
| Georgia Power Co., Sr. Unscd. Notes | 4.30 | 3/15/2043 | 25000 | 21698 |
| Georgia Power Co., Sr. Unscd. Notes | 5.13 | 5/15/2052 | 145000 | 134859 |
| Georgia Power Co., Sr. Unscd. Notes, Ser. A | 3.25 | 3/15/2051 | 317000 | 217066 |
| Idaho Power Co., First Mortgage Bonds | 5.20 | 8/15/2034 | 65000 | 66664 |
| Idaho Power Co., First Mortgage Notes | 5.80 | 4/1/2054 | 50000 | 50852 |
| Idaho Power Co., First Mortgage Notes, Ser. K | 4.20 | 3/1/2048 | 25000 | 20471 |
| Indiana Michigan Power Co., Sr. Unscd. Notes | 4.25 | 8/15/2048 | 300000 | 243593 |
| Interstate Power & Light Co., Sr. Unscd. Debs. | 2.30 | 6/1/2030 | 15000 | 13824 |
| Interstate Power & Light Co., Sr. Unscd. Debs. | 3.60 | 4/1/2029 | 350000 | 344228 |
| Interstate Power & Light Co., Sr. Unscd. Notes | 4.95 | 9/30/2034 | 100000 | 99746 |
| Interstate Power & Light Co., Sr. Unscd. Notes | 5.45 | 9/30/2054 | 100000 | 94851 |
| IPALCO Enterprises, Inc., Sr. Scd. Notes | 5.75 | 4/1/2034 | 150000 | 152958 |
| &nbsp;&nbsp;&nbsp; Johnsonville Aeroderivative Combustion Turbine Generation LLC, Sr. Scd. <br> Notes<br>| 5.08 | 10/1/2054 | 306163 | 293370 |
| Kentucky Utilities Co., First Mortgage Bonds | 3.30 | 6/1/2050 | 65000 | 44992 |
| Kentucky Utilities Co., First Mortgage Bonds, Ser. KENT | 5.45 | 4/15/2033 | 25000 | 26165 |
| Louisville Gas & Electric Co., First Mortgage Bonds | 4.25 | 4/1/2049 | 165000 | 135609 |
| MidAmerican Energy Co., First Mortgage Bonds | 2.70 | 8/1/2052 | 150000 | 92084 |
| MidAmerican Energy Co., First Mortgage Bonds | 3.65 | 4/15/2029 | 215000 | 212991 |
| MidAmerican Energy Co., First Mortgage Bonds | 3.65 | 8/1/2048 | 50000 | 37515 |
| MidAmerican Energy Co., First Mortgage Bonds | 4.25 | 7/15/2049 | 270000 | 221583 |
| MidAmerican Energy Co., First Mortgage Bonds | 5.50 | 11/15/2056 | 100000 | 97588 |
| MidAmerican Energy Co., First Mortgage Bonds | 5.85 | 9/15/2054 | 30000 | 30753 |
| Mississippi Power Co., Sr. Unscd. Notes, Ser. 12-A | 4.25 | 3/15/2042 | 30000 | 25794 |
| National Fuel Gas Co., Sr. Unscd. Notes | 2.95 | 3/1/2031 | 85000 | 77715 |
| National Fuel Gas Co., Sr. Unscd. Notes | 5.95 | 3/15/2035 | 255000 | 267159 |
| National Grid USA, Sr. Unscd. Notes | 5.80 | 4/1/2035 | 120000 | 125579 |
| National Rural Utilities Cooperative Finance Corp., Collateral Trust Bonds | 4.02 | 11/1/2032 | 50000 | 48568 |
| National Rural Utilities Cooperative Finance Corp., Collateral Trust Bonds | 4.40 | 11/1/2048 | 50000 | 42090 |
| National Rural Utilities Cooperative Finance Corp., Collateral Trust Notes | 5.00 | 8/15/2034 | 310000 | 315573 |
| National Rural Utilities Cooperative Finance Corp., Sr. Unscd. Notes | 4.80 | 3/15/2028 | 257000 | 261578 |
| National Rural Utilities Cooperative Finance Corp., Sr. Unscd. Notes | 5.05 | 9/15/2028 | 160000 | 164146 |
| National Rural Utilities Cooperative Finance Corp., Sr. Unscd. Notes | 5.15 | 6/15/2029 | 200000 | 206586 |
| Nevada Power Co., General Ref. Mortgage Bonds, Ser. DD | 2.40 | 5/1/2030 | 65000 | 60080 |

---

**66**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| Nevada Power Co., General Ref. Mortgage Bonds, Ser. EE | 3.13 | 8/1/2050 | 42000 | 27492 |
| Nevada Power Co., General Ref. Mortgage Notes | 6.00 | 3/15/2054 | 157000 | 160645 |
| Nevada Power Co., General Ref. Mortgage Notes, Ser. CC | 3.70 | 5/1/2029 | 255000 | 252016 |
| Nevada Power Co., General Ref. Mortgage Notes, Ser. N | 6.65 | 4/1/2036 | 50000 | 55932 |
| NextEra Energy Capital Holdings, Inc., Gtd. Debs. | 2.25 | 6/1/2030 | 347000 | 319287 |
| NextEra Energy Capital Holdings, Inc., Gtd. Debs. | 2.75 | 11/1/2029 | 75000 | 71485 |
| NextEra Energy Capital Holdings, Inc., Gtd. Debs. | 3.80 | 3/15/2082 | 260000 | 255492 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 2.44 | 1/15/2032 | 240000 | 214061 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 3.00 | 1/15/2052 | 208000 | 131541 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 3.50 | 4/1/2029 | 85000 | 83515 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 5.00 | 2/28/2030 | 80000 | 82303 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 5.05 | 2/28/2033 | 160000 | 163489 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 5.25 | 2/28/2053 | 110000 | 102258 |
| NiSource, Inc., Jr. Sub. Notes | 6.95 | 11/30/2054 | 60000 | 62496 |
| NiSource, Inc., Sr. Unscd. Notes | 3.49 | 5/15/2027 | 155000 | 154115 |
| NiSource, Inc., Sr. Unscd. Notes | 4.38 | 5/15/2047 | 140000 | 116095 |
| NiSource, Inc., Sr. Unscd. Notes | 4.80 | 2/15/2044 | 110000 | 98675 |
| NiSource, Inc., Sr. Unscd. Notes | 5.00 | 6/15/2052 | 176000 | 155179 |
| NiSource, Inc., Sr. Unscd. Notes | 5.65 | 2/1/2045 | 150000 | 149124 |
| NiSource, Inc., Sr. Unscd. Notes | 5.95 | 6/15/2041 | 163000 | 168043 |
| Northern States Power Co., First Mortgage Bonds | 2.90 | 3/1/2050 | 35000 | 22919 |
| Northern States Power Co., First Mortgage Bonds | 5.10 | 5/15/2053 | 282000 | 260852 |
| Northern States Power Co., First Mortgage Bonds | 5.35 | 11/1/2039 | 100000 | 101081 |
| Northwest Natural Holding Co., Jr. Sub. Notes | 7.00 | 9/15/2055 | 50000 | 52260 |
| NSTAR Electric Co., Sr. Unscd. Debs. | 4.55 | 6/1/2052 | 45000 | 38072 |
| Oglethorpe Power Corp., First Mortgage Bonds | 5.05 | 10/1/2048 | 200000 | 178665 |
| Oglethorpe Power Corp., First Mortgage Bonds | 5.38 | 11/1/2040 | 50000 | 49289 |
| Oklahoma Gas & Electric Co., Sr. Unscd. Notes | 3.80 | 8/15/2028 | 130000 | 129476 |
| Oklahoma Gas & Electric Co., Sr. Unscd. Notes | 5.60 | 4/1/2053 | 60000 | 59024 |
| Oncor Electric Delivery Co. LLC, Scd. Notes | 4.65 | 11/1/2029 | 400000 | 407198 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes | 3.10 | 9/15/2049 | 205000 | 135975 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes | 3.70 | 11/15/2028 | 100000 | 99356 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes | 3.70 | 5/15/2050 | 50000 | 36762 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes | 3.80 | 9/30/2047 | 50000 | 38329 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes | 4.30 | 5/15/2028 | 10000 | 10076 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes | 4.95 | 9/15/2052 | 140000 | 124474 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes<sup>(c)</sup> <br>| 5.35 | 4/1/2035 | 200000 | 205276 |
| Oncor Electric Delivery Co. LLC, Sr. Scd. Notes | 5.65 | 11/15/2033 | 50000 | 52928 |
| One Gas, Inc., Sr. Unscd. Notes | 4.50 | 11/1/2048 | 45000 | 38743 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 2.50 | 2/1/2031 | 430000 | 388691 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 3.30 | 8/1/2040 | 120000 | 91168 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 3.50 | 8/1/2050 | 225000 | 152019 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 3.75 | 7/1/2028 | 205400 | 203234 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 4.00 | 12/1/2046 | 50000 | 37600 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 4.50 | 7/1/2040 | 100000 | 87063 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 4.95 | 7/1/2050 | 539000 | 456799 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 5.25 | 3/1/2052 | 66000 | 57582 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 6.75 | 1/15/2053 | 247000 | 263028 |
| Pacific Gas & Electric Co., First Mortgage Notes | 3.95 | 12/1/2047 | 50000 | 37148 |
| Pacific Gas & Electric Co., First Mortgage Notes | 4.65 | 8/1/2028 | 100000 | 100980 |

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**67**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| Pacific Gas & Electric Co., Sr. Scd. Bonds | 3.25 | 6/1/2031 | 70000 | 65144 |
| Pacific Gas & Electric Co., Sr. Scd. Bonds | 4.20 | 6/1/2041 | 75000 | 62141 |
| PacifiCorp, First Mortgage Bonds | 2.90 | 6/15/2052 | 205000 | 120960 |
| PacifiCorp, First Mortgage Bonds | 4.10 | 2/1/2042 | 50000 | 40216 |
| PacifiCorp, First Mortgage Bonds | 4.13 | 1/15/2049 | 100000 | 74953 |
| PacifiCorp, First Mortgage Bonds | 4.15 | 2/15/2050 | 510000 | 381955 |
| PacifiCorp, First Mortgage Bonds | 5.35 | 12/1/2053 | 100000 | 88131 |
| PacifiCorp, First Mortgage Bonds | 6.00 | 1/15/2039 | 360000 | 366197 |
| PECO Energy Co., First Mortgage Bonds | 3.90 | 3/1/2048 | 300000 | 235974 |
| PECO Energy Co., First Mortgage Bonds | 4.90 | 6/15/2033 | 209000 | 213091 |
| PECO Energy Co., First Ref. Mortgage Bonds | 5.95 | 10/1/2036 | 350000 | 378041 |
| PG&E Energy Recovery Funding LLC, Sr. Scd. Bonds, Ser. A1 | 1.46 | 7/15/2031 | 28323 | 26200 |
| PG&E Energy Recovery Funding LLC, Sr. Scd. Bonds, Ser. A2 | 2.28 | 1/15/2036 | 85000 | 71381 |
| PG&E Energy Recovery Funding LLC, Sr. Scd. Bonds, Ser. A3 | 2.82 | 7/15/2046 | 25000 | 18206 |
| PG&E Recovery Funding LLC, Sr. Scd. Notes, Ser. A2 | 5.23 | 6/1/2042 | 85000 | 85301 |
| PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A1 | 3.59 | 6/1/2030 | 40562 | 40036 |
| PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A2 | 4.26 | 6/1/2036 | 140000 | 136048 |
| PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A2 | 4.72 | 6/1/2037 | 250000 | 246186 |
| PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A4 | 5.21 | 12/1/2047 | 160000 | 155358 |
| Piedmont Natural Gas Co., Inc., Sr. Unscd. Notes | 2.50 | 3/15/2031 | 25000 | 22827 |
| Piedmont Natural Gas Co., Inc., Sr. Unscd. Notes | 3.35 | 6/1/2050 | 130000 | 89390 |
| Piedmont Natural Gas Co., Inc., Sr. Unscd. Notes | 4.65 | 8/1/2043 | 65000 | 58028 |
| PPL Electric Utilities Corp., First Mortgage Bonds | 5.25 | 5/15/2053 | 270000 | 257383 |
| PPL Electric Utilities Corp., First Mortgage Bonds | 6.25 | 5/15/2039 | 622000 | 680795 |
| Public Service Co. of Colorado, First Mortgage Bonds | 4.05 | 9/15/2049 | 42000 | 32865 |
| Public Service Co. of Colorado, First Mortgage Bonds | 5.25 | 4/1/2053 | 600000 | 557530 |
| Public Service Co. of Colorado, First Mortgage Bonds, Ser. 34 | 3.20 | 3/1/2050 | 77000 | 52250 |
| Public Service Co. of Colorado, First Mortgage Notes | 3.60 | 9/15/2042 | 25000 | 19618 |
| Public Service Co. of New Hampshire, First Mortgage Bonds | 5.15 | 1/15/2053 | 100000 | 92606 |
| Public Service Co. of Oklahoma, Sr. Unscd. Notes | 5.25 | 1/15/2033 | 100000 | 102300 |
| Public Service Electric & Gas Co., First Mortgage Bonds | 4.90 | 8/15/2035 | 100000 | 100412 |
| Public Service Electric & Gas Co., First Mortgage Bonds | 5.20 | 8/1/2033 | 17000 | 17588 |
| Public Service Electric & Gas Co., First Mortgage Bonds | 5.45 | 8/1/2053 | 119000 | 116154 |
| Public Service Electric & Gas Co., First Mortgage Notes | 1.90 | 8/15/2031 | 385000 | 339708 |
| Public Service Electric & Gas Co., First Mortgage Notes | 3.80 | 3/1/2046 | 225000 | 177184 |
| Public Service Electric & Gas Co., First Mortgage Notes | 4.05 | 5/1/2048 | 100000 | 80411 |
| Public Service Electric & Gas Co., First Mortgage Notes | 4.90 | 12/15/2032 | 100000 | 101890 |
| Public Service Electric & Gas Co., Sr. Scd. Notes | 3.65 | 9/1/2042 | 25000 | 19919 |
| Public Service Enterprise Group, Inc., Sr. Unscd. Notes | 1.60 | 8/15/2030 | 60000 | 53217 |
| Public Service Enterprise Group, Inc., Sr. Unscd. Notes | 5.88 | 10/15/2028 | 15000 | 15659 |
| Public Service Enterprise Group, Inc., Sr. Unscd. Notes | 6.13 | 10/15/2033 | 338000 | 362751 |
| Puget Energy, Inc., Sr. Scd. Notes | 2.38 | 6/15/2028 | 168000 | 161321 |
| Puget Energy, Inc., Sr. Scd. Notes | 4.10 | 6/15/2030 | 75000 | 73588 |
| Puget Energy, Inc., Sr. Scd. Notes | 4.22 | 3/15/2032 | 130000 | 124839 |
| Puget Energy, Inc., Sr. Scd. Notes | 5.73 | 3/15/2035 | 400000 | 409068 |
| Puget Sound Energy, Inc., Sr. Scd. Bonds | 5.33 | 6/15/2034 | 300000 | 308631 |
| Puget Sound Energy, Inc., Sr. Scd. Bonds | 5.80 | 3/15/2040 | 85000 | 87877 |
| Puget Sound Energy, Inc., Sr. Scd. Notes | 3.25 | 9/15/2049 | 69000 | 46920 |
| San Diego Gas & Electric Co., First Mortgage Bonds | 4.95 | 8/15/2028 | 58000 | 59441 |
| San Diego Gas & Electric Co., First Mortgage Bonds, Ser. RRR | 3.75 | 6/1/2047 | 368000 | 280037 |

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**68**

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| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| San Diego Gas & Electric Co., First Mortgage Bonds, Ser. UUU | 3.32 | 4/15/2050 | 105000 | 71995 |
| San Diego Gas & Electric Co., First Mortgage Bonds, Ser. XXX | 3.00 | 3/15/2032 | 100000 | 91876 |
| Sempra, Sr. Unscd. Notes | 3.25 | 6/15/2027 | 128000 | 126664 |
| Sempra, Sr. Unscd. Notes | 3.80 | 2/1/2038 | 160000 | 137472 |
| Sempra, Sr. Unscd. Notes | 6.00 | 10/15/2039 | 425000 | 440394 |
| Sierra Pacific Power Co., General Ref. Mortgage Notes | 5.90 | 3/15/2054 | 90000 | 90309 |
| Sierra Pacific Power Co., Jr. Sub. Notes | 6.20 | 12/15/2055 | 50000 | 49798 |
| Southern California Edison Co., First Mortgage Bonds | 2.85 | 8/1/2029 | 120000 | 113995 |
| Southern California Edison Co., First Mortgage Bonds | 3.65 | 2/1/2050 | 105000 | 73290 |
| Southern California Edison Co., First Mortgage Bonds | 5.70 | 3/1/2053 | 50000 | 46981 |
| Southern California Edison Co., First Mortgage Bonds | 5.85 | 11/1/2027 | 103000 | 105922 |
| Southern California Edison Co., First Mortgage Bonds | 5.95 | 11/1/2032 | 215000 | 228039 |
| Southern California Edison Co., First Mortgage Bonds, Ser. B | 4.88 | 3/1/2049 | 70000 | 59105 |
| Southern California Edison Co., First Mortgage Bonds, Ser. G | 2.50 | 6/1/2031 | 275000 | 247569 |
| Southern California Edison Co., First Mortgage Bonds, Ser. H | 3.65 | 6/1/2051 | 65000 | 44643 |
| Southern California Edison Co., First Ref. Mortgage Bonds | 4.00 | 4/1/2047 | 602000 | 454494 |
| Southern California Edison Co., First Ref. Mortgage Bonds | 4.65 | 10/1/2043 | 260000 | 221681 |
| Southern California Edison Co., First Ref. Mortgage Bonds | 6.00 | 1/15/2034 | 50000 | 52507 |
| Southern California Edison Co., First Ref. Mortgage Bonds | 6.05 | 3/15/2039 | 85000 | 87520 |
| Southern California Edison Co., First Ref. Mortgage Bonds, Ser. 13-A | 3.90 | 3/15/2043 | 50000 | 38451 |
| Southern California Gas Co., First Mortgage Bonds | 3.75 | 9/15/2042 | 44000 | 35123 |
| Southern California Gas Co., First Mortgage Bonds | 5.05 | 9/1/2034 | 227000 | 230059 |
| Southern California Gas Co., First Mortgage Bonds | 5.20 | 6/1/2033 | 10000 | 10289 |
| Southern California Gas Co., First Mortgage Bonds | 6.00 | 6/15/2055 | 25000 | 25601 |
| Southern California Gas Co., First Mortgage Bonds | 6.35 | 11/15/2052 | 60000 | 64513 |
| Southern California Gas Co., First Mortgage Bonds, Ser. VV | 4.30 | 1/15/2049 | 65000 | 52907 |
| Southern California Gas Co., First Mortgage Bonds, Ser. WW | 3.95 | 2/15/2050 | 20000 | 15246 |
| Southern California Gas Co., Sr. Scd. Bonds, Ser. UU | 4.13 | 6/1/2048 | 40000 | 31634 |
| Southern California Gas Co., Sr. Unscd. Notes | 2.95 | 4/15/2027 | 158000 | 156386 |
| Southern Co. Gas Capital Corp., Gtd. Notes | 4.40 | 5/30/2047 | 45000 | 37657 |
| Southern Co. Gas Capital Corp., Gtd. Notes, Ser. 21A | 3.15 | 9/30/2051 | 139000 | 90340 |
| Southern Co. Gas Capital Corp., Gtd. Notes, Ser. B | 5.10 | 9/15/2035 | 50000 | 50247 |
| Southern Power Co., Sr. Unscd. Notes | 5.15 | 9/15/2041 | 100000 | 96533 |
| Southern Power Co., Sr. Unscd. Notes | 5.25 | 7/15/2043 | 45000 | 42923 |
| Southern Power Co., Sr. Unscd. Notes, Ser. A | 4.25 | 10/1/2030 | 460000 | 458834 |
| Southwest Gas Corp., Sr. Unscd. Notes | 2.20 | 6/15/2030 | 130000 | 118704 |
| Spire Missouri, Inc., First Mortgage Bonds | 4.80 | 2/15/2033 | 50000 | 50390 |
| Spire Missouri, Inc., First Mortgage Bonds, Ser. 2034 | 5.15 | 8/15/2034 | 65000 | 66274 |
| Tampa Electric Co., Sr. Unscd. Notes | 2.40 | 3/15/2031 | 60000 | 54589 |
| Tampa Electric Co., Sr. Unscd. Notes | 3.63 | 6/15/2050 | 115000 | 83337 |
| The AES Corp., Sr. Unscd. Notes | 2.45 | 1/15/2031 | 60000 | 54569 |
| The AES Corp., Sr. Unscd. Notes | 5.45 | 6/1/2028 | 330000 | 338735 |
| The Cleveland Electric Illuminating Company, Sr. Unscd. Notes | 5.95 | 12/15/2036 | 30000 | 31336 |
| The Connecticut Light & Power Company, First Mortgage Bonds | 5.25 | 1/15/2053 | 42000 | 39842 |
| The Connecticut Light & Power Company, First Mortgage Bonds, Ser. A | 4.15 | 6/1/2045 | 65000 | 53878 |
| The Connecticut Light & Power Company, First Ref. Mortgage Bonds | 4.30 | 4/15/2044 | 200000 | 171252 |
| The Connecticut Light & Power Company, First Ref. Mortgage Bonds, Ser. A | 3.20 | 3/15/2027 | 175000 | 173923 |
| The Dayton Power & Light Company, First Mortgage Bonds | 4.55 | 8/15/2030 | 100000 | 99480 |
| The Southern Company, Sr. Unscd. Notes | 4.40 | 7/1/2046 | 205000 | 173341 |
| The Southern Company, Sr. Unscd. Notes | 4.85 | 6/15/2028 | 57000 | 58033 |

---

**69**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** | **Corporate Bonds and Notes — 25.1% (continued)** |
| **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** | **Utilities — 2.4% (continued)** |
| The Southern Company, Sr. Unscd. Notes | 5.50 | 3/15/2029 | 168000 | 174539 |
| The Southern Company, Sr. Unscd. Notes | 5.70 | 3/15/2034 | 15000 | 15757 |
| The Toledo Edison Company, Sr. Scd. Notes | 6.15 | 5/15/2037 | 25000 | 27058 |
| Tucson Electric Power Co., Sr. Unscd. Notes | 1.50 | 8/1/2030 | 50000 | 44398 |
| Tucson Electric Power Co., Sr. Unscd. Notes | 4.00 | 6/15/2050 | 60000 | 46302 |
| Tucson Electric Power Co., Sr. Unscd. Notes | 5.50 | 4/15/2053 | 50000 | 48089 |
| Tucson Electric Power Co., Sr. Unscd. Notes | 5.90 | 4/15/2055 | 50000 | 50850 |
| Union Electric Co., First Mortgage Bonds | 2.95 | 3/15/2030 | 50000 | 47648 |
| Union Electric Co., First Mortgage Bonds | 3.25 | 10/1/2049 | 122000 | 83877 |
| Union Electric Co., First Mortgage Bonds | 4.00 | 4/1/2048 | 46000 | 36593 |
| Union Electric Co., First Mortgage Bonds | 5.13 | 3/15/2055 | 200000 | 184632 |
| Union Electric Co., First Mortgage Bonds | 5.45 | 3/15/2053 | 60000 | 57989 |
| Union Electric Co., Sr. Scd. Notes | 3.90 | 9/15/2042 | 50000 | 41441 |
| Union Electric Co., Sr. Scd. Notes | 8.45 | 3/15/2039 | 50000 | 64738 |
| Virginia Electric & Power Co., Sr. Unscd. Notes | 2.45 | 12/15/2050 | 235000 | 135058 |
| Virginia Electric & Power Co., Sr. Unscd. Notes | 5.15 | 3/15/2035 | 200000 | 202964 |
| Virginia Electric & Power Co., Sr. Unscd. Notes | 5.30 | 8/15/2033 | 10000 | 10350 |
| Virginia Electric & Power Co., Sr. Unscd. Notes | 5.70 | 8/15/2053 | 90000 | 88825 |
| Virginia Electric & Power Co., Sr. Unscd. Notes, Ser. A | 3.80 | 4/1/2028 | 100000 | 99729 |
| Virginia Electric & Power Co., Sr. Unscd. Notes, Ser. B | 3.75 | 5/15/2027 | 80000 | 79865 |
| Virginia Electric & Power Co., Sr. Unscd. Notes, Ser. B | 3.80 | 9/15/2047 | 520000 | 398621 |
| Washington Gas Light Co., Sr. Unscd. Notes | 3.65 | 9/15/2049 | 149000 | 108352 |
| WEC Energy Group, Inc., Sr. Unscd. Notes | 2.20 | 12/15/2028 | 65000 | 61897 |
| WEC Energy Group, Inc., Sr. Unscd. Notes | 4.75 | 1/15/2028 | 200000 | 203174 |
| WEC Energy Group, Inc., Sr. Unscd. Notes | 5.15 | 10/1/2027 | 200000 | 203601 |
| Wisconsin Electric Power Co., Sr. Unscd. Debs. | 5.63 | 5/15/2033 | 65000 | 69337 |
| Wisconsin Electric Power Co., Sr. Unscd. Notes | 4.15 | 10/15/2030 | 50000 | 49847 |
| Wisconsin Power & Light Co., Sr. Unscd. Debs. | 1.95 | 9/16/2031 | 50000 | 43784 |
| Wisconsin Power & Light Co., Sr. Unscd. Notes | 4.95 | 4/1/2033 | 50000 | 50706 |
| Wisconsin Power & Light Co., Sr. Unscd. Notes | 5.38 | 3/30/2034 | 50000 | 51606 |
| Wisconsin Public Service Corp., Sr. Unscd. Notes | 3.30 | 9/1/2049 | 270000 | 188280 |
| Xcel Energy, Inc., Sr. Unscd. Notes | 1.75 | 3/15/2027 | 70000 | 68270 |
| Xcel Energy, Inc., Sr. Unscd. Notes | 3.50 | 12/1/2049 | 125000 | 89461 |
| Xcel Energy, Inc., Sr. Unscd. Notes | 4.00 | 6/15/2028 | 75000 | 75035 |
| Xcel Energy, Inc., Sr. Unscd. Notes | 4.60 | 6/1/2032 | 100000 | 99524 |
|  |  |  |  | **51903418** |
| &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $558,458,476) | &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $558,458,476) | &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $558,458,476) |  | **555222988** |
| **Foreign Governmental — 1.7%** | **Foreign Governmental — 1.7%** | **Foreign Governmental — 1.7%** | **Foreign Governmental — 1.7%** | **Foreign Governmental — 1.7%** |
| Canada, Bonds | 3.75 | 4/26/2028 | 875000 | 878167 |
| Chile, Sr. Unscd. Notes | 3.10 | 5/7/2041 | 432000 | 331704 |
| Chile, Sr. Unscd. Notes | 3.10 | 1/22/2061 | 251000 | 155446 |
| Chile, Sr. Unscd. Notes | 3.24 | 2/6/2028 | 323000 | 317682 |
| Chile, Sr. Unscd. Notes | 3.50 | 1/31/2034 | 520000 | 476074 |
| Chile, Sr. Unscd. Notes | 3.63 | 10/30/2042 | 200000 | 162311 |
| Chile, Sr. Unscd. Notes | 4.35 | 4/13/2031 | 350000 | 348392 |
| Chile, Sr. Unscd. Notes | 4.85 | 1/22/2029 | 200000 | 204048 |
| Export Development Canada, Govt. Gtd. Bonds | 4.00 | 6/20/2030 | 420000 | 423529 |
| Export Development Canada, Govt. Gtd. Notes | 4.75 | 6/5/2034 | 235000 | 244306 |
| Export-Import Bank of Korea, Sr. Unscd. Bonds | 1.25 | 9/21/2030 | 595000 | 525791 |

---

**70**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Foreign Governmental — 1.7% (continued)** | **Foreign Governmental — 1.7% (continued)** | **Foreign Governmental — 1.7% (continued)** | **Foreign Governmental — 1.7% (continued)** | **Foreign Governmental — 1.7% (continued)** |
| Export-Import Bank of Korea, Sr. Unscd. Notes | 2.50 | 6/29/2041 | 40000 | 29377 |
| Export-Import Bank of Korea, Sr. Unscd. Notes | 4.13 | 10/17/2027 | 200000 | 201126 |
| Export-Import Bank of Korea, Sr. Unscd. Notes | 4.50 | 1/11/2029 | 300000 | 306056 |
| Hydro-Quebec, Govt. Gtd. Debs., Ser. HH | 8.50 | 12/1/2029 | 145000 | 167744 |
| Indonesia, Sr. Unscd. Bonds | 4.30 | 4/16/2031 | 200000 | 198470 |
| Indonesia, Sr. Unscd. Bonds | 4.90 | 4/16/2036 | 200000 | 196671 |
| Indonesia, Sr. Unscd. Notes | 2.85 | 2/14/2030 | 420000 | 397053 |
| Indonesia, Sr. Unscd. Notes | 3.05 | 3/12/2051 | 50000 | 32162 |
| Indonesia, Sr. Unscd. Notes | 3.35 | 3/12/2071 | 386000 | 238475 |
| Indonesia, Sr. Unscd. Notes | 3.40 | 9/18/2029 | 40000 | 38943 |
| Indonesia, Sr. Unscd. Notes | 3.50 | 1/11/2028 | 380000 | 376770 |
| Indonesia, Sr. Unscd. Notes | 3.70 | 10/30/2049 | 200000 | 147432 |
| Indonesia, Sr. Unscd. Notes | 4.70 | 2/10/2034 | 200000 | 197432 |
| Indonesia, Sr. Unscd. Notes | 4.85 | 1/11/2033 | 200000 | 200485 |
| Indonesia, Sr. Unscd. Notes | 4.95 | 2/21/2036 | 200000 | 197551 |
| Indonesia, Sr. Unscd. Notes | 5.10 | 2/10/2054 | 100000 | 93762 |
| Indonesia, Sr. Unscd. Notes | 5.25 | 1/15/2030 | 200000 | 206814 |
| Indonesia, Sr. Unscd. Notes<sup>(a)</sup> <br>| 5.60 | 1/15/2035 | 170000 | 177726 |
| Israel, Govt. Gtd. Notes, Ser. 30Y | 5.50 | 9/18/2033 | 40000 | 42860 |
| Israel, Sr. Unscd. Bonds, Ser. 30Y | 3.88 | 7/3/2050 | 683000 | 497713 |
| Israel, Sr. Unscd. Bonds, Ser. 30Y | 4.13 | 1/17/2048 | 290000 | 226815 |
| Israel, Sr. Unscd. Notes, Ser. 10Y | 5.50 | 3/12/2034 | 510000 | 525323 |
| Israel, Sr. Unscd. Notes, Ser. 30Y | 5.75 | 3/12/2054 | 750000 | 718311 |
| Japan Bank for International Cooperation, Govt. Gtd. Bonds | 1.25 | 1/21/2031 | 260000 | 227860 |
| Japan Bank for International Cooperation, Govt. Gtd. Bonds | 4.63 | 7/19/2028 | 200000 | 203851 |
| Japan Bank for International Cooperation, Govt. Gtd. Bonds | 4.88 | 10/18/2028 | 165000 | 169542 |
| Japan Bank for International Cooperation, Govt. Gtd. Notes | 1.88 | 4/15/2031 | 311000 | 279468 |
| Japan Bank for International Cooperation, Govt. Gtd. Notes | 3.50 | 10/31/2028 | 600000 | 595325 |
| Japan Bank for International Cooperation, Govt. Gtd. Notes | 4.38 | 1/24/2031 | 500000 | 508054 |
| Korea, Sr. Unscd. Notes | 3.63 | 10/29/2030 | 500000 | 494657 |
| Korea, Sr. Unscd. Notes | 4.13 | 6/10/2044 | 425000 | 381845 |
| Mexico, Sr. Unscd. Notes | 3.25 | 4/16/2030 | 75000 | 70601 |
| Mexico, Sr. Unscd. Notes | 3.50 | 2/12/2034 | 1322000 | 1138285 |
| Mexico, Sr. Unscd. Notes | 4.15 | 3/28/2027 | 95000 | 94874 |
| Mexico, Sr. Unscd. Notes | 4.28 | 8/14/2041 | 1368000 | 1090974 |
| Mexico, Sr. Unscd. Notes | 4.50 | 4/22/2029 | 50000 | 50135 |
| Mexico, Sr. Unscd. Notes | 4.50 | 1/31/2050 | 150000 | 113058 |
| Mexico, Sr. Unscd. Notes | 4.60 | 1/23/2046 | 90000 | 70243 |
| Mexico, Sr. Unscd. Notes | 4.75 | 4/27/2032 | 270000 | 262602 |
| Mexico, Sr. Unscd. Notes | 4.75 | 3/8/2044 | 424000 | 346884 |
| Mexico, Sr. Unscd. Notes | 4.88 | 5/19/2033 | 295000 | 282330 |
| Mexico, Sr. Unscd. Notes | 6.00 | 5/13/2030 | 200000 | 208713 |
| Mexico, Sr. Unscd. Notes | 6.13 | 2/9/2038 | 1000000 | 998783 |
| Mexico, Sr. Unscd. Notes | 6.34 | 5/4/2053 | 200000 | 189258 |
| Mexico, Sr. Unscd. Notes | 6.40 | 5/7/2054 | 200000 | 190735 |
| Mexico, Sr. Unscd. Notes | 6.75 | 9/27/2034 | 338000 | 363515 |
| Mexico, Sr. Unscd. Notes | 6.88 | 5/13/2037 | 200000 | 212087 |
| Mexico, Sr. Unscd. Notes | 7.38 | 5/13/2055 | 200000 | 214458 |
| Mexico, Sr. Unscd. Notes | 7.50 | 4/8/2033 | 150000 | 171113 |
| Mexico, Sr. Unscd. Notes | 8.30 | 8/15/2031 | 260000 | 307271 |
| Mexico, Sr. Unscd. Notes, Ser. 10 | 5.63 | 9/22/2035 | 100000 | 97940 |

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**71**

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*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Foreign Governmental — 1.7% (continued)** | **Foreign Governmental — 1.7% (continued)** | **Foreign Governmental — 1.7% (continued)** | **Foreign Governmental — 1.7% (continued)** | **Foreign Governmental — 1.7% (continued)** |
| Panama, Sr. Unscd. Bonds | 4.50 | 4/16/2050 | 427000 | 325252 |
| Panama, Sr. Unscd. Bonds | 6.70 | 1/26/2036 | 495000 | 528517 |
| Panama, Sr. Unscd. Bonds | 8.88 | 9/30/2027 | 380000 | 406571 |
| Panama, Sr. Unscd. Notes | 3.16 | 1/23/2030 | 425000 | 398865 |
| Panama, Sr. Unscd. Notes | 3.30 | 1/19/2033 | 34000 | 29880 |
| Panama, Sr. Unscd. Notes | 3.87 | 7/23/2060 | 205000 | 133069 |
| Panama, Sr. Unscd. Notes | 4.50 | 4/1/2056 | 293000 | 215407 |
| Panama, Sr. Unscd. Notes | 6.40 | 2/14/2035 | 130800 | 136895 |
| Panama, Sr. Unscd. Notes | 6.88 | 1/31/2036 | 50000 | 53767 |
| Panama, Sr. Unsub. Notes | 2.25 | 9/29/2032 | 65000 | 53741 |
| Peru, Sr. Unscd. Bonds | 6.55 | 3/14/2037 | 862000 | 946899 |
| Peru, Sr. Unscd. Bonds | 8.75 | 11/21/2033 | 274000 | 343282 |
| Peru, Sr. Unscd. Notes | 1.86 | 12/1/2032 | 306000 | 253820 |
| Peru, Sr. Unscd. Notes | 2.78 | 12/1/2060 | 75000 | 40578 |
| Peru, Sr. Unscd. Notes | 3.00 | 1/15/2034 | 427000 | 370518 |
| Peru, Sr. Unscd. Notes | 3.23 | 7/28/2121 | 30000 | 16193 |
| Peru, Sr. Unscd. Notes | 5.50 | 3/30/2036 | 32700 | 33241 |
| Philippines, Sr. Unscd. Bonds | 1.95 | 1/6/2032 | 900000 | 782446 |
| Philippines, Sr. Unscd. Bonds | 3.70 | 2/2/2042 | 50000 | 40815 |
| Philippines, Sr. Unscd. Bonds | 3.95 | 1/20/2040 | 331000 | 287339 |
| Philippines, Sr. Unscd. Bonds | 5.50 | 2/4/2035 | 350000 | 364809 |
| Philippines, Sr. Unscd. Bonds | 5.90 | 2/4/2050 | 200000 | 208211 |
| Philippines, Sr. Unscd. Bonds | 9.50 | 2/2/2030 | 267000 | 318725 |
| Philippines, Sr. Unscd. Notes | 2.65 | 12/10/2045 | 743000 | 483920 |
| Philippines, Sr. Unscd. Notes | 3.20 | 7/6/2046 | 50000 | 35284 |
| Philippines, Sr. Unscd. Notes | 4.75 | 3/5/2035 | 30000 | 29649 |
| Philippines, Sr. Unscd. Notes | 5.00 | 1/27/2036 | 200000 | 200193 |
| Poland, Sr. Unscd. Notes, Ser. 30Y | 5.50 | 4/4/2053 | 355000 | 336466 |
| Poland, Sr. Unscd. Notes, Ser. 30Y | 5.50 | 3/18/2054 | 400000 | 379099 |
| Poland, Sr. Unscd. Notes, Ser. 5Y | 5.50 | 11/16/2027 | 110000 | 113016 |
| Province of Alberta Canada, Sr. Unscd. Bonds | 1.30 | 7/22/2030 | 325000 | 290274 |
| Province of Alberta Canada, Sr. Unscd. Notes | 3.30 | 3/15/2028 | 665000 | 659205 |
| Province of Alberta Canada, Sr. Unscd. Notes | 4.50 | 6/26/2029 | 400000 | 409167 |
| Province of British Columbia Canada, Bonds | 7.25 | 9/1/2036 | 280000 | 338695 |
| Province of British Columbia Canada, Sr. Unscd. Bonds | 3.90 | 8/27/2030 | 200000 | 199777 |
| Province of British Columbia Canada, Sr. Unscd. Bonds | 4.90 | 4/24/2029 | 500000 | 517171 |
| Province of British Columbia Canada, Sr. Unscd. Notes | 1.30 | 1/29/2031 | 220000 | 193305 |
| Province of British Columbia Canada, Sr. Unscd. Notes | 4.20 | 7/6/2033 | 430000 | 425600 |
| Province of Manitoba Canada, Sr. Unscd. Notes, Ser. HB | 1.50 | 10/25/2028 | 150000 | 141247 |
| Province of Ontario Canada, Sr. Unscd. Bonds | 3.90 | 9/4/2030 | 55000 | 54943 |
| Province of Ontario Canada, Sr. Unscd. Notes | 1.05 | 5/21/2027 | 65000 | 62838 |
| Province of Ontario Canada, Sr. Unscd. Notes | 1.60 | 2/25/2031 | 560000 | 498685 |
| Province of Ontario Canada, Sr. Unscd. Notes | 1.80 | 10/14/2031 | 456000 | 403723 |
| Province of Ontario Canada, Sr. Unscd. Notes | 2.00 | 10/2/2029 | 180000 | 169050 |
| Province of Ontario Canada, Sr. Unscd. Notes | 2.13 | 1/21/2032 | 95000 | 84955 |
| Province of Ontario Canada, Unscd. Bonds | 1.13 | 10/7/2030 | 921000 | 810923 |
| Province of Quebec Canada, Sr. Unscd. Bonds | 4.25 | 9/5/2034 | 20000 | 19669 |
| Province of Quebec Canada, Sr. Unscd. Debs., Ser. PD | 7.50 | 9/15/2029 | 55000 | 61762 |
| Province of Quebec Canada, Sr. Unscd. Notes | 1.35 | 5/28/2030 | 635000 | 571074 |
| Province of Quebec Canada, Sr. Unscd. Notes | 2.75 | 4/12/2027 | 145000 | 143382 |
| Province of Quebec Canada, Sr. Unscd. Notes | 4.63 | 8/28/2035 | 200000 | 200952 |

---

**72**

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| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Foreign Governmental — 1.7% (continued)** | **Foreign Governmental — 1.7% (continued)** | **Foreign Governmental — 1.7% (continued)** | **Foreign Governmental — 1.7% (continued)** | **Foreign Governmental — 1.7% (continued)** |
| Province of Quebec Canada, Unscd. Notes | 1.90 | 4/21/2031 | 800000 | 719522 |
| Republic of Italy, Sr. Unscd. Notes, Ser. 10Y | 4.00 | 10/17/2049 | 279000 | 212300 |
| Republic of Italy, Sr. Unscd. Notes, Ser. 30Y | 3.88 | 5/6/2051 | 300000 | 220913 |
| Svensk Exportkredit AB, Sr. Unscd. Notes<sup>(b)</sup> <br>| 0.00 | 5/11/2037 | 30000 | 17235 |
| Svensk Exportkredit AB, Sr. Unscd. Notes | 4.13 | 6/14/2028 | 350000 | 353495 |
| Svensk Exportkredit AB, Sr. Unscd. Notes | 4.25 | 2/1/2029 | 25000 | 25366 |
| The Korea Development Bank, Sr. Unscd. Notes | 2.00 | 10/25/2031 | 100000 | 89589 |
| The Korea Development Bank, Sr. Unscd. Notes | 4.13 | 10/16/2027 | 200000 | 201050 |
| The Korea Development Bank, Sr. Unscd. Notes | 5.38 | 10/23/2028 | 285000 | 296492 |
| Uruguay, Sr. Unscd. Bonds | 4.13 | 11/20/2045 | 50000 | 43391 |
| Uruguay, Sr. Unscd. Bonds | 4.38 | 1/23/2031 | 290000 | 293018 |
| Uruguay, Sr. Unscd. Bonds | 4.98 | 4/20/2055 | 280000 | 252320 |
| Uruguay, Sr. Unscd. Bonds | 5.10 | 6/18/2050 | 284000 | 264581 |
| Uruguay, Sr. Unscd. Notes | 4.38 | 10/27/2027 | 782667 | 786867 |
| &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $37,060,336) | &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $37,060,336) | &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $37,060,336) |  | **36715985** |
| **Municipal Securities — .3%** | **Municipal Securities — .3%** | **Municipal Securities — .3%** | **Municipal Securities — .3%** | **Municipal Securities — .3%** |
| Bay Area Toll Authority, Revenue Bonds, Ser. S1 | 7.04 | 4/1/2050 | 10000 | 11557 |
| Bay Area Toll Authority, Revenue Bonds, Ser. S3 | 6.91 | 10/1/2050 | 380000 | 433470 |
| California, GO | 5.13 | 9/1/2029 | 100000 | 105187 |
| California, GO | 7.50 | 4/1/2034 | 75000 | 87070 |
| California, GO | 7.60 | 11/1/2040 | 15000 | 18243 |
| California, GO | 7.63 | 3/1/2040 | 385000 | 464573 |
| California, GO (Build America Bonds) | 7.30 | 10/1/2039 | 85000 | 98529 |
| California State University, Revenue Bonds, Refunding, Ser. B | 2.72 | 11/1/2052 | 50000 | 32942 |
| California State University, Revenue Bonds, Refunding, Ser. B | 2.98 | 11/1/2051 | 15000 | 10089 |
| &nbsp;&nbsp;&nbsp; Chicago Transit Authority Sales & Transfer Tax Receipts, Revenue Bonds, Ser. <br> A<br>| 6.90 | 12/1/2040 | 90461 | 100563 |
| Commonwealth of Massachusetts, GO | 5.46 | 12/1/2039 | 320000 | 328161 |
| Dallas Fort Worth International Airport, Revenue Bonds, Refunding | 2.84 | 11/1/2046 | 175000 | 129325 |
| Dallas Fort Worth International Airport, Revenue Bonds, Ser. A | 4.09 | 11/1/2051 | 100000 | 82552 |
| Dallas Fort Worth International Airport, Revenue Bonds, Ser. A | 4.51 | 11/1/2051 | 40000 | 34860 |
| Idaho Energy Resources Authority, Revenue Bonds | 2.86 | 9/1/2046 | 45000 | 31664 |
| Illinois, GO | 5.10 | 6/1/2033 | 17451 | 17840 |
| &nbsp;&nbsp;&nbsp; Indiana Finance Authority, Revenue Bonds, Refunding (Ohio River Bridges <br> East End Crossing Project)<br>| 3.05 | 1/1/2051 | 65000 | 47481 |
| &nbsp;&nbsp;&nbsp; Los Angeles Department of Airports Customer Facility Charge, Revenue <br> Bonds (Consolidated Rental Car Facility Project) (Insured; Assured <br> Guaranty Corp.) Ser. A<br>| 4.24 | 5/15/2048 | 620000 | 539419 |
| &nbsp;&nbsp;&nbsp; Louisiana Local Government Environmental Facilities & Community <br> Development Authority, Revenue Bonds (Louisiana Utilities Restoration <br> Corporation Project)<br>| 4.48 | 8/1/2039 | 100000 | 91546 |
| Michigan State University, Revenue Bonds, Ser. A | 4.17 | 8/15/2122 | 100000 | 71314 |
| &nbsp;&nbsp;&nbsp; Missouri Health & Educational Facilities Authority, Revenue Bonds, <br> Refunding (The Washington University) Ser. A<br>| 3.23 | 5/15/2050 | 500000 | 349661 |
| Municipal Electric Authority of Georgia, Revenue Bonds, Refunding | 6.64 | 4/1/2057 | 97000 | 104826 |
| New Jersey Turnpike Authority, Revenue Bonds, Ser. A | 7.10 | 1/1/2041 | 345000 | 399456 |
| New Jersey Turnpike Authority, Revenue Bonds, Ser. F | 7.41 | 1/1/2040 | 200000 | 237595 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, Revenue Bonds, <br> Refunding<br>| 5.44 | 6/15/2043 | 790000 | 758905 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, Revenue Bonds, <br> Refunding<br>| 5.72 | 6/15/2042 | 225000 | 224719 |

---

**73**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **Municipal Securities — .3% (continued)** | **Municipal Securities — .3% (continued)** | **Municipal Securities — .3% (continued)** | **Municipal Securities — .3% (continued)** | **Municipal Securities — .3% (continued)** |
| North Texas Tollway Authority, Revenue Bonds, Ser. B | 6.72 | 1/1/2049 | 15000 | 16252 |
| Port Authority of New York & New Jersey, Revenue Bonds | 3.14 | 2/15/2051 | 250000 | 183004 |
| Port Authority of New York & New Jersey, Revenue Bonds, Refunding | 4.46 | 10/1/2062 | 150000 | 126092 |
| Port Authority of New York & New Jersey, Revenue Bonds, Ser. 181 | 4.96 | 8/1/2046 | 100000 | 95654 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center, Revenue Bonds, <br> Refunding, Ser. F<br>| 6.58 | 5/15/2049 | 315000 | 337574 |
| Regents of the University of California Medical Center, Revenue Bonds, Ser. N | 3.01 | 5/15/2050 | 465000 | 307236 |
| Rutgers The State University of New Jersey, Revenue Bonds, Refunding, Ser. R | 3.27 | 5/1/2043 | 60000 | 49370 |
| Sales Tax Securitization Corp., Revenue Bonds, Refunding, Ser. B | 3.59 | 1/1/2043 | 30000 | 26036 |
| Sales Tax Securitization Corp., Revenue Bonds, Refunding, Ser. B | 3.82 | 1/1/2048 | 170000 | 136908 |
| San Diego County Regional Transportation Commission, Revenue Bonds | 5.91 | 4/1/2048 | 45000 | 45963 |
| San Francisco Public Utilities Commission, Revenue Bonds | 6.95 | 11/1/2050 | 110000 | 122513 |
| State Board of Administration Finance Corp., Revenue Bonds, Ser. A | 1.71 | 7/1/2027 | 100000 | 97020 |
| &nbsp;&nbsp;&nbsp; Texas Natural Gas Securitization Finance Corp., Revenue Bonds (Winter <br> Storm Uri)<br>| 5.17 | 4/1/2041 | 50000 | 50688 |
| &nbsp;&nbsp;&nbsp; Texas Private Activity Bond Surface Transportation Corp., Revenue Bonds <br> (NTE Mobility Partners LLC North Tarrant Express Managed Lanes <br> Project) Ser. B<br>| 3.92 | 12/31/2049 | 10000 | 7984 |
| The Ohio State University, Revenue Bonds, Ser. A | 4.80 | 6/1/2111 | 10000 | 8305 |
| The Ohio State University, Revenue Bonds, Ser. C | 4.91 | 6/1/2040 | 50000 | 50006 |
| University of Michigan, Revenue Bonds, Ser. A | 4.45 | 4/1/2122 | 50000 | 38944 |
| University of Michigan, Revenue Bonds, Ser. B | 2.44 | 4/1/2040 | 54000 | 40651 |
| University of Virginia, Revenue Bonds, Refunding, Ser. B | 2.58 | 11/1/2051 | 100000 | 61223 |
| &nbsp;&nbsp;&nbsp; **Total Municipal Securities** <br>(cost $7,145,777) | &nbsp;&nbsp;&nbsp; **Total Municipal Securities** <br>(cost $7,145,777) | &nbsp;&nbsp;&nbsp; **Total Municipal Securities** <br>(cost $7,145,777) |  | **6612970** |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7%** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through <br> Certificates, Ser. K139, Cl. A2<sup>(e)</sup> <br>| 2.59 | 1/25/2032 | 100000 | 91703 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through <br> Certificates, Ser. K169, Cl. A2<sup>(e)</sup> <br>| 4.66 | 12/25/2034 | 200000 | 202946 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through <br> Certificates, Ser. K761, Cl. A2<sup>(e)</sup> <br>| 4.40 | 6/25/2032 | 850000 | 857254 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K064, Cl. A2<sup>(e)</sup> <br>| 3.22 | 3/25/2027 | 20000 | 19882 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K065, Cl. AM<sup>(e)</sup> <br>| 3.33 | 5/25/2027 | 120000 | 119253 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K069, Cl. A2<sup>(e)</sup> <br>| 3.19 | 9/25/2027 | 145420 | 144035 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K072, Cl. A2<sup>(e)</sup> <br>| 3.44 | 12/25/2027 | 160000 | 158979 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K077, Cl. A1<sup>(e)</sup> <br>| 3.70 | 3/25/2028 | 11764 | 11737 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K077, Cl. A2<sup>(e)</sup> <br>| 3.85 | 5/25/2028 | 50000 | 50005 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K077, Cl. AM<sup>(e)</sup> <br>| 3.85 | 5/25/2028 | 250000 | 249578 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K079, Cl. A2<sup>(e)</sup> <br>| 3.93 | 6/25/2028 | 322000 | 322516 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K081, Cl. AM<sup>(e)</sup> <br>| 3.90 | 8/25/2028 | 50000 | 49949 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K082, Cl. A2<sup>(e)</sup> <br>| 3.92 | 9/25/2028 | 350000 | 350554 |

---

**74**

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| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K087, Cl. A2<sup>(e)</sup> <br>| 3.77 | 12/25/2028 | 126175 | 125859 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K089, Cl. AM<sup>(e)</sup> <br>| 3.63 | 1/25/2029 | 410000 | 406340 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K099, Cl. A2<sup>(e)</sup> <br>| 2.60 | 9/25/2029 | 40000 | 38256 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K101, Cl. A2<sup>(e)</sup> <br>| 2.52 | 10/25/2029 | 10000 | 9523 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K105, Cl. A2<sup>(e)</sup> <br>| 1.87 | 1/25/2030 | 90000 | 83246 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K106, Cl. A1<sup>(e)</sup> <br>| 1.78 | 10/25/2029 | 28037 | 26892 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K109, Cl. A2<sup>(e)</sup> <br>| 1.56 | 4/25/2030 | 450000 | 408944 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K110, Cl. A1<sup>(e)</sup> <br>| 1.02 | 9/25/2029 | 108652 | 102863 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K116, Cl. A2<sup>(e)</sup> <br>| 1.38 | 7/25/2030 | 320000 | 286213 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K117, Cl. A2<sup>(e)</sup> <br>| 1.41 | 8/25/2030 | 130000 | 116133 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K118, Cl. A2<sup>(e)</sup> <br>| 1.49 | 9/25/2030 | 280000 | 250609 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K121, Cl. A2<sup>(e)</sup> <br>| 1.55 | 10/25/2030 | 140000 | 125135 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K123, Cl. A2<sup>(e)</sup> <br>| 1.62 | 12/25/2030 | 200000 | 178992 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K124, Cl. A2<sup>(e)</sup> <br>| 1.66 | 12/25/2030 | 1200000 | 1073985 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K126, Cl. A2<sup>(e)</sup> <br>| 2.07 | 1/25/2031 | 50000 | 45625 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K134, Cl. A2<sup>(e)</sup> <br>| 2.24 | 10/25/2031 | 125000 | 113000 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K135, Cl. A2<sup>(e)</sup> <br>| 2.15 | 10/25/2031 | 200000 | 180005 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K136, Cl. A2<sup>(e)</sup> <br>| 2.13 | 11/25/2031 | 120000 | 107626 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K137, Cl. A2<sup>(e)</sup> <br>| 2.35 | 11/25/2031 | 400000 | 362733 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K142, Cl. A2<sup>(e)</sup> <br>| 2.40 | 3/25/2032 | 30000 | 27139 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K1510, Cl. A2<sup>(e)</sup> <br>| 3.72 | 1/25/2031 | 145000 | 142658 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K1513, Cl. A3<sup>(e)</sup> <br>| 2.80 | 8/25/2034 | 20000 | 17713 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K1515, Cl. A2<sup>(e)</sup> <br>| 1.94 | 2/25/2035 | 535000 | 437396 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K152, Cl. A1<sup>(e)</sup> <br>| 2.83 | 5/25/2030 | 29386 | 28622 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K153, Cl. A3<sup>(e)</sup> <br>| 3.12 | 10/25/2031 | 50000 | 47434 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K154, Cl. A3<sup>(e)</sup> <br>| 3.46 | 11/25/2032 | 555000 | 528939 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K155, Cl. AM<sup>(e)</sup> <br>| 4.25 | 4/25/2033 | 250000 | 247482 |

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**75**

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*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

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| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .7% (continued)** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K157, Cl. A2<sup>(e)</sup> <br>| 3.99 | 5/25/2033 | 260000 | 259193 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K157, Cl. A2<sup>(e)</sup> <br>| 4.20 | 5/25/2033 | 100000 | 99161 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K158, Cl. A2<sup>(e)</sup> <br>| 4.05 | 7/25/2033 | 413000 | 405384 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K159, Cl. A2<sup>(e)</sup> <br>| 4.50 | 7/25/2033 | 250000 | 252338 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K161, Cl. A2<sup>(e)</sup> <br>| 4.90 | 10/25/2033 | 700000 | 723456 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K162, Cl. A2<sup>(e)</sup> <br>| 5.15 | 12/25/2033 | 390000 | 409371 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K163, Cl. A2<sup>(e)</sup> <br>| 5.00 | 3/25/2034 | 300000 | 311941 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K166, Cl. A2<sup>(e)</sup> <br>| 4.58 | 10/25/2034 | 200000 | 201885 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K508, Cl. A2<sup>(e)</sup> <br>| 4.74 | 8/25/2028 | 100000 | 101944 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K509, Cl. A2<sup>(e)</sup> <br>| 4.85 | 9/25/2028 | 210000 | 214770 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K518, Cl. A2<sup>(e)</sup> <br>| 5.40 | 1/25/2029 | 200000 | 207934 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K520, Cl. A2<sup>(e)</sup> <br>| 5.18 | 3/25/2029 | 100000 | 103487 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K743, Cl. A2<sup>(e)</sup> <br>| 1.77 | 5/25/2028 | 75000 | 71699 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K747, Cl. AM<sup>(e)</sup> <br>| 1.75 | 12/25/2028 | 1000000 | 941902 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K749, Cl. A1<sup>(e)</sup> <br>| 2.29 | 9/25/2028 | 147782 | 144728 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. K754, Cl. A2<sup>(e)</sup> <br>| 4.94 | 11/25/2030 | 150000 | 155341 |
| Federal National Mortgage Association, ACES, Ser. 2017-M13, Cl. A2<sup>(e)</sup> <br>| 2.93 | 9/25/2027 | 198457 | 195900 |
| Federal National Mortgage Association, ACES, Ser. 2018-M1, Cl. A2<sup>(e)</sup> <br>| 2.98 | 12/25/2027 | 29801 | 29402 |
| Federal National Mortgage Association, ACES, Ser. 2018-M12, Cl. A2<sup>(e)</sup> <br>| 3.62 | 8/25/2030 | 597018 | 587981 |
| Federal National Mortgage Association, ACES, Ser. 2018-M13, Cl. A2<sup>(e)</sup> <br>| 3.75 | 9/25/2030 | 6926 | 6850 |
| Federal National Mortgage Association, ACES, Ser. 2019-M1, Cl. A2<sup>(e)</sup> <br>| 3.56 | 9/25/2028 | 17649 | 17542 |
| Federal National Mortgage Association, ACES, Ser. 2019-M12, Cl. A2<sup>(e)</sup> <br>| 2.89 | 6/25/2029 | 95573 | 92742 |
| Federal National Mortgage Association, ACES, Ser. 2019-M22, Cl. A2<sup>(e)</sup> <br>| 2.52 | 8/25/2029 | 31891 | 30516 |
| Federal National Mortgage Association, ACES, Ser. 2019-M25, Cl. A2<sup>(e)</sup> <br>| 2.33 | 11/25/2029 | 692628 | 656046 |
| Federal National Mortgage Association, ACES, Ser. 2019-M5, Cl. A2<sup>(e)</sup> <br>| 3.27 | 2/25/2029 | 35345 | 34777 |
| Federal National Mortgage Association, ACES, Ser. 2019-M7, Cl. A2<sup>(e)</sup> <br>| 3.14 | 4/25/2029 | 15399 | 15062 |
| Federal National Mortgage Association, ACES, Ser. 2020-M1, Cl. A1<sup>(e)</sup> <br>| 2.15 | 10/25/2029 | 8618 | 8471 |
| Federal National Mortgage Association, ACES, Ser. 2020-M1, Cl. A2<sup>(e)</sup> <br>| 2.44 | 10/25/2029 | 200000 | 189889 |
| Federal National Mortgage Association, ACES, Ser. 2020-M42, Cl. A2<sup>(e)</sup> <br>| 1.27 | 7/25/2030 | 500000 | 445516 |
| Federal National Mortgage Association, ACES, Ser. 2021-M13, Cl. 2A1<sup>(e)</sup> <br>| 1.49 | 11/25/2032 | 56194 | 52434 |
| Federal National Mortgage Association, ACES, Ser. 2021-M1G, Cl. A2<sup>(e)</sup> <br>| 1.47 | 11/25/2030 | 60000 | 53291 |
| Federal National Mortgage Association, ACES, Ser. 2022-M11, Cl. A2<sup>(e)</sup> <br>| 2.97 | 10/25/2027 | 137518 | 135763 |
| Federal National Mortgage Association, ACES, Ser. 2022-M13, Cl. A2<sup>(e)</sup> <br>| 2.59 | 6/25/2032 | 240000 | 218682 |
| Federal National Mortgage Association, ACES, Ser. 2022-M3, Cl. A2<sup>(e)</sup> <br>| 1.71 | 11/25/2031 | 100000 | 87375 |
| Federal National Mortgage Association, ACES, Ser. 2023-M8, Cl. A2<sup>(e)</sup> <br>| 4.48 | 3/25/2033 | 500000 | 503796 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Municipal-Backed Securities** <br>(cost $15,810,639) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Municipal-Backed Securities** <br>(cost $15,810,639) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Municipal-Backed Securities** <br>(cost $15,810,639) |  | **16114322** |

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**76**

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| | | |
|:---|:---|:---|
| Description | Principal<br> Amount ($)<br>| Value ($) |
| **U.S. Government Agencies Mortgage-Backed — 24.0%** | **U.S. Government Agencies Mortgage-Backed — 24.0%** | **U.S. Government Agencies Mortgage-Backed — 24.0%** |
| Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: |
| 1.00%, 10/1/2036<sup>(e)</sup> <br>| 48042 | 42102 |
| 1.50%, 11/1/2035-11/1/2051<sup>(e)</sup> <br>| 8435023 | 7038429 |
| 2.00%, 8/1/2035-8/1/2052<sup>(e)</sup> <br>| 33652961 | 27979002 |
| 2.50%, 9/1/2027-10/1/2053<sup>(e)</sup> <br>| 26884873 | 23248911 |
| 3.00%, 2/1/2031-9/1/2053<sup>(e)</sup> <br>| 10896772 | 9903097 |
| 3.50%, 2/1/2033-8/1/2053<sup>(e)</sup> <br>| 9541803 | 8926466 |
| 4.00%, 7/1/2029-3/1/2055<sup>(e)</sup> <br>| 4351412 | 4187511 |
| 4.50%, 5/1/2038-2/1/2055<sup>(e)</sup> <br>| 5512381 | 5429785 |
| 5.00%, 10/1/2038-2/1/2055<sup>(e)</sup> <br>| 9371547 | 9404873 |
| 5.50%, 8/1/2038-6/1/2055<sup>(e)</sup> <br>| 15353820 | 15632553 |
| 6.00%, 11/1/2052-9/1/2055<sup>(e)</sup> <br>| 12183387 | 12523269 |
| 6.50%, 10/1/2053-7/1/2055<sup>(e)</sup> <br>| 3548464 | 3680044 |
| 7.00%, 12/1/2053<sup>(e)</sup> <br>| 457804 | 478641 |
| Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: |
| 1.50%, 10/1/2035-4/1/2052<sup>(e)</sup> <br>| 14079989 | 11784610 |
| 1.50%, 2/1/2041-2/1/2056<sup>(e),(f)</sup> <br>| 1325000 | 1122924 |
| 2.00%, 8/1/2030-10/1/2052<sup>(e)</sup> <br>| 77121966 | 64558868 |
| 2.00%, 2/1/2041-2/1/2056<sup>(e),(f)</sup> <br>| 1125000 | 974264 |
| 2.50%, 6/1/2028-9/1/2052<sup>(e)</sup> <br>| 47067833 | 40774648 |
| 2.50%, 2/1/2041<sup>(e),(f)</sup> <br>| 375000 | 354104 |
| 3.00%, 11/1/2026-3/1/2053<sup>(e)</sup> <br>| 29706962 | 26877706 |
| 3.00%, 2/1/2041-2/1/2056<sup>(e),(f)</sup> <br>| 1450000 | 1286479 |
| 3.50%, 8/1/2030-2/1/2055<sup>(e)</sup> <br>| 16320283 | 15333913 |
| 3.50%, 2/1/2041-2/1/2056<sup>(e),(f)</sup> <br>| 2325000 | 2150900 |
| 4.00%, 4/1/2034-5/1/2055<sup>(e)</sup> <br>| 15756222 | 15227750 |
| 4.00%, 3/15/2040-2/1/2055<sup>(e),(f)</sup> <br>| 3225000 | 3093886 |
| 4.50%, 11/1/2037-9/1/2053<sup>(e)</sup> <br>| 9291681 | 9184610 |
| 4.50%, 2/1/2041-3/1/2056<sup>(e),(f)</sup> <br>| 3575000 | 3522183 |
| 5.00%, 9/1/2039-1/1/2056<sup>(e)</sup> <br>| 12862137 | 12941043 |
| 5.00%, 3/15/2040-3/1/2056<sup>(e),(f)</sup> <br>| 6325000 | 6333813 |
| 5.50%, 10/1/2035-11/1/2055<sup>(e)</sup> <br>| 13048534 | 13320514 |
| 5.50%, 2/1/2041-3/1/2056<sup>(e),(f)</sup> <br>| 10200000 | 10346013 |
| 6.00%, 6/1/2038-7/1/2055<sup>(e)</sup> <br>| 11344887 | 11691601 |
| 6.00%, 2/1/2041-3/1/2056<sup>(e),(f)</sup> <br>| 10425000 | 10677292 |
| 6.50%, 7/1/2053-9/1/2055<sup>(e)</sup> <br>| 6561785 | 6810241 |
| 6.50%, 2/1/2056<sup>(e),(f)</sup> <br>| 3375000 | 3495116 |
| 7.00%, 1/1/2054-6/1/2055<sup>(e)</sup> <br>| 785883 | 822208 |
| 7.00%, 3/15/2055-2/1/2056<sup>(e),(f)</sup> <br>| 1800000 | 1883847 |
| Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: |
| 1.50%, 2/20/2051 | 64990 | 51917 |
| 2.00%, 8/20/2050-4/20/2052 | 20228149 | 16831938 |
| 2.00%, 2/20/2056<sup>(f)</sup> <br>| 750000 | 623564 |
| 2.50%, 2/20/2043-6/20/2052 | 20431441 | 17716341 |
| 2.50%, 2/20/2056<sup>(f)</sup> <br>| 1275000 | 1104093 |
| 3.00%, 6/20/2042-11/20/2052 | 14543046 | 13202726 |
| 3.00%, 2/20/2056<sup>(f)</sup> <br>| 1275000 | 1150225 |
| 3.50%, 10/20/2026-12/20/2054 | 10948606 | 10210925 |
| 3.50%, 2/20/2056<sup>(f)</sup> <br>| 1975000 | 1808703 |
| 4.00%, 10/20/2040-5/20/2054 | 7615883 | 7310537 |
| 4.00%, 2/20/2056<sup>(f)</sup> <br>| 1225000 | 1158307 |

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**77**

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*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

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| | | |
|:---|:---|:---|
| Description | Principal<br> Amount ($)<br>| Value ($) |
| **U.S. Government Agencies Mortgage-Backed — 24.0% (continued)** | **U.S. Government Agencies Mortgage-Backed — 24.0% (continued)** | **U.S. Government Agencies Mortgage-Backed — 24.0% (continued)** |
| 4.50%, 2/20/2040-6/20/2055 | 7614981 | 7494879 |
| 4.50%, 3/20/2055-2/20/2056<sup>(f)</sup> <br>| 3100000 | 3025697 |
| 5.00%, 9/20/2039-6/20/2055 | 9429639 | 9461414 |
| 5.00%, 2/20/2056-3/20/2056<sup>(f)</sup> <br>| 5800000 | 5794836 |
| 5.50%, 9/20/2052-10/20/2055 | 9753522 | 9906266 |
| 5.50%, 2/20/2056-3/20/2056<sup>(f)</sup> <br>| 6675000 | 6746655 |
| 6.00%, 11/20/2053-4/20/2055 | 4659332 | 4781112 |
| 6.00%, 3/20/2055-2/20/2056<sup>(f)</sup> <br>| 4850000 | 4959578 |
| 6.50%, 12/20/2052-7/20/2054 | 762589 | 789949 |
| 6.50%, 2/20/2056<sup>(f)</sup> <br>| 2575000 | 2662576 |
| 7.00%, 2/20/2056<sup>(f)</sup> <br>| 750000 | 772012 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Mortgage-Backed** <br>(cost $530,323,136) |  | **530607466** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>|  |  |
| **U.S. Government Agencies Obligations — .5%** | **U.S. Government Agencies Obligations — .5%** | **U.S. Government Agencies Obligations — .5%** | **U.S. Government Agencies Obligations — .5%** | **U.S. Government Agencies Obligations — .5%** |
| Federal Farm Credit Banks Funding Corp., Bonds | 1.10 | 8/10/2029 | 136000 | 123599 |
| Federal Farm Credit Banks Funding Corp., Bonds | 1.12 | 9/1/2028 | 50000 | 46731 |
| Federal Farm Credit Banks Funding Corp., Bonds | 1.15 | 8/12/2030 | 150000 | 132589 |
| Federal Farm Credit Banks Funding Corp., Bonds | 1.23 | 7/29/2030 | 26000 | 23135 |
| Federal Farm Credit Banks Funding Corp., Bonds | 1.24 | 9/3/2030 | 550000 | 487437 |
| Federal Farm Credit Banks Funding Corp., Bonds | 1.38 | 1/14/2031 | 150000 | 132292 |
| Federal Farm Credit Banks Funding Corp., Bonds | 1.79 | 6/22/2035 | 200000 | 156971 |
| Federal Farm Credit Banks Funding Corp., Bonds | 2.02 | 4/1/2031 | 500000 | 452269 |
| Federal Home Loan Banks, Bonds | 0.92 | 2/26/2027 | 150000 | 145792 |
| Federal Home Loan Banks, Bonds | 3.00 | 3/12/2027 | 300000 | 298031 |
| Federal Home Loan Banks, Bonds | 3.25 | 6/9/2028 | 150000 | 148749 |
| Federal Home Loan Banks, Bonds | 3.25 | 11/16/2028 | 1235000 | 1224401 |
| Federal Home Loan Banks, Bonds | 4.25 | 12/10/2027 | 35000 | 35417 |
| Federal Home Loan Banks, Bonds | 4.75 | 4/9/2027 | 600000 | 608393 |
| Federal Home Loan Banks, Bonds | 5.50 | 7/15/2036 | 150000 | 163523 |
| Federal Home Loan Mortgage Corp., Notes<sup>(b),(e)</sup> <br>| 0.00 | 12/14/2029 | 340000 | 293255 |
| Federal Home Loan Mortgage Corp., Notes<sup>(b),(e)</sup> <br>| 0.00 | 11/15/2038 | 50000 | 27293 |
| Federal Home Loan Mortgage Corp., Notes<sup>(e)</sup> <br>| 4.55 | 2/11/2028 | 400000 | 400036 |
| Federal Home Loan Mortgage Corp., Notes<sup>(a),(e)</sup> <br>| 6.25 | 7/15/2032 | 458000 | 515294 |
| Federal National Mortgage Association, Notes<sup>(e)</sup> <br>| 0.88 | 8/5/2030 | 195000 | 171760 |
| Federal National Mortgage Association, Notes<sup>(e)</sup> <br>| 5.63 | 7/15/2037 | 490000 | 537912 |
| Federal National Mortgage Association, Notes<sup>(e)</sup> <br>| 6.25 | 5/15/2029 | 150000 | 162024 |
| Federal National Mortgage Association, Notes<sup>(e)</sup> <br>| 6.63 | 11/15/2030 | 150000 | 168181 |
| Federal National Mortgage Association, Notes<sup>(e)</sup> <br>| 7.13 | 1/15/2030 | 100000 | 112433 |
| Federal National Mortgage Association, Notes<sup>(e)</sup> <br>| 7.25 | 5/15/2030 | 50000 | 56822 |
| Federal National Mortgage Association, Unscd. Notes<sup>(a),(e)</sup> <br>| 0.75 | 10/8/2027 | 2200000 | 2099911 |
| Tennessee Valley Authority, Sr. Unscd. Bonds | 4.65 | 6/15/2035 | 50000 | 50672 |
| Tennessee Valley Authority, Sr. Unscd. Bonds | 5.25 | 9/15/2039 | 210000 | 220517 |
| Tennessee Valley Authority, Sr. Unscd. Bonds | 5.38 | 4/1/2056 | 200000 | 201131 |
| Tennessee Valley Authority, Sr. Unscd. Bonds | 7.13 | 5/1/2030 | 350000 | 394707 |
| Tennessee Valley Authority, Sr. Unscd. Bonds, Ser. B | 4.70 | 7/15/2033 | 307000 | 316956 |
| Tennessee Valley Authority, Sr. Unscd. Notes | 3.88 | 3/15/2028 | 390000 | 392282 |
| Tennessee Valley Authority, Sr. Unscd. Notes<sup>(a)</sup> <br>| 4.25 | 9/15/2065 | 170000 | 138541 |
| Tennessee Valley Authority, Sr. Unscd. Notes | 4.38 | 8/1/2034 | 100000 | 100525 |

---

**78**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **U.S. Government Agencies Obligations — .5% (continued)** | **U.S. Government Agencies Obligations — .5% (continued)** | **U.S. Government Agencies Obligations — .5% (continued)** | **U.S. Government Agencies Obligations — .5% (continued)** | **U.S. Government Agencies Obligations — .5% (continued)** |
| Tennessee Valley Authority, Sr. Unscd. Notes | 4.88 | 5/15/2035 | 800000 | 824394 |
| Tennessee Valley Authority, Sr. Unscd. Notes | 5.25 | 2/1/2055 | 500000 | 494856 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Obligations** <br>(cost $11,889,471) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Obligations** <br>(cost $11,889,471) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Obligations** <br>(cost $11,889,471) |  | **11858831** |
| **U.S. Treasury Securities — 45.7%** |  |  |  |  |
| U.S. Treasury Bonds | 1.13 | 5/15/2040 | 2845000 | 1797684 |
| U.S. Treasury Bonds | 1.13 | 8/15/2040 | 1625000 | 1016387 |
| U.S. Treasury Bonds | 1.25 | 5/15/2050 | 2581200 | 1231716 |
| U.S. Treasury Bonds | 1.38 | 11/15/2040 | 4778700 | 3091222 |
| U.S. Treasury Bonds | 1.38 | 8/15/2050 | 8595000 | 4212893 |
| U.S. Treasury Bonds | 1.63 | 11/15/2050 | 4625000 | 2418008 |
| U.S. Treasury Bonds | 1.75 | 8/15/2041 | 4544000 | 3055840 |
| U.S. Treasury Bonds | 1.88 | 2/15/2041 | 5115000 | 3560520 |
| U.S. Treasury Bonds | 1.88 | 2/15/2051 | 6633000 | 3694788 |
| U.S. Treasury Bonds | 1.88 | 11/15/2051 | 7745000 | 4263380 |
| U.S. Treasury Bonds | 2.00 | 11/15/2041 | 2562000 | 1781791 |
| U.S. Treasury Bonds | 2.00 | 2/15/2050 | 2133000 | 1246472 |
| U.S. Treasury Bonds | 2.00 | 8/15/2051 | 3700000 | 2112469 |
| U.S. Treasury Bonds | 2.25 | 5/15/2041 | 5269600 | 3863275 |
| U.S. Treasury Bonds | 2.25 | 8/15/2046 | 6043000 | 3967607 |
| U.S. Treasury Bonds | 2.25 | 8/15/2049 | 3755000 | 2345702 |
| U.S. Treasury Bonds | 2.25 | 2/15/2052 | 4954900 | 2993069 |
| U.S. Treasury Bonds | 2.38 | 2/15/2042 | 6230000 | 4569316 |
| U.S. Treasury Bonds | 2.38 | 11/15/2049 | 7415000 | 4744441 |
| U.S. Treasury Bonds | 2.38 | 5/15/2051 | 2765000 | 1735902 |
| U.S. Treasury Bonds | 2.50 | 2/15/2045 | 325000 | 229430 |
| U.S. Treasury Bonds | 2.50 | 2/15/2046 | 1750000 | 1215430 |
| U.S. Treasury Bonds | 2.50 | 5/15/2046 | 4055000 | 2805553 |
| U.S. Treasury Bonds | 2.75 | 8/15/2042 | 467000 | 359444 |
| U.S. Treasury Bonds | 2.75 | 11/15/2042 | 508000 | 388937 |
| U.S. Treasury Bonds | 2.75 | 8/15/2047 | 665000 | 473709 |
| U.S. Treasury Bonds | 2.75 | 11/15/2047 | 1500000 | 1064766 |
| U.S. Treasury Bonds | 2.88 | 5/15/2043 | 2611800 | 2021288 |
| U.S. Treasury Bonds | 2.88 | 8/15/2045 | 1250000 | 934961 |
| U.S. Treasury Bonds | 2.88 | 5/15/2049 | 2980000 | 2129769 |
| U.S. Treasury Bonds | 2.88 | 5/15/2052 | 1980300 | 1377546 |
| U.S. Treasury Bonds | 3.00 | 5/15/2042 | 1845000 | 1480612 |
| U.S. Treasury Bonds | 3.00 | 11/15/2044 | 1590000 | 1226536 |
| U.S. Treasury Bonds | 3.00 | 5/15/2045 | 2938000 | 2253538 |
| U.S. Treasury Bonds | 3.00 | 11/15/2045 | 2000000 | 1523437 |
| U.S. Treasury Bonds | 3.00 | 2/15/2047 | 1255000 | 942427 |
| U.S. Treasury Bonds | 3.00 | 5/15/2047 | 2522000 | 1887559 |
| U.S. Treasury Bonds | 3.00 | 2/15/2048 | 2596000 | 1925502 |
| U.S. Treasury Bonds | 3.00 | 8/15/2048 | 3625000 | 2674570 |
| U.S. Treasury Bonds | 3.00 | 2/15/2049 | 1645000 | 1207276 |
| U.S. Treasury Bonds | 3.00 | 8/15/2052 | 833700 | 594402 |
| U.S. Treasury Bonds | 3.13 | 2/15/2042 | 1780000 | 1459322 |
| U.S. Treasury Bonds | 3.13 | 2/15/2043 | 135000 | 108907 |
| U.S. Treasury Bonds | 3.13 | 8/15/2044 | 700000 | 552891 |
| U.S. Treasury Bonds | 3.13 | 5/15/2048 | 1450000 | 1097242 |
| U.S. Treasury Bonds | 3.25 | 5/15/2042 | 5705000 | 4739607 |

---

**79**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **U.S. Treasury Securities — 45.7% (continued)** |  |  |  |  |
| U.S. Treasury Bonds | 3.38 | 8/15/2042 | 5330000 | 4491358 |
| U.S. Treasury Bonds | 3.38 | 5/15/2044 | 1845000 | 1519530 |
| U.S. Treasury Bonds | 3.38 | 11/15/2048 | 752000 | 592552 |
| U.S. Treasury Bonds | 3.63 | 8/15/2043 | 1559000 | 1341958 |
| U.S. Treasury Bonds | 3.63 | 2/15/2044 | 1150000 | 984687 |
| U.S. Treasury Bonds | 3.63 | 2/15/2053 | 5600000 | 4510625 |
| U.S. Treasury Bonds | 3.63 | 5/15/2053 | 5115000 | 4116776 |
| U.S. Treasury Bonds | 3.75 | 11/15/2043 | 614600 | 536911 |
| U.S. Treasury Bonds | 3.88 | 8/15/2040 | 89600 | 82628 |
| U.S. Treasury Bonds | 3.88 | 2/15/2043 | 4680000 | 4195181 |
| U.S. Treasury Bonds | 3.88 | 5/15/2043 | 4108000 | 3672167 |
| U.S. Treasury Bonds | 4.00 | 11/15/2042 | 6040000 | 5511500 |
| U.S. Treasury Bonds | 4.00 | 11/15/2052 | 4150000 | 3581969 |
| U.S. Treasury Bonds | 4.13 | 8/15/2044 | 1509000 | 1380263 |
| U.S. Treasury Bonds | 4.13 | 8/15/2053 | 4940000 | 4351831 |
| U.S. Treasury Bonds | 4.25 | 11/15/2040 | 250000 | 240078 |
| U.S. Treasury Bonds | 4.25 | 2/15/2054 | 3640000 | 3274862 |
| U.S. Treasury Bonds | 4.25 | 8/15/2054 | 4705000 | 4231559 |
| U.S. Treasury Bonds | 4.38 | 11/15/2039 | 55000 | 54012 |
| U.S. Treasury Bonds | 4.38 | 5/15/2040 | 70000 | 68502 |
| U.S. Treasury Bonds | 4.38 | 5/15/2041 | 490000 | 475530 |
| U.S. Treasury Bonds | 4.38 | 8/15/2043 | 2648000 | 2520565 |
| U.S. Treasury Bonds<sup>(a)</sup> <br>| 4.50 | 2/15/2036 | 2200000 | 2251562 |
| U.S. Treasury Bonds | 4.50 | 5/15/2038 | 190000 | 192256 |
| U.S. Treasury Bonds | 4.50 | 8/15/2039 | 195000 | 194452 |
| U.S. Treasury Bonds | 4.50 | 2/15/2044 | 2630000 | 2535484 |
| U.S. Treasury Bonds | 4.50 | 11/15/2054 | 4865000 | 4563218 |
| U.S. Treasury Bonds | 4.63 | 5/15/2044 | 500000 | 488984 |
| U.S. Treasury Bonds | 4.63 | 11/15/2044 | 2605000 | 2541910 |
| U.S. Treasury Bonds | 4.63 | 11/15/2045 | 2970000 | 2888789 |
| U.S. Treasury Bonds | 4.63 | 5/15/2054 | 4853900 | 4648368 |
| U.S. Treasury Bonds | 4.63 | 2/15/2055 | 7260000 | 6952584 |
| U.S. Treasury Bonds | 4.63 | 11/15/2055 | 7050000 | 6753680 |
| U.S. Treasury Bonds<sup>(a)</sup> <br>| 4.75 | 2/15/2037 | 2665000 | 2773266 |
| U.S. Treasury Bonds | 4.75 | 11/15/2043 | 1750000 | 1742891 |
| U.S. Treasury Bonds | 4.75 | 2/15/2045 | 1845000 | 1827991 |
| U.S. Treasury Bonds | 4.75 | 11/15/2053 | 3600000 | 3515625 |
| U.S. Treasury Bonds | 4.75 | 5/15/2055 | 4660000 | 4554422 |
| U.S. Treasury Bonds | 4.75 | 8/15/2055 | 4785000 | 4678833 |
| U.S. Treasury Bonds | 4.88 | 8/15/2045 | 1065000 | 1070991 |
| U.S. Treasury Bonds | 5.00 | 5/15/2045 | 1760000 | 1798500 |
| U.S. Treasury Bonds<sup>(a)</sup> <br>| 5.25 | 2/15/2029 | 135000 | 141318 |
| U.S. Treasury Bonds | 6.25 | 5/15/2030 | 2500000 | 2740820 |
| U.S. Treasury Bonds<sup>(a)</sup> <br>| 6.63 | 2/15/2027 | 5430000 | 5599687 |
| U.S. Treasury Notes | 0.38 | 7/31/2027 | 3929700 | 3750868 |
| U.S. Treasury Notes | 0.38 | 9/30/2027 | 1170000 | 1111134 |
| U.S. Treasury Notes | 0.50 | 5/31/2027 | 2300000 | 2210516 |
| U.S. Treasury Notes | 0.50 | 6/30/2027 | 2121700 | 2034014 |
| U.S. Treasury Notes | 0.50 | 8/31/2027 | 1555000 | 1483324 |
| U.S. Treasury Notes | 0.50 | 10/31/2027 | 4655000 | 4419159 |
| U.S. Treasury Notes | 0.63 | 11/30/2027 | 5630000 | 5343222 |

---

**80**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **U.S. Treasury Securities — 45.7% (continued)** |  |  |  |  |
| U.S. Treasury Notes | 0.63 | 12/31/2027 | 9045800 | 8563475 |
| U.S. Treasury Notes | 0.63 | 5/15/2030 | 7385000 | 6479760 |
| U.S. Treasury Notes | 0.63 | 8/15/2030 | 6595000 | 5738165 |
| U.S. Treasury Notes | 0.75 | 1/31/2028 | 5381800 | 5095261 |
| U.S. Treasury Notes | 0.88 | 11/15/2030 | 7730000 | 6751672 |
| U.S. Treasury Notes | 1.00 | 7/31/2028 | 6809300 | 6394890 |
| U.S. Treasury Notes | 1.13 | 2/28/2027 | 5775000 | 5629046 |
| U.S. Treasury Notes | 1.13 | 2/29/2028 | 4460600 | 4246282 |
| U.S. Treasury Notes | 1.13 | 8/31/2028 | 2854600 | 2683324 |
| U.S. Treasury Notes | 1.13 | 2/15/2031 | 7120000 | 6257256 |
| U.S. Treasury Notes | 1.25 | 3/31/2028 | 465000 | 442949 |
| U.S. Treasury Notes | 1.25 | 4/30/2028 | 3312700 | 3149394 |
| U.S. Treasury Notes | 1.25 | 5/31/2028 | 2405000 | 2281744 |
| U.S. Treasury Notes | 1.25 | 6/30/2028 | 2810800 | 2661696 |
| U.S. Treasury Notes | 1.25 | 9/30/2028 | 4741400 | 4462472 |
| U.S. Treasury Notes | 1.25 | 8/15/2031 | 3905900 | 3397523 |
| U.S. Treasury Notes | 1.38 | 10/31/2028 | 3746200 | 3530793 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 1.38 | 12/31/2028 | 10280200 | 9652947 |
| U.S. Treasury Notes | 1.38 | 11/15/2031 | 7050000 | 6128543 |
| U.S. Treasury Notes | 1.50 | 11/30/2028 | 6565000 | 6197770 |
| U.S. Treasury Notes | 1.50 | 2/15/2030 | 6112700 | 5611745 |
| U.S. Treasury Notes | 1.63 | 8/15/2029 | 500000 | 466641 |
| U.S. Treasury Notes | 1.63 | 5/15/2031 | 4015000 | 3590916 |
| U.S. Treasury Notes | 1.75 | 1/31/2029 | 8005500 | 7585211 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 1.75 | 11/15/2029 | 3250000 | 3031133 |
| U.S. Treasury Notes | 1.88 | 2/28/2027 | 1220100 | 1198844 |
| U.S. Treasury Notes | 1.88 | 2/28/2029 | 4299800 | 4083130 |
| U.S. Treasury Notes | 1.88 | 2/15/2032 | 4515000 | 4016234 |
| U.S. Treasury Notes | 2.25 | 2/15/2027 | 4103000 | 4048667 |
| U.S. Treasury Notes | 2.25 | 8/15/2027 | 5255000 | 5155648 |
| U.S. Treasury Notes | 2.25 | 11/15/2027 | 1125000 | 1100127 |
| U.S. Treasury Notes | 2.38 | 5/15/2027 | 3746100 | 3691664 |
| U.S. Treasury Notes | 2.38 | 3/31/2029 | 4020000 | 3869878 |
| U.S. Treasury Notes | 2.38 | 5/15/2029 | 140000 | 134542 |
| U.S. Treasury Notes | 2.50 | 3/31/2027 | 836800 | 826830 |
| U.S. Treasury Notes | 2.63 | 5/31/2027 | 4700000 | 4644371 |
| U.S. Treasury Notes | 2.63 | 2/15/2029 | 4610700 | 4479943 |
| U.S. Treasury Notes | 2.63 | 7/31/2029 | 1335000 | 1289944 |
| U.S. Treasury Notes | 2.75 | 4/30/2027 | 2145000 | 2124639 |
| U.S. Treasury Notes | 2.75 | 7/31/2027 | 2560000 | 2531200 |
| U.S. Treasury Notes | 2.75 | 2/15/2028 | 11675000 | 11493490 |
| U.S. Treasury Notes | 2.75 | 8/15/2032 | 5190000 | 4821023 |
| U.S. Treasury Notes | 2.88 | 5/15/2028 | 1768100 | 1741717 |
| U.S. Treasury Notes | 2.88 | 8/15/2028 | 4234000 | 4162551 |
| U.S. Treasury Notes | 2.88 | 4/30/2029 | 5302700 | 5179661 |
| U.S. Treasury Notes | 2.88 | 5/15/2032 | 5955000 | 5594909 |
| U.S. Treasury Notes | 3.13 | 8/31/2027 | 2995000 | 2976398 |
| U.S. Treasury Notes | 3.13 | 11/15/2028 | 4020000 | 3970378 |
| U.S. Treasury Notes | 3.13 | 8/31/2029 | 2750000 | 2699297 |
| U.S. Treasury Notes | 3.25 | 6/30/2027 | 2540000 | 2530376 |
| U.S. Treasury Notes | 3.25 | 6/30/2029 | 3585400 | 3539182 |

---

**81**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **U.S. Treasury Securities — 45.7% (continued)** |  |  |  |  |
| U.S. Treasury Notes | 3.38 | 9/15/2027 | 3290000 | 3281775 |
| U.S. Treasury Notes | 3.38 | 11/30/2027 | 5000000 | 4985937 |
| U.S. Treasury Notes | 3.38 | 12/31/2027 | 7860000 | 7837280 |
| U.S. Treasury Notes | 3.38 | 9/15/2028 | 5800000 | 5770094 |
| U.S. Treasury Notes | 3.38 | 5/15/2033 | 8030000 | 7684961 |
| U.S. Treasury Notes | 3.50 | 9/30/2027 | 4520000 | 4517528 |
| U.S. Treasury Notes | 3.50 | 10/31/2027 | 4560000 | 4556972 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 3.50 | 1/31/2028 | 5307900 | 5304375 |
| U.S. Treasury Notes | 3.50 | 4/30/2028 | 1487800 | 1485824 |
| U.S. Treasury Notes | 3.50 | 10/15/2028 | 3840000 | 3831000 |
| U.S. Treasury Notes | 3.50 | 11/15/2028 | 6880000 | 6862262 |
| U.S. Treasury Notes | 3.50 | 12/15/2028 | 3880000 | 3869694 |
| U.S. Treasury Notes | 3.50 | 1/15/2029 | 5500000 | 5484102 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 3.50 | 9/30/2029 | 2775000 | 2757439 |
| U.S. Treasury Notes | 3.50 | 1/31/2030 | 4310000 | 4275655 |
| U.S. Treasury Notes | 3.50 | 4/30/2030 | 4615000 | 4571734 |
| U.S. Treasury Notes | 3.50 | 11/30/2030 | 4245000 | 4190611 |
| U.S. Treasury Notes | 3.50 | 2/15/2033 | 10718400 | 10366702 |
| U.S. Treasury Notes | 3.63 | 8/31/2027 | 5185000 | 5191886 |
| U.S. Treasury Notes | 3.63 | 3/31/2028 | 5850000 | 5859141 |
| U.S. Treasury Notes | 3.63 | 5/31/2028 | 3754800 | 3759787 |
| U.S. Treasury Notes | 3.63 | 8/15/2028 | 3855000 | 3860120 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 3.63 | 8/31/2029 | 5210000 | 5200231 |
| U.S. Treasury Notes | 3.63 | 3/31/2030 | 3740000 | 3723930 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 3.63 | 8/31/2030 | 4555000 | 4525820 |
| U.S. Treasury Notes | 3.63 | 9/30/2030 | 2850000 | 2831074 |
| U.S. Treasury Notes | 3.63 | 10/31/2030 | 6000000 | 5957812 |
| U.S. Treasury Notes | 3.63 | 12/31/2030 | 7925000 | 7862467 |
| U.S. Treasury Notes | 3.63 | 9/30/2031 | 3500000 | 3452695 |
| U.S. Treasury Notes | 3.75 | 4/30/2027 | 3990000 | 4000443 |
| U.S. Treasury Notes | 3.75 | 6/30/2027 | 5420000 | 5436302 |
| U.S. Treasury Notes | 3.75 | 8/15/2027 | 4096600 | 4109882 |
| U.S. Treasury Notes | 3.75 | 4/15/2028 | 3425000 | 3438914 |
| U.S. Treasury Notes | 3.75 | 5/15/2028 | 3820000 | 3835817 |
| U.S. Treasury Notes | 3.75 | 12/31/2028 | 6695000 | 6721675 |
| U.S. Treasury Notes | 3.75 | 5/31/2030 | 2280000 | 2280000 |
| U.S. Treasury Notes | 3.75 | 6/30/2030 | 5330000 | 5328751 |
| U.S. Treasury Notes | 3.75 | 12/31/2030 | 3426000 | 3417435 |
| U.S. Treasury Notes | 3.75 | 1/31/2031 | 8500000 | 8479082 |
| U.S. Treasury Notes | 3.75 | 8/31/2031 | 3482000 | 3458333 |
| U.S. Treasury Notes | 3.75 | 10/31/2032 | 2920000 | 2874831 |
| U.S. Treasury Notes | 3.75 | 11/30/2032 | 4140000 | 4074019 |
| U.S. Treasury Notes | 3.88 | 3/31/2027 | 8680000 | 8711872 |
| U.S. Treasury Notes | 3.88 | 5/31/2027 | 4540000 | 4559508 |
| U.S. Treasury Notes | 3.88 | 7/31/2027 | 4580000 | 4602721 |
| U.S. Treasury Notes | 3.88 | 10/15/2027 | 4085000 | 4107659 |
| U.S. Treasury Notes | 3.88 | 11/30/2027 | 2355700 | 2369595 |
| U.S. Treasury Notes | 3.88 | 12/31/2027 | 2881700 | 2899598 |
| U.S. Treasury Notes | 3.88 | 3/15/2028 | 3940000 | 3966472 |
| U.S. Treasury Notes | 3.88 | 6/15/2028 | 3720000 | 3746447 |
| U.S. Treasury Notes | 3.88 | 7/15/2028 | 3850000 | 3877371 |

---

**82**

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---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **U.S. Treasury Securities — 45.7% (continued)** |  |  |  |  |
| U.S. Treasury Notes | 3.88 | 9/30/2029 | 325900 | 327988 |
| U.S. Treasury Notes | 3.88 | 11/30/2029 | 1548600 | 1557916 |
| U.S. Treasury Notes | 3.88 | 12/31/2029 | 2980000 | 2997694 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 3.88 | 4/30/2030 | 4630000 | 4654235 |
| U.S. Treasury Notes | 3.88 | 6/30/2030 | 6060000 | 6088880 |
| U.S. Treasury Notes | 3.88 | 7/31/2030 | 4945000 | 4967793 |
| U.S. Treasury Notes | 3.88 | 8/31/2032 | 2025000 | 2011078 |
| U.S. Treasury Notes | 3.88 | 9/30/2032 | 2680000 | 2659900 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 3.88 | 12/31/2032 | 2945000 | 2918771 |
| U.S. Treasury Notes | 3.88 | 8/15/2033 | 6695000 | 6607128 |
| U.S. Treasury Notes | 3.88 | 8/15/2034 | 8501000 | 8324339 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 4.00 | 12/15/2027 | 3950000 | 3982865 |
| U.S. Treasury Notes | 4.00 | 2/29/2028 | 1644600 | 1659247 |
| U.S. Treasury Notes | 4.00 | 6/30/2028 | 1409800 | 1424118 |
| U.S. Treasury Notes | 4.00 | 1/31/2029 | 4395000 | 4443070 |
| U.S. Treasury Notes | 4.00 | 7/31/2029 | 3345000 | 3381586 |
| U.S. Treasury Notes | 4.00 | 2/28/2030 | 7816000 | 7895992 |
| U.S. Treasury Notes | 4.00 | 3/31/2030 | 5715000 | 5772150 |
| U.S. Treasury Notes | 4.00 | 5/31/2030 | 6100000 | 6160523 |
| U.S. Treasury Notes | 4.00 | 7/31/2030 | 1400000 | 1413672 |
| U.S. Treasury Notes | 4.00 | 1/31/2031 | 4795000 | 4835458 |
| U.S. Treasury Notes | 4.00 | 4/30/2032 | 3825000 | 3833965 |
| U.S. Treasury Notes | 4.00 | 6/30/2032 | 2820000 | 2824406 |
| U.S. Treasury Notes | 4.00 | 7/31/2032 | 2920000 | 2923422 |
| U.S. Treasury Notes | 4.00 | 1/31/2033 | 3000000 | 2994961 |
| U.S. Treasury Notes | 4.00 | 2/15/2034 | 6250000 | 6198242 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 4.00 | 11/15/2035 | 14205000 | 13914241 |
| U.S. Treasury Notes | 4.13 | 2/15/2027 | 4065000 | 4088342 |
| U.S. Treasury Notes | 4.13 | 2/28/2027 | 4715000 | 4743179 |
| U.S. Treasury Notes | 4.13 | 9/30/2027 | 4072000 | 4110334 |
| U.S. Treasury Notes | 4.13 | 11/15/2027 | 3805000 | 3842901 |
| U.S. Treasury Notes | 4.13 | 7/31/2028 | 5611800 | 5686332 |
| U.S. Treasury Notes | 4.13 | 3/31/2029 | 3040000 | 3084650 |
| U.S. Treasury Notes | 4.13 | 10/31/2029 | 3930000 | 3988029 |
| U.S. Treasury Notes | 4.13 | 11/30/2029 | 4625000 | 4693291 |
| U.S. Treasury Notes | 4.13 | 8/31/2030 | 930300 | 943673 |
| U.S. Treasury Notes | 4.13 | 3/31/2031 | 3450000 | 3497168 |
| U.S. Treasury Notes | 4.13 | 7/31/2031 | 4180000 | 4232577 |
| U.S. Treasury Notes | 4.13 | 10/31/2031 | 3100000 | 3135117 |
| U.S. Treasury Notes | 4.13 | 11/30/2031 | 2935000 | 2967560 |
| U.S. Treasury Notes | 4.13 | 2/29/2032 | 1805000 | 1823332 |
| U.S. Treasury Notes | 4.13 | 3/31/2032 | 2790000 | 2816592 |
| U.S. Treasury Notes | 4.13 | 5/31/2032 | 2800000 | 2824500 |
| U.S. Treasury Notes | 4.13 | 11/15/2032 | 7345000 | 7393202 |
| U.S. Treasury Notes | 4.25 | 3/15/2027 | 1505000 | 1516346 |
| U.S. Treasury Notes | 4.25 | 1/15/2028 | 4895000 | 4959629 |
| U.S. Treasury Notes | 4.25 | 2/15/2028 | 3765000 | 3816475 |
| U.S. Treasury Notes | 4.25 | 2/28/2029 | 4000000 | 4072500 |
| U.S. Treasury Notes | 4.25 | 6/30/2029 | 3459700 | 3524840 |
| U.S. Treasury Notes | 4.25 | 1/31/2030 | 7330000 | 7473737 |
| U.S. Treasury Notes | 4.25 | 2/28/2031 | 1915100 | 1952654 |

---

**83**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<br>| Value ($) |
| **U.S. Treasury Securities — 45.7% (continued)** |  |  |  |  |
| U.S. Treasury Notes | 4.25 | 6/30/2031 | 2315000 | 2358406 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 4.25 | 11/15/2034 | 11840000 | 11893650 |
| U.S. Treasury Notes | 4.25 | 5/15/2035 | 3840000 | 3848400 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 4.25 | 8/15/2035 | 8225000 | 8232711 |
| U.S. Treasury Notes | 4.38 | 7/15/2027 | 2470000 | 2499235 |
| U.S. Treasury Notes | 4.38 | 8/31/2028 | 3350000 | 3414383 |
| U.S. Treasury Notes | 4.38 | 11/30/2028 | 5935000 | 6056946 |
| U.S. Treasury Notes | 4.38 | 12/31/2029 | 5270000 | 5396398 |
| U.S. Treasury Notes | 4.38 | 1/31/2032 | 6495000 | 6649256 |
| U.S. Treasury Notes | 4.38 | 5/15/2034 | 9160000 | 9307419 |
| U.S. Treasury Notes | 4.50 | 4/15/2027 | 3005000 | 3038454 |
| U.S. Treasury Notes | 4.50 | 5/31/2029 | 4887500 | 5016561 |
| U.S. Treasury Notes | 4.50 | 12/31/2031 | 3245000 | 3343618 |
| U.S. Treasury Notes | 4.50 | 11/15/2033 | 8785000 | 9018352 |
| U.S. Treasury Notes | 4.63 | 6/15/2027 | 3590000 | 3641606 |
| U.S. Treasury Notes | 4.63 | 9/30/2028 | 2850000 | 2924590 |
| U.S. Treasury Notes | 4.63 | 4/30/2029 | 5100000 | 5252602 |
| U.S. Treasury Notes | 4.63 | 9/30/2030 | 2253500 | 2333957 |
| U.S. Treasury Notes | 4.63 | 4/30/2031 | 7215000 | 7482180 |
| U.S. Treasury Notes | 4.63 | 5/31/2031 | 2910000 | 3017534 |
| U.S. Treasury Notes<sup>(a)</sup> <br>| 4.63 | 2/15/2035 | 9280000 | 9572900 |
| U.S. Treasury Notes | 4.88 | 10/31/2028 | 2578900 | 2664125 |
| U.S. Treasury Notes | 4.88 | 10/31/2030 | 1217800 | 1274980 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $1,019,711,236) | &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $1,019,711,236) | &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $1,019,711,236) |  | **1009209804** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | 1-Day <br>Yield (%)<br>| Shares |  |
| **Investment Companies — 3.7%** | **Investment Companies — 3.7%** | **Investment Companies — 3.7%** | **Investment Companies — 3.7%** |
| **Registered Investment Companies — 3.7%** | **Registered Investment Companies — 3.7%** | **Registered Investment Companies — 3.7%** | **Registered Investment Companies — 3.7%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Money Market Fund, Institutional <br> Shares<sup>(g)</sup> <br>(cost $82,164,948)<br>| 3.65 | 82164948 | **82164948** |
| **Investment of Cash Collateral for Securities Loaned — .6%** | **Investment of Cash Collateral for Securities Loaned — .6%** | **Investment of Cash Collateral for Securities Loaned — .6%** | **Investment of Cash Collateral for Securities Loaned — .6%** |
| **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Money Market Fund, Institutional <br> Shares<sup>(g)</sup> <br>(cost $12,610,047)<br>| 3.65 | 12610047 | **12610047** |
| **Total Investments** (cost $2,298,481,223) | **Total Investments** (cost $2,298,481,223) | **103.4%** | **2284815116** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(3.4%)** | **(74139331)** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **2210675785** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

*ACES—Alterntaive Credit Enhancement Securities* <br> *GO—Government Obligation* <br> *REIT—Real Estate Investment Trust*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> *Security, or portion thereof, on loan. At January 31, 2026, the value of the fund's securities on loan was $74,420,001 and the value of the collateral was* *$95,330,039, consisting of cash collateral of $12,610,047 and U.S. Government & Agency securities valued at $82,719,992. In addition, the value of* *collateral may include pending sales that are also on loan.* 

<sup>(b)</sup> *Security issued with a zero coupon. Income is recognized through the accretion of discount.*

<sup>(c)</sup> *Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from* *registration, normally to qualified institutional buyers. At January 31, 2026, these securities amounted to $2,538,251 or .1% of net assets.* 

**84**

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&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(d)</sup> *Security is a perpetual bond with no specified maturity date. Maturity date shown is next reset date of the bond.*

<sup>(e)</sup> *The Federal Housing Finance Agency ("FHFA") placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into* *conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.* 

<sup>(f)</sup> *Purchased on a forward commitment basis.*

<sup>(g)</sup> *Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's* *prospectus.* 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments** | **TBA Sale Commitments** | **TBA Sale Commitments** |
| Description | Principal <br>Amount ($)<br>| Value ($) |
| **U.S. Government Agencies Mortgage-Backed — (.0%)** | **U.S. Government Agencies Mortgage-Backed — (.0%)** | **U.S. Government Agencies Mortgage-Backed — (.0%)** |
| **Federal National Mortgage Association:** | **Federal National Mortgage Association:** | **Federal National Mortgage Association:** |
| 2.50%, 3/1/2056<sup>(a),(b)</sup> <br>| (25000) | (21207) |
| **Total Sale Commitments** (Proceeds $21,209) |  | **(21207)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> *The Federal Housing Finance Agency ("FHFA") placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into* *conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.* 

<sup>(b)</sup> *Sold on a delayed delivery basis.*

*See notes to schedule of investments.*

**85**

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Schedule of Investments

BNY Mellon Core Bond ETF

January 31, 2026 (Unaudited)

The following is a summary of the inputs used as of January 31, 2026 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8450583 | &nbsp;&nbsp; — | &nbsp;&nbsp; **8450583** |
| Commercial Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15247172 | &nbsp;&nbsp; — | &nbsp;&nbsp; **15247172** |
| Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 555222988 | &nbsp;&nbsp; — | &nbsp;&nbsp; **555222988** |
| Foreign Governmental | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36715985 | &nbsp;&nbsp; — | &nbsp;&nbsp; **36715985** |
| Municipal Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6612970 | &nbsp;&nbsp; — | &nbsp;&nbsp; **6612970** |
| &nbsp;&nbsp;&nbsp; U.S. Government Agencies Collateralized Municipal-Backed <br> Securities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16114322 | &nbsp;&nbsp; — | &nbsp;&nbsp; **16114322** |
| U.S. Government Agencies Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 530607466 | &nbsp;&nbsp; — | &nbsp;&nbsp; **530607466** |
| U.S. Government Agencies Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11858831 | &nbsp;&nbsp; — | &nbsp;&nbsp; **11858831** |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 1009209804 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1009209804** |
| Investment Companies | &nbsp;&nbsp; 94774995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **94774995** |
|  | &nbsp;&nbsp; **94774995** | &nbsp;&nbsp; **2190040121** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **2284815116** |
| **Liabilities ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| U.S. Government Agencies Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21207) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(21207)** |
|  | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **(21207)** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **(21207)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>†</sup> *See Schedule of Investments for additional detailed categorizations, if any.*

**86**

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The Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") is the exclusive reference of authoritative U.S. generally accepted accounting principles ("GAAP") recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission ("SEC") under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund's investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

**Level 1**—unadjusted quoted prices in active markets for identical investments.

**Level 2**—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

**Level 3**—significant unobservable inputs (including the fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund's investments are as follows:

BNY Mellon ETF Trust's (the "Trust") Board of Trustees (the "Board") has designated the Adviser as the fund's valuation designee to make all fair value determinations with respect to the fund's portfolio of investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

Investments in debt securities, excluding short-term investments (other than Treasury Bills) will be valued, to the extent possible, by one or more independent pricing services (each, a "Service"). When, in the judgment of the Service, quoted bid prices for debt securities and instruments are representative of the bid side of the market, these investments are valued at the mean between the quoted bid prices (as obtained by the Service from dealers in such securities) and asked prices (as calculated by the Service based upon its evaluation of the market for such securities). The value of other debt securities and instruments is determined by the Service based on methods which include consideration of: yields or prices of securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. The Services are engaged under the general supervision of the board. Overnight and certain other short-term debt securities and instruments (excluding Treasury Bills) will be valued by the amortized cost method, which approximates value, unless a Service provides a valuation for such security or, in the opinion of the valuation designee, the amortized cost method would not represent fair value. These securities are generally categorized within Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to reflect fair value accurately, are valued at fair value as determined in good faith based on procedures approved by the Board. Fair value of investments may be determined by valuation designee using such information as it deems appropriate under the circumstances. The factors that may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. Using fair value to price investments may result in a value that is different from a security's most recent closing price and from the prices used by other funds to calculate their net asset values. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and are generally categorized within Level 3 of the fair value hierarchy.

**87**

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Pursuant to a securities lending agreement with BNY, the fund may lend securities to qualified institutions. It is the fund's policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by the Adviser, or U.S. Government and Agency securities. The securities on loan, if any, are also disclosed in the fund's Schedule of Investments. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, BNY is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund's rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

**TBA Securities:** During the period ended January 31, 2026, the fund transacted in TBA securities that involved buying or selling mortgage-backed securities on a forward commitment basis. A TBA transaction typically does not designate the actual security to be delivered and only includes an approximate principal amount; however, delivered securities must meet specified terms defined by industry guidelines, including issuer, rate and current principal amount outstanding on underlying mortgage pools. TBA securities subject to a forward commitment to sell at period end are included at the end of the fund's Schedule of Investments. The proceeds and value of these commitments are reflected in the fund's Statement of Assets and Liabilities as Receivable for TBA sale commitments (included in receivable securities sold-TBA) and TBA sale commitments, at value, respectively.

At January 31, 2026, accumulated net unrealized depreciation on investments was $13,666,105, consisting of $20,631,621 gross unrealized appreciation and $34,297,726 gross unrealized depreciation.

At January 31, 2026, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Schedule of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.

**88**

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon ETF Trust

- **b. Investment Company Act file number:** 811-23477

- **c. CIK number of Registrant:** 0001493580

- **d. LEI of Registrant:** 549300E2C8EQYJ7B0H81

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212-922-6400

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

- **a. Name of Series:** BNY Mellon Core Bond ETF

- **b. EDGAR series identifier (if any):** S000067265

- **c. LEI of Series:** 549300K7DCWTGO8Z1C21

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2331865107.90

**Total Liabilities:** $120959790.57

**Net Assets:** $2210905317.33

**Stand-by Commitments:** $76580914.92

**Cash Not Reported:** $13859.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 83.08309000 | **1-Year:** 56176.25668000 | **5-Year:** 335532.82563000 | **10-Year:** 273597.51878000 | **30-Year:** 33404.47252000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000216367 | 0.62%                | -0.15%               | 0.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $200804.71               | $5553314.72                                |
| Month 2  | $230019.65               | $-10540747.31                              |
| Month 3  | $577678.35               | $-5659232.17                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    207000 | PA      | $188843.34    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                             | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320902.00    | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                             | LPL Holdings Inc                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    295000 | PA      | $313785.88    | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B75L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8618 | PA      | $8470.76      | 0.00%             | 2029-10-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24102.53     | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMYZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215880 | PA      | $186161.51    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23758.85     | 0.00%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                                | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    225000 | PA      | $224718.53    | 0.01%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    175000 | PA      | $177434.67    | 0.01%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DCY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83871 | PA      | $78358.50     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QTES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231301 | PA      | $237416.65    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                         | Shell Finance US Inc                                                             | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198453.61    | 0.01%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQ3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122837 | PA      | $123385.94    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163833 | PA      | $142128.71    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                       | HP Inc                                                                           | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20255.23     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                         | Shell Finance US Inc                                                             | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $214651.35    | 0.01%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                             | Alabama Power Co                                                                 | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39799.63     | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                 | Oshkosh Corp                                                                     | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100216.05    | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    322000 | PA      | $316466.52    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMYL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251011 | PA      | $232731.30    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                       | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     65000 | PA      | $62838.37     | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325594.96    | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                  | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     79000 | PA      | $62839.61     | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179MK66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37543 | PA      | $34951.54     | 0.00%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                             | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503671.60    | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4940000 | PA      | $4351831.25   | 0.20%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                        | Costco Wholesale Corp                                                            | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67951.50     | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    580149 | PA      | $525423.90    | 0.02%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45554.79     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    727310 | PA      | $696644.81    | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBYK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340234 | PA      | $315973.05    | 0.01%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5715000 | PA      | $5772150.00   | 0.26%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                     | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50707.07     | 0.00%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246161 | PA      | $235667.70    | 0.01%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                           | BMO 2024-C8 Mortgage Trust                                                       | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $314894.96    | 0.01%             | 2057-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31410LHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41048 | PA      | $41152.79     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                                | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    790000 | PA      | $758905.08    | 0.03%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260213.66    | 0.01%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                  | Hexcel Corp                                                                      | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99801.60     | 0.00%             | 2027-02-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    154000 | PA      | $138871.47    | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    689795 | PA      | $674047.83    | 0.03%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KLS57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221130 | PA      | $180851.00    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    975000 | PA      | $978731.35    | 0.04%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24010 | PA      | $23874.45     | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                              | DTE Electric Co                                                                  | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38547.22     | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJPB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32745 | PA      | $30951.70     | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    950000 | PA      | $947745.65    | 0.04%             | 2056-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W1MA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    954389 | PA      | $978908.62    | 0.04%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMYW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724297 | PA      | $650930.90    | 0.03%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130872.31    | 0.01%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1742890.63   | 0.08%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    130800 | PA      | $136894.64    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20856 | PA      | $20500.21     | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100842.12    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2790000 | PA      | $2816592.19   | 0.13%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29746.88     | 0.00%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363129 | PA      | $357034.41    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                 | AES Corp/The                                                                     | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54568.61     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109205.85    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QTEU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177426 | PA      | $185181.92    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                         | Allina Health System                                                             | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    265000 | PA      | $204226.05    | 0.01%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                                 | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36298.37     | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    353000 | PA      | $381263.86    | 0.02%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39763.90     | 0.00%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3600000 | PA      | $3515625.00   | 0.16%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                       | Regions Financial Corp                                                           | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256563.48    | 0.01%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427NHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    889137 | PA      | $910467.88    | 0.04%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    963253 | PA      | $794585.74    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69139.90     | 0.00%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1220100 | PA      | $1198843.56   | 0.05%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52491 | PA      | $44690.06     | 0.00%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51494 | PA      | $48857.13     | 0.00%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                        | Quest Diagnostics Inc                                                            | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18066.83     | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                     | Martin Marietta Materials Inc                                                    | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290263.73    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3940000 | PA      | $3966471.88   | 0.18%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697458 | PA      | $565875.03    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                       | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72462.76     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42031.44     | 0.00%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192862.69    | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37024 | PA      | $31452.73     | 0.00%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                      | Japan Bank for International Cooperation                                         | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    600000 | PA      | $595324.57    | 0.03%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    161000 | PA      | $146864.06    | 0.01%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                     | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    300000 | PA      | $339490.51    | 0.02%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                        | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252386.04    | 0.01%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100913.20    | 0.00%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136BFRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60000 | PA      | $53290.77     | 0.00%             | 2030-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                         | Shell Finance US Inc                                                             | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199730.37    | 0.01%             | 2030-11-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4680000 | PA      | $4195181.25   | 0.19%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                       | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    370000 | PA      | $381056.62    | 0.02%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3765000 | PA      | $3816474.59   | 0.17%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                        | Entergy Louisiana LLC                                                            | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168981.43    | 0.01%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99356.34     | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                     | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     33000 | PA      | $36356.84     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WERN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14057 | PA      | $13330.24     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                              | Best Buy Co Inc                                                                  | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    318000 | PA      | $320990.35    | 0.01%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4588 | PA      | $4436.43      | 0.00%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236891 | PA      | $192914.37    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMHN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3586751 | PA      | $2929173.12   | 0.13%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165870 | PA      | $136773.94    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                     | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    185000 | PA      | $114775.58    | 0.01%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    120000 | PA      | $130527.01    | 0.01%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                             | Emory University                                                                 | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105191.04    | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XA4L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116353 | PA      | $115741.51    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51380 | PA      | $52456.74     | 0.00%             | 2044-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                 | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136732.28    | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                      | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17561.04     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KH5C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140994 | PA      | $122154.85    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                      | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205526.94    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                     | Aon Corp                                                                         | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51888.70     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     75000 | PA      | $46532.05     | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39020 | PA      | $39158.54     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    367000 | PA      | $375940.40    | 0.02%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340102 | PA      | $341248.49    | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5302700 | PA      | $5179660.76   | 0.23%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    356841 | PA      | $296844.63    | 0.01%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                     | Montefiore Obligated Group                                                       | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $282530.53    | 0.01%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    525000 | PA      | $318370.11    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $99161.34     | 0.00%             | 2033-05-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                        | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    120000 | PA      | $134231.98    | 0.01%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F012429<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $677274.75    | 0.03%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44224.58     | 0.00%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                     | Safehold GL Holdings LLC                                                         | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40394.81     | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJCZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48087 | PA      | $41662.26     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9280000 | PA      | $9572900.00   | 0.43%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6TY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137627 | PA      | $126694.67    | 0.01%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                          | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     74000 | PA      | $68220.46     | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                             | Alabama Power Co                                                                 | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106870.63    | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    305000 | PA      | $323692.00    | 0.01%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95599.43     | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70013 | PA      | $60227.02     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                     | Constellation Brands Inc                                                         | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    220000 | PA      | $184478.48    | 0.01%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                        | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92915.62     | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEAP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43123 | PA      | $38913.43     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                     | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109101.28    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310386 | PA      | $268667.07    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96726 | PA      | $97356.56     | 0.00%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNCD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72090 | PA      | $67275.80     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                     | Aon Corp                                                                         | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268524.40    | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                | Allstate Corp/The                                                                | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60939.32     | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $326747.64    | 0.01%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    122000 | PA      | $126103.20    | 0.01%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                       | Franklin Resources Inc                                                           | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66567.55     | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48934 | PA      | $47309.23     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    366000 | PA      | $329175.45    | 0.01%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $116044.32    | 0.01%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4715000 | PA      | $4743179.48   | 0.21%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ETFM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17649 | PA      | $17486.18     | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    391000 | PA      | $243698.47    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D9NY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64429 | PA      | $64410.05     | 0.00%             | 2043-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4108000 | PA      | $3672166.88   | 0.17%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86072.95     | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                            | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    490000 | PA      | $537911.64    | 0.02%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DTMF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57156 | PA      | $52973.37     | 0.00%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52507.24     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101119 | PA      | $103691.15    | 0.00%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $189888.72    | 0.01%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7YP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31960 | PA      | $28721.91     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1509000 | PA      | $1380263.44   | 0.06%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    602000 | PA      | $445607.24    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XEA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112934 | PA      | $93044.59     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                        | Costco Wholesale Corp                                                            | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13599.74     | 0.00%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5115000 | PA      | $4116775.78   | 0.19%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23883 | PA      | $22289.42     | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133ANK78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1431154 | PA      | $1224323.48   | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31410LRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4254 | PA      | $4118.50      | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     50000 | PA      | $53766.79     | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J9Z38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74834 | PA      | $72349.49     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J5MF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49359 | PA      | $46331.25     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5EY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237487 | PA      | $223177.23    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $109893.51    | 0.00%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                      | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    186000 | PA      | $175734.36    | 0.01%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409538 | PA      | $419622.72    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2018-BNK12                                                                  | CUSIP: 06541KAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $79512.79     | 0.00%             | 2061-05-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                      | KeyCorp                                                                          | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29942.07     | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    522591 | PA      | $535080.88    | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                           | Royalty Pharma PLC                                                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $310551.92    | 0.01%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427MVN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473396 | PA      | $484674.39    | 0.02%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    260000 | PA      | $266274.89    | 0.01%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                | Allstate Corp/The                                                                | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93051.80     | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                         | Southern Copper Corp                                                             | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    305000 | PA      | $295495.04    | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    125000 | PA      | $73829.57     | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                  | Target Corp                                                                      | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $77058.46     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                     | Constellation Brands Inc                                                         | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    180000 | PA      | $166957.05    | 0.01%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                               | Dignity Health                                                                   | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62877.85     | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4630000 | PA      | $4654235.13   | 0.21%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YW26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163279 | PA      | $155006.33    | 0.01%             | 2054-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                     | Export Development Canada                                                        | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    420000 | PA      | $423529.39    | 0.02%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                           | Royalty Pharma PLC                                                               | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $48631.64     | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                          | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21361.92     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                   | Hasbro Inc                                                                       | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    217000 | PA      | $230372.00    | 0.01%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    427000 | PA      | $325252.10    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    194000 | PA      | $162120.25    | 0.01%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    424000 | PA      | $346884.13    | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VMH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21300 | PA      | $21786.48     | 0.00%             | 2050-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $245343.17    | 0.01%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251000.79    | 0.01%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CW2T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122572 | PA      | $111033.59    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                | Allstate Corp/The                                                                | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515450.54    | 0.02%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                            | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121530.27    | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                 | WP Carey Inc                                                                     | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42217.91     | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                     | Constellation Brands Inc                                                         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130369.84    | 0.01%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                     | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18065.53     | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                     | Oaktree Strategic Credit Fund                                                    | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53891.29     | 0.00%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VME7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50921 | PA      | $47522.78     | 0.00%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $270739.09    | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36762.47     | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277560 | PA      | $227008.90    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                         | Shell Finance US Inc                                                             | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $27258.76     | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                      | Piedmont Healthcare Inc                                                          | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35575.65     | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HCXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $311941.10    | 0.01%             | 2034-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7303 | PA      | $6667.67      | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCT65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12394 | PA      | $12008.79     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45672 | PA      | $42887.07     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $303439.60    | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1748057 | PA      | $1514599.81   | 0.07%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                         | Federal Realty OP LP                                                             | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34769.14     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                                 | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48563.96     | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBYB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67700 | PA      | $61420.79     | 0.00%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                     | Montefiore Obligated Group                                                       | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $377742.92    | 0.02%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B7FC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692628 | PA      | $656045.86    | 0.03%             | 2029-11-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                     | Martin Marietta Materials Inc                                                    | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $87497.85     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                               | Dignity Health                                                                   | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39468.74     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                  | Southern Co/The                                                                  | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    205000 | PA      | $173341.00    | 0.01%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    161000 | PA      | $165795.17    | 0.01%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    605000 | PA      | $601636.54    | 0.03%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230400 | PA      | $226530.84    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VMF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64803 | PA      | $62361.69     | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                      | Piedmont Healthcare Inc                                                          | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43739.42     | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53680.29     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                               | Synchrony Bank                                                                   | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254706.95    | 0.01%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76336.49     | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                     | Constellation Brands Inc                                                         | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50651.34     | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14138.98     | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPJ90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228615 | PA      | $211481.78    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    873656 | PA      | $894734.21    | 0.04%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    382892 | PA      | $332115.56    | 0.02%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                           | BMO 2023-C4 Mortgage Trust                                                       | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51060.28     | 0.00%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                  | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    248000 | PA      | $253628.45    | 0.01%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    205000 | PA      | $185591.02    | 0.01%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KLAZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154824 | PA      | $120790.45    | 0.01%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197913.41    | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43155 | PA      | $41894.28     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3425000 | PA      | $3438914.06   | 0.16%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    155000 | PA      | $156223.43    | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YW59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    523439 | PA      | $531199.10    | 0.02%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                              | DTE Electric Co                                                                  | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171729.69    | 0.01%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                               | Santander Drive Auto Receivables Trust 2025-4                                    | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $451747.45    | 0.02%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                            | Southern Power Co                                                                | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458834.35    | 0.02%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMMM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72920 | PA      | $59834.09     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                     | Jacobs Engineering Group Inc                                                     | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52500.06     | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                     | Export Development Canada                                                        | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    235000 | PA      | $244305.71    | 0.01%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QHKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206907 | PA      | $175691.83    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50173.22     | 0.00%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                         | Southern Copper Corp                                                             | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    290000 | PA      | $343685.43    | 0.02%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    836800 | PA      | $826830.31    | 0.04%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30653 | PA      | $29670.27     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146107 | PA      | $133637.05    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                       | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28870.80     | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0X49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331503 | PA      | $340978.09    | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                                 | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48628.80     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                             | Alabama Power Co                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534679.49    | 0.02%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                  | Target Corp                                                                      | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    265000 | PA      | $236308.93    | 0.01%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $49271.29     | 0.00%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KEN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33024 | PA      | $27075.25     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8680000 | PA      | $8711871.83   | 0.39%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                        | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254659.50    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                         | Shell Finance US Inc                                                             | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    746000 | PA      | $605005.90    | 0.03%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                           | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99771.06     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46278.84     | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143503.61    | 0.01%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                         | Colgate-Palmolive Co                                                             | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98893.72     | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3640000 | PA      | $3274862.50   | 0.15%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4020000 | PA      | $3869878.13   | 0.18%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    101000 | PA      | $83087.01     | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGG60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222883 | PA      | $199449.01    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     90000 | PA      | $70243.23     | 0.00%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                      | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50246.88     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128188.24    | 0.01%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72883 | PA      | $66168.53     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                         | Juniper Networks Inc                                                             | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39136.65     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    686199 | PA      | $696044.88    | 0.03%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 04517PCD2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $50442.67     | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195207 | PA      | $200899.95    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268068.25    | 0.01%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPF37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239757 | PA      | $222209.55    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCBW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218683 | PA      | $180696.40    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                         | COPT Defense Properties LP                                                       | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48886.27     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3990000 | PA      | $4000442.55   | 0.18%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    450000 | PA      | $295257.85    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                       | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51838.96     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381912 | PA      | $353166.07    | 0.02%             | 2055-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                     | First Citizens BancShares Inc/NC                                                 | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150081.94    | 0.01%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    205000 | PA      | $135974.86    | 0.01%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102075 | PA      | $88402.84     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBHE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26299 | PA      | $23866.67     | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                  | Target Corp                                                                      | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100962.15    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XM7D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343707 | PA      | $284750.54    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YW34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33045 | PA      | $32326.76     | 0.00%             | 2054-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                          | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372746.86    | 0.02%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $654990.27    | 0.03%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                         | Federal Realty OP LP                                                             | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73430.74     | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8RN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47166 | PA      | $46814.36     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                       | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $57649.11     | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1437925 | PA      | $1437719.28   | 0.07%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                          | Consumers Energy Co                                                              | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50107.68     | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMYG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2569630 | PA      | $2329604.65   | 0.11%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                        | American Airlines 2015-1 Class A Pass Through Trust                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4741 | PA      | $4668.60      | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                            | Healthpeak OP LLC                                                                | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102498.51    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    597018 | PA      | $587981.38    | 0.03%             | 2030-08-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                  | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $61308.36     | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                                 | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107165.07    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMPT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380834 | PA      | $395305.54    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208528.01    | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EX88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11460 | PA      | $11877.42     | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2630000 | PA      | $2535484.38   | 0.11%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                     | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50855.09     | 0.00%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    510000 | PA      | $368768.85    | 0.02%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F1G51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120000 | PA      | $119252.57    | 0.01%             | 2027-05-25      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                           | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $36364.56     | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    354000 | PA      | $354352.44    | 0.02%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                     | Martin Marietta Materials Inc                                                    | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53635.02     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JAPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113492 | PA      | $103126.04    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJM25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127691 | PA      | $110354.22    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052425<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $817584.00    | 0.04%             | 2041-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110872 | PA      | $109447.60    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    411000 | PA      | $345258.45    | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                  | Lennar Corp                                                                      | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    660000 | PA      | $666508.91    | 0.03%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                 | WP Carey Inc                                                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24717.41     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMYF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    399164 | PA      | $358143.85    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920000 | PA      | $751974.10    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJMA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99461 | PA      | $82538.06     | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6EE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46109 | PA      | $46258.40     | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239509 | PA      | $204895.06    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $97940.10     | 0.00%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                        | Cousins Properties LP                                                            | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273248.20    | 0.01%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4705000 | PA      | $4231559.38   | 0.19%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLEY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3133491 | PA      | $3109754.04   | 0.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                     | Corebridge Financial Inc                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66629.51     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2124782 | PA      | $1739048.57   | 0.08%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                   | Biogen Inc                                                                       | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    183000 | PA      | $118563.20    | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356213.45    | 0.02%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                              | Hershey Co/The                                                                   | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204822.01    | 0.01%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418BG42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13303 | PA      | $13045.97     | 0.00%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    421119 | PA      | $426955.34    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3131XVKA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40221 | PA      | $36547.26     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $414632.30    | 0.02%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5955000 | PA      | $5594908.59   | 0.25%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                              | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    323000 | PA      | $317681.93    | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                          | Northern Trust Corp                                                              | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48891.48     | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                               | Halliburton Co                                                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48786.88     | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2300000 | PA      | $2126646.70   | 0.10%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                 | Chevron Corp                                                                     | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $119065.16    | 0.01%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125000 | PA      | $127367.50    | 0.01%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                      | Raymond James Financial Inc                                                      | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30217.14     | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                 | Illumina Inc                                                                     | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404079.72    | 0.02%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1A PTT                                       | American Airlines 2025-1 Class A Pass Through Trust                              | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49406.73     | 0.00%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2596000 | PA      | $1925501.88   | 0.09%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54833 | PA      | $46616.05     | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51117.68     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $130395.36    | 0.01%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56851.39     | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWMU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    898213 | PA      | $930075.23    | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    193000 | PA      | $185406.48    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                      | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    315000 | PA      | $322271.72    | 0.01%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                              | Hershey Co/The                                                                   | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203176.93    | 0.01%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWN58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    331840 | PA      | $316807.05    | 0.01%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                | CME Group Inc                                                                    | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450931.32    | 0.02%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133BGYZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152578 | PA      | $150030.02    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F83Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140000 | PA      | $125134.55    | 0.01%             | 2030-10-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $220782.39    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                          | Northern Trust Corp                                                              | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95286.13     | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE                                    | North Texas Tollway Authority                                                    | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     15000 | PA      | $16251.52     | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    497000 | PA      | $445878.54    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                          | Highwoods Realty LP                                                              | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    629000 | PA      | $714741.39    | 0.03%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13798 | PA      | $13447.66     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                        | Lincoln National Corp                                                            | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78607.18     | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3038314 | PA      | $2730372.30   | 0.12%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                | ArcelorMittal SA                                                                 | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    148000 | PA      | $161938.26    | 0.01%             | 2041-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3625000 | PA      | $2674570.31   | 0.12%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJJU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306821 | PA      | $266363.83    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37586.20     | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                         | Shell Finance US Inc                                                             | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $152205.40    | 0.01%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CA REGL TRANSPR                               | San Diego County Regional Transportation Commission                              | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |     45000 | PA      | $45962.65     | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10289.38     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31657 | PA      | $31652.25     | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    195000 | PA      | $217162.10    | 0.01%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79404 | PA      | $61653.52     | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                 | CubeSmart LP                                                                     | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199683.57    | 0.01%             | 2035-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                       | Korea Development Bank/The                                                       | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201050.04    | 0.01%             | 2027-10-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329KT53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5073 | PA      | $4970.91      | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                    | Kellanova                                                                        | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77584.48     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMB29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76367 | PA      | $62296.39     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     72000 | PA      | $82461.68     | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    285000 | PA      | $178821.63    | 0.01%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206364.82    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                               | Clorox Co/The                                                                    | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133292.46    | 0.01%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    368000 | PA      | $374566.12    | 0.02%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                     | Brighthouse Financial Inc                                                        | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    195000 | PA      | $118265.47    | 0.01%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    297000 | PA      | $242727.96    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218576.08    | 0.01%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                          | Northern Trust Corp                                                              | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199135.96    | 0.01%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQEP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391928 | PA      | $351278.86    | 0.02%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                       | BP Capital Markets PLC                                                           | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $228363.26    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    399092 | PA      | $370722.39    | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427MX71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267541 | PA      | $218117.94    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                          | Consumers Energy Co                                                              | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    195000 | PA      | $157074.97    | 0.01%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1097242.19   | 0.05%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456413 | PA      | $372576.94    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                           | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    862000 | PA      | $946898.52    | 0.04%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2019-C54                                   | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $574054.46    | 0.03%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                   | Biogen Inc                                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68943.71     | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179QYU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19151 | PA      | $19149.52     | 0.00%             | 2045-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3825000 | PA      | $3833964.84   | 0.17%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJHA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109626 | PA      | $98677.39     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                     | Corebridge Financial Inc                                                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8544.77      | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84320 | PA      | $72777.56     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418BG34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20398 | PA      | $19838.35     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                          | Highwoods Realty LP                                                              | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46680.71     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    127000 | PA      | $124721.41    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72273.91     | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                          | Northern Trust Corp                                                              | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199965.02    | 0.01%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361573.88    | 0.02%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                       | Massachusetts Institute of Technology                                            | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    400000 | PA      | $269743.70    | 0.01%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                            | Teledyne FLIR LLC                                                                | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23154.66     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232815.98    | 0.01%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                     | Corebridge Financial Inc                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219037.66    | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302825 | PA      | $297748.78    | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                      | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    355000 | PA      | $314893.70    | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNE73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73985 | PA      | $63857.28     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                      | Public Service Co of Oklahoma                                                    | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102299.94    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6EA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15712 | PA      | $15763.23     | 0.00%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                     | Tucson Electric Power Co                                                         | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50849.74     | 0.00%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    213000 | PA      | $145024.44    | 0.01%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EQCN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20284 | PA      | $19614.64     | 0.00%             | 2030-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XH7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107314 | PA      | $96208.49     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D9NJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15859 | PA      | $16032.65     | 0.00%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                               | Halliburton Co                                                                   | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21779.98     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                            | Cisco Systems Inc                                                                | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129307.11    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                              | Hershey Co/The                                                                   | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90782.62     | 0.00%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                       | Boardwalk Pipelines LP                                                           | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200393.47    | 0.01%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                   | Nasdaq Inc                                                                       | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52029.00     | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                          | Carrier Global Corp                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    246000 | PA      | $231809.22    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    143000 | PA      | $142455.18    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                  | Target Corp                                                                      | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37463.17     | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                            | Travelers Cos Inc/The                                                            | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39151.18     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249786.42    | 0.01%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XRN92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22293 | PA      | $19479.15     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    144000 | PA      | $150072.24    | 0.01%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                         | Howmet Aerospace Inc                                                             | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37924.18     | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC                                      | Duke Energy Progress NC Storm Funding LLC                                        | CUSIP: 26444BAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $191040.32    | 0.01%             | 2041-07-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1279961 | PA      | $1064821.38   | 0.05%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                               | Phillips 66 Co                                                                   | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142375.59    | 0.01%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    753767 | PA      | $697364.37    | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                              | DR Horton Inc                                                                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517517.25    | 0.02%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                  | Target Corp                                                                      | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    223000 | PA      | $219205.74    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346399 | PA      | $299946.86    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25700 | PA      | $23798.74     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                     | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    115000 | PA      | $102756.38    | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W2YM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    810717 | PA      | $817445.88    | 0.04%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                          | Fortive Corp                                                                     | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44031.19     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2470000 | PA      | $2499234.75   | 0.11%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    227000 | PA      | $230058.96    | 0.01%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    392000 | PA      | $450336.19    | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161237 | PA      | $161991.87    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                     | Brighthouse Financial Inc                                                        | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71222.61     | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47892.06     | 0.00%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63887.74     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                            | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127343.08    | 0.01%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    510000 | PA      | $409489.42    | 0.02%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                          | Carrier Global Corp                                                              | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $321846.52    | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                       | Korea Development Bank/The                                                       | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    285000 | PA      | $296491.80    | 0.01%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KGTR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31322 | PA      | $28237.10     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $998782.70    | 0.05%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95631 | PA      | $88034.33     | 0.00%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                     | Tucson Electric Power Co                                                         | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48089.08     | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575000 | PA      | $466190.45    | 0.02%             | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30551.14     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QF4C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1003070 | PA      | $821826.52    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                     | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    285000 | PA      | $197349.94    | 0.01%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                     | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    163000 | PA      | $168043.08    | 0.01%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                           | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    274000 | PA      | $343281.93    | 0.02%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                          | Nomura Holdings Inc                                                              | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198362.54    | 0.01%             | 2036-06-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $31060.69     | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WDDH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19595 | PA      | $19151.16     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339077 | PA      | $351104.74    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145420 | PA      | $144034.81    | 0.01%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                   | Nasdaq Inc                                                                       | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    159000 | PA      | $166122.04    | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XG6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59608 | PA      | $58408.70     | 0.00%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                     | American Airlines 2017-2 Class AA Pass Through Trust                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133669 | PA      | $129551.26    | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                          | Carrier Global Corp                                                              | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     67000 | PA      | $49356.02     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                     | African Development Bank                                                         | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $101587.89    | 0.00%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                             | Sekisui House US Inc                                                             | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    342000 | PA      | $305770.45    | 0.01%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133B3WS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93482 | PA      | $83887.40     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                     | Johns Hopkins University                                                         | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14736.61     | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184673 | PA      | $176888.38    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135903.75    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    185000 | PA      | $131298.31    | 0.01%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    884000 | PA      | $807477.83    | 0.04%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87924 | PA      | $82504.44     | 0.00%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    226000 | PA      | $210957.51    | 0.01%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                      | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141597.87    | 0.01%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                        | Dominion Energy South Carolina Inc                                               | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447161.77    | 0.02%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3124222 | PA      | $2990561.30   | 0.14%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                     | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45591.56     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                              | Hershey Co/The                                                                   | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45153.51     | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                               | Phillips 66 Co                                                                   | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101570.58    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                          | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84471.09     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $73570.26     | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1124625.18   | 0.05%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWC69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8279 | PA      | $8013.99      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    307000 | PA      | $316955.88    | 0.01%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP                                        | Seattle Children's Hospital                                                      | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15334.45     | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123759.27    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                        | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    564000 | PA      | $563003.61    | 0.03%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179S5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53591 | PA      | $48958.85     | 0.00%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                               | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $980960.67    | 0.04%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427QAZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    576179 | PA      | $588819.03    | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    326000 | PA      | $260076.57    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                             | Ascension Health                                                                 | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42689.07     | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                            | Travelers Cos Inc/The                                                            | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    145000 | PA      | $116962.81    | 0.01%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                             | Sekisui House US Inc                                                             | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    140000 | PA      | $93198.42     | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3755000 | PA      | $2345701.56   | 0.11%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    247000 | PA      | $223870.91    | 0.01%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHPR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183484 | PA      | $172353.78    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     73000 | PA      | $62259.28     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJ3W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292571 | PA      | $253207.23    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022428<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375000 | PA      | $354104.25    | 0.02%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $212087.39    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMVS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    362250 | PA      | $297116.71    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                               | Phillips 66 Co                                                                   | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    560000 | PA      | $563269.41    | 0.03%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66032.79     | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                   | DOC DR LLC                                                                       | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24954.80     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38329.02     | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52906.61     | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1065000 | PA      | $1070990.63   | 0.05%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                            | Travelers Cos Inc/The                                                            | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25323.68     | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                      | NOV Inc                                                                          | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92900.43     | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                       | Massachusetts Institute of Technology                                            | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23101.44     | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175837.57    | 0.01%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                     | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $220319.61    | 0.01%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                 | Alphabet Inc                                                                     | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $107682.34    | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173591.97    | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                        | Haleon US Capital LLC                                                            | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    278000 | PA      | $271976.97    | 0.01%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                     | Corebridge Financial Inc                                                         | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    107000 | PA      | $114358.17    | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2854600 | PA      | $2683324.00   | 0.12%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                              | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $204048.47    | 0.01%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $222635.42    | 0.01%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67027.95     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    307000 | PA      | $344197.41    | 0.02%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                         | Shell Finance US Inc                                                             | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $74234.60     | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4096600 | PA      | $4109881.91   | 0.19%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15245.80     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                        | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205311.44    | 0.01%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                          | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216338.61    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                     | Interstate Power and Light Co                                                    | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13823.62     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $208712.71    | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67405.75     | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                      | Fidelity National Information Services Inc                                       | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    480000 | PA      | $456864.49    | 0.02%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49729.91     | 0.00%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404009.03    | 0.02%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UUH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2525955 | PA      | $2307637.00   | 0.10%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                        | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63628.99     | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208863 | PA      | $172443.82    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QVLC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449439 | PA      | $461297.08    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320000 | PA      | $286212.52    | 0.01%             | 2030-07-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                          | Consumers Energy Co                                                              | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72309.85     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    102000 | PA      | $90951.05     | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                            | AHS Hospital Corp                                                                | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    215000 | PA      | $133582.59    | 0.01%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                | DTE Energy Co                                                                    | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366326.47    | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $316448.07    | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQVF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146060 | PA      | $149247.93    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4741400 | PA      | $4462472.30   | 0.20%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126429 | PA      | $108817.85    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                 | Alphabet Inc                                                                     | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    349000 | PA      | $188217.85    | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                               | Hyundai Auto Receivables Trust 2025-A                                            | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201343.59    | 0.01%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5DB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248213 | PA      | $227291.10    | 0.01%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                       | Corp Andina de Fomento                                                           | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     30000 | PA      | $31021.94     | 0.00%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3482000 | PA      | $3458333.26   | 0.16%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNDL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165120 | PA      | $141889.47    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                     | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    240000 | PA      | $199324.08    | 0.01%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                            | Expedia Group Inc                                                                | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30218.19     | 0.00%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                          | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     85000 | PA      | $58021.88     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    590000 | PA      | $572244.22    | 0.03%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                       | Chubb INA Holdings LLC                                                           | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    490000 | PA      | $425259.35    | 0.02%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                     | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58904.61     | 0.00%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112773.14    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                               | Halliburton Co                                                                   | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    229000 | PA      | $217315.81    | 0.01%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KVXP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392401 | PA      | $321164.27    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104643.00    | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                     | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $126843.98    | 0.01%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWGP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20671 | PA      | $20312.18     | 0.00%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7415000 | PA      | $4744441.41   | 0.21%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                          | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33192.40     | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                | Amphenol Corp                                                                    | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19000.67     | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                 | Alphabet Inc                                                                     | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    204000 | PA      | $103927.01    | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                     | Teledyne Technologies Inc                                                        | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    290000 | PA      | $268703.27    | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308201 | PA      | $303056.92    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                               | Bay Area Toll Authority                                                          | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11557.06     | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                     | Interstate Power and Light Co                                                    | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344228.05    | 0.02%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $214458.40    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNKT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    942544 | PA      | $764722.75    | 0.03%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                | AEP Texas Inc                                                                    | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82098.33     | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31633.68     | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65240.78     | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                     | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50896.97     | 0.00%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131645 | PA      | $116237.24    | 0.01%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115688.40    | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2133000 | PA      | $1246471.88   | 0.06%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                     | National Australia Bank Ltd/New York                                             | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    375000 | PA      | $384001.17    | 0.02%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1645000 | PA      | $1207275.78   | 0.05%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                      | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    267000 | PA      | $255261.20    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                      | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     70000 | PA      | $70865.03     | 0.00%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJNH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587728 | PA      | $506638.46    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3905900 | PA      | $3397522.70   | 0.15%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    632722 | PA      | $518520.14    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92793.49     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QSKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40602 | PA      | $40787.08     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                               | Salesforce Inc                                                                   | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71671.49     | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5255000 | PA      | $5155647.66   | 0.23%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4180000 | PA      | $4232576.54   | 0.19%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16132 | PA      | $13976.56     | 0.00%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    247926 | PA      | $232733.61    | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                          | Province of Alberta Canada                                                       | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $409166.85    | 0.02%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172707 | PA      | $177128.98    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SWY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52693 | PA      | $50884.70     | 0.00%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                        | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140219.53    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                     | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36832.34     | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332693.53    | 0.02%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204897.10    | 0.01%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151002.11    | 0.01%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWKP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68981 | PA      | $66983.28     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                          | Consumers Energy Co                                                              | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60318.92     | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                       | Province of Manitoba Canada                                                      | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $141246.86    | 0.01%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2189719 | PA      | $2221307.77   | 0.10%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    122000 | PA      | $122103.84    | 0.01%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJKE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $350554.13    | 0.02%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                               | Clorox Co/The                                                                    | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99329.44     | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                     | Corebridge Financial Inc                                                         | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77190.43     | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJNQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336555 | PA      | $319171.28    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    752000 | PA      | $592552.50    | 0.03%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                               | Salesforce Inc                                                                   | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $46907.06     | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6809300 | PA      | $6394890.22   | 0.29%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3345000 | PA      | $3381585.94   | 0.15%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64513.44     | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                       | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     95000 | PA      | $84954.66     | 0.00%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     65000 | PA      | $53740.74     | 0.00%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166439.14    | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                     | Interstate Power and Light Co                                                    | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94851.05     | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                               | Halliburton Co                                                                   | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    261000 | PA      | $257062.84    | 0.01%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                          | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39912.49     | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9636.59      | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2025-V14 Mortgage Trust                                                | CUSIP: 08164BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $795611.30    | 0.04%             | 2057-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31417ARG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1353 | PA      | $1344.16      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                        | Cottage Health Obligated Group                                                   | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $192450.07    | 0.01%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    375000 | PA      | $323719.59    | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4725000 | PA      | $4832210.25   | 0.22%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    753000 | PA      | $751501.68    | 0.03%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2980000 | PA      | $2129768.75   | 0.10%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                 | Alphabet Inc                                                                     | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    202000 | PA      | $193891.80    | 0.01%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203777.46    | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                           | Coterra Energy Inc                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    138000 | PA      | $137717.94    | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149080.67    | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33234.67     | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39853 | PA      | $38667.70     | 0.00%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8501000 | PA      | $8324338.59   | 0.38%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8RM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72950 | PA      | $73276.80     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                               | Clorox Co/The                                                                    | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75430.69     | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   1315000 | PA      | $1359914.94   | 0.06%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X4F84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40256 | PA      | $39047.37     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                     | Interstate Power and Light Co                                                    | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99746.13     | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132ABAR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37497 | PA      | $34393.44     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    350000 | PA      | $394706.63    | 0.02%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWKN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9657 | PA      | $9157.06      | 0.00%             | 2035-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FLQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16552 | PA      | $16910.06     | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    521000 | PA      | $473057.90    | 0.02%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55728 | PA      | $57680.25     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                      | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     40000 | PA      | $40566.43     | 0.00%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    292084 | PA      | $267155.14    | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJMB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207151 | PA      | $176207.33    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                          | LYB International Finance III LLC                                                | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    265000 | PA      | $188169.47    | 0.01%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    865000 | PA      | $806177.41    | 0.04%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    305000 | PA      | $258688.38    | 0.01%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    586000 | PA      | $594201.02    | 0.03%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    158000 | PA      | $156385.99    | 0.01%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1278612 | PA      | $994945.42    | 0.05%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                   | Leidos Inc                                                                       | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103761.76    | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                       | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    921000 | PA      | $810923.00    | 0.04%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                                | Toyota Auto Receivables 2025-B Owner Trust                                       | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302422.93    | 0.01%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $125714.87    | 0.01%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                          | Carrier Global Corp                                                              | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46355.24     | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                     | eBay Inc                                                                         | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154228.97    | 0.01%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    130000 | PA      | $81546.06     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $132037.54    | 0.01%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     52000 | PA      | $56037.81     | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    357000 | PA      | $358719.95    | 0.02%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1863455 | PA      | $1590364.51   | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $623563.50    | 0.03%             | 2056-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4085000 | PA      | $4107658.96   | 0.19%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                         | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124937.62    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $209489.92    | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    285000 | PA      | $310882.31    | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5420000 | PA      | $5436302.33   | 0.25%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1078526 | PA      | $1103962.57   | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $208210.92    | 0.01%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGPM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94881 | PA      | $86452.50     | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262945.07    | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X5KX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40544 | PA      | $37879.64     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31416RRB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13850 | PA      | $13874.24     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                       | Extra Space Storage LP                                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    470000 | PA      | $410632.82    | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                       | Choice Hotels International Inc                                                  | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62247.13     | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4625000 | PA      | $2418007.81   | 0.11%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                             | Ventas Realty LP                                                                 | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14274.05     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EPK37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9608 | PA      | $9454.90      | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $252338.34    | 0.01%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    213000 | PA      | $177233.14    | 0.01%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSA85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    874229 | PA      | $747614.48    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    161000 | PA      | $161571.55    | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    806000 | PA      | $664578.77    | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                        | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50605.13     | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1975000 | PA      | $1808703.03   | 0.08%             | 2056-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                         | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203638.60    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $88719.33     | 0.00%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    227000 | PA      | $252934.82    | 0.01%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    325000 | PA      | $328395.41    | 0.01%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    350000 | PA      | $364809.25    | 0.02%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2845000 | PA      | $1797684.38   | 0.08%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49591.84     | 0.00%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201271.88    | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    156000 | PA      | $149105.59    | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53888.44     | 0.00%             | 2029-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331535 | PA      | $283518.41    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9277.64      | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $214548.17    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                          | Global Payments Inc                                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    203000 | PA      | $194001.64    | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    908450 | PA      | $818241.62    | 0.04%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W0SP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649323 | PA      | $584735.13    | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                            | Entergy Texas Inc                                                                | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79723.60     | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $230244.75    | 0.01%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                          | Eastman Chemical Co                                                              | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103152.06    | 0.00%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    173000 | PA      | $170615.77    | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J5NB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39895 | PA      | $39772.95     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                             | ArcelorMittal SA                                                                 | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     92000 | PA      | $95784.51     | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                          | Dollar General Corp                                                              | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336658.39    | 0.02%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66711.39     | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6633000 | PA      | $3694788.28   | 0.17%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579312 | PA      | $547059.57    | 0.02%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                        | Jackson Financial Inc                                                            | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    120000 | PA      | $84648.66     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                     | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111511.07    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                      | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     70000 | PA      | $65039.91     | 0.00%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                            | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    177000 | PA      | $174029.92    | 0.01%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Y6YT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    978837 | PA      | $1018444.07   | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $99739.64     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3142GTE51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    490682 | PA      | $494754.22    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286DK0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $200192.86    | 0.01%             | 2036-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WJT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72019 | PA      | $67239.68     | 0.00%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                      | Willis-Knighton Medical Center                                                   | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $112920.43    | 0.01%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                         | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    129000 | PA      | $105288.09    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50114.95     | 0.00%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                         | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58470.12     | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52278.36     | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                         | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134064.35    | 0.01%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    221123 | PA      | $226363.47    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197064.02    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3930000 | PA      | $3988028.89   | 0.18%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                 | AutoZone Inc                                                                     | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74055.86     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                         | Verisk Analytics Inc                                                             | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32391.92     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188066.74    | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4785000 | PA      | $4678832.81   | 0.21%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                     | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25212.69     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                            | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $156636.15    | 0.01%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197896.65    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427NA66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    465394 | PA      | $379095.46    | 0.02%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                                       | West Virginia United Health System Obligated Group                               | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $31926.28     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                | ArcelorMittal SA                                                                 | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     95000 | PA      | $95186.25     | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                      | Willis-Knighton Medical Center                                                   | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $131700.56    | 0.01%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDGA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1253482 | PA      | $1275985.96   | 0.06%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                       | Choice Hotels International Inc                                                  | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117049.31    | 0.01%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                      | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300847.03    | 0.01%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37840.37     | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                     | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    141000 | PA      | $89100.23     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                         | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25003.33     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50021.86     | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424956.09    | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3142GTE44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235979 | PA      | $238051.59    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4778700 | PA      | $3091221.56   | 0.14%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QRR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94168 | PA      | $95984.44     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $34940.21     | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41054.65     | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    137000 | PA      | $145150.69    | 0.01%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                             | HF Sinclair Corp                                                                 | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200078.11    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130486.69    | 0.01%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29526 | PA      | $28750.15     | 0.00%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2581200 | PA      | $1231716.38   | 0.06%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242698.19    | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $213702.10    | 0.01%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                   | HEICO Corp                                                                       | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227597.48    | 0.01%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186875.91    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88032 | PA      | $81774.39     | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                       | CenterPoint Energy Inc                                                           | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52382.07     | 0.00%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                            | Hyatt Hotels Corp                                                                | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101887.69    | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                              | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $162311.26    | 0.01%             | 2042-10-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                     | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69452.65     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                   | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44492.07     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                               | Port Authority of New York & New Jersey                                          | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    250000 | PA      | $183003.52    | 0.01%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1246083 | PA      | $1131778.81   | 0.05%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378487 | PA      | $310434.38    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3290000 | PA      | $3281775.00   | 0.15%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSR46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109434 | PA      | $109729.89    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309270.88    | 0.01%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                      | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $48040.43     | 0.00%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QBJL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33114 | PA      | $30937.72     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YHP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150583 | PA      | $143863.15    | 0.01%             | 2053-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKYZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85226 | PA      | $66177.27     | 0.00%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                       | Extra Space Storage LP                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62441.75     | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMY41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    645413 | PA      | $533038.68    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49677.29     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                               | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $248752.94    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DTCV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87100 | PA      | $74926.45     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214752 | PA      | $196544.53    | 0.01%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203793.89    | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    265000 | PA      | $227311.44    | 0.01%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNJU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106497 | PA      | $95890.44     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VXZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1435602 | PA      | $1298694.18   | 0.06%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463786 | PA      | $471664.80    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                               | Port Authority of New York & New Jersey                                          | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $95653.71     | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D94H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24830 | PA      | $24565.03     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    159000 | PA      | $151823.08    | 0.01%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     30000 | PA      | $29648.87     | 0.00%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $702046.37    | 0.03%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534248 | PA      | $547355.14    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9900000 | PA      | $10136214.00  | 0.46%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103519.19    | 0.00%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                         | Verisk Analytics Inc                                                             | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48495.19     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196877 | PA      | $193639.15    | 0.01%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    290000 | PA      | $218952.96    | 0.01%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     28000 | PA      | $21214.98     | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                            | Hyatt Hotels Corp                                                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    106000 | PA      | $111003.39    | 0.01%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                     | Uruguay Government International Bond                                            | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    290000 | PA      | $293018.29    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                          | Dollar General Corp                                                              | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10250.02     | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612991 | PA      | $502136.11    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                      | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1080000 | PA      | $1023421.02   | 0.05%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5210000 | PA      | $5200231.25   | 0.24%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DTLG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44120 | PA      | $39428.61     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST UNIV REVENUES                                    | Michigan State University                                                        | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $71313.96     | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                               | Port Authority of New York & New Jersey                                          | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    150000 | PA      | $126091.52    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188846 | PA      | $163625.39    | 0.01%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259066.47    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                              | William Marsh Rice University                                                    | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    215000 | PA      | $170889.52    | 0.01%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97106.30     | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    360000 | PA      | $316276.93    | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22095.86     | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $107419.56    | 0.00%             | 2054-07-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    510000 | PA      | $525421.77    | 0.02%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                         | Republic of Italy Government International Bond                                  | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    279000 | PA      | $212300.18    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                 | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215637.30    | 0.01%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                       | Old Republic International Corp                                                  | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21733.01     | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKQJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    984167 | PA      | $933742.00    | 0.04%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    380000 | PA      | $376770.24    | 0.02%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XL5K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115174 | PA      | $110832.25    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                          | University of Michigan                                                           | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $38943.81     | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                | Boeing Co/The                                                                    | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    182000 | PA      | $202566.41    | 0.01%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1625000 | PA      | $1016386.72   | 0.05%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628244 | PA      | $650529.45    | 0.03%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                        | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $551737.56    | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53548.70     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2775000 | PA      | $2757439.44   | 0.12%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                                     | KLA Corp                                                                         | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54206.91     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                         | WEC Energy Group Inc                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61897.45     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $190734.79    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72916 | PA      | $72858.54     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207150.37    | 0.01%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    210000 | PA      | $220516.75    | 0.01%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                             | HF Sinclair Corp                                                                 | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51820.43     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                                    | Municipal Electric Authority of Georgia                                          | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     97000 | PA      | $104826.16    | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ER6D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8919 | PA      | $8729.60      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                    | Mosaic Co/The                                                                    | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9060.25      | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWBD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30166 | PA      | $29604.87     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                     | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95254.28     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $342567.81    | 0.02%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MMZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36662 | PA      | $36905.22     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                      | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     85000 | PA      | $85873.98     | 0.00%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2321442 | PA      | $1931697.75   | 0.09%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                         | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     76000 | PA      | $64166.60     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69037.83     | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3452695.30   | 0.16%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8595000 | PA      | $4212892.97   | 0.19%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                   | Weibo Corp                                                                       | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    270000 | PA      | $256826.15    | 0.01%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                       | Korea Development Bank/The                                                       | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    100000 | PA      | $89588.96     | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523217 | PA      | $536519.25    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                       | Webster Financial Corp                                                           | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231253.92    | 0.01%             | 2035-09-11      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    293000 | PA      | $215406.82    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1322000 | PA      | $1138284.52   | 0.05%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    153000 | PA      | $158663.53    | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $348130.32    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPYX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256603 | PA      | $246735.87    | 0.01%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69854.90     | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $80201.63     | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YYV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183642 | PA      | $184023.16    | 0.01%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JWQJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83580 | PA      | $75347.30     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    165000 | PA      | $175969.05    | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49278.29     | 0.00%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $117215.45    | 0.01%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DTDB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30664 | PA      | $31148.88     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $137569.64    | 0.01%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165369.34    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20133 | PA      | $17896.94     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3805000 | PA      | $3842901.34   | 0.17%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                         | Fifth Third Bank NA                                                              | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344554.93    | 0.02%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56007.03     | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145476.77    | 0.01%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $2112468.75   | 0.10%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86892 | PA      | $83538.18     | 0.00%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                     | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206585.99    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     43000 | PA      | $23269.68     | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                     | Johnson Controls International plc                                               | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $172340.73    | 0.01%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124002 | PA      | $116415.08    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97609.79     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL5K6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    550000 | PA      | $487437.01    | 0.02%             | 2030-09-03      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLFA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3136045 | PA      | $2936834.72   | 0.13%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1368000 | PA      | $1090973.83   | 0.05%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    276437 | PA      | $263857.30    | 0.01%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W0BJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90209 | PA      | $79463.58     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121341.55    | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162418 | PA      | $155494.38    | 0.01%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                     | KLA Corp                                                                         | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35024.04     | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     50000 | PA      | $50672.33     | 0.00%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1076826 | PA      | $1102952.42   | 0.05%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                         | Las Vegas Sands Corp                                                             | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140790.18    | 0.01%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128627 | PA      | $133135.90    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8CX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60289 | PA      | $49894.44     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                         | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314815.67    | 0.01%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29763 | PA      | $26238.27     | 0.00%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                         | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24231.11     | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $27764.39     | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6060000 | PA      | $6088879.66   | 0.28%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                              | Duke University                                                                  | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    225000 | PA      | $141917.89    | 0.01%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206144.43    | 0.01%             | 2036-05-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216436 | PA      | $186605.68    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B4QB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15399 | PA      | $15061.84     | 0.00%             | 2029-04-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNLF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62883 | PA      | $60456.18     | 0.00%             | 2038-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38454.61     | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    295000 | PA      | $282329.50    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    200000 | PA      | $201131.44    | 0.01%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6NQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       119 | PA      | $118.69       | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257033.68    | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                       | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    622000 | PA      | $680795.26    | 0.03%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51245.57     | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                          | Eastman Chemical Co                                                              | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    195000 | PA      | $165937.47    | 0.01%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    149000 | PA      | $133459.05    | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                          | University of Michigan                                                           | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     54000 | PA      | $40650.87     | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82763 | PA      | $78335.46     | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111908.77    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                         | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    500000 | PA      | $394031.34    | 0.02%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                        | Flowserve Corp                                                                   | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $367801.05    | 0.02%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050437<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50548.00     | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7050000 | PA      | $6128542.93   | 0.28%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    150000 | PA      | $133817.83    | 0.01%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59034.38     | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    348948 | PA      | $350314.20    | 0.02%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25601.49     | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $130530.69    | 0.01%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20332 | PA      | $17350.50     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    370000 | PA      | $338636.87    | 0.02%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2482021 | PA      | $2399617.01   | 0.11%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $92028.85     | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198958 | PA      | $202276.90    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2935000 | PA      | $2967560.16   | 0.13%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AEE51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14681 | PA      | $14623.48     | 0.00%             | 2034-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    368763 | PA      | $363008.67    | 0.02%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                               | Santander Drive Auto Receivables Trust 2025-3                                    | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201077.04    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                             | Ventas Realty LP                                                                 | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    228000 | PA      | $229267.67    | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                | Boeing Co/The                                                                    | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145858.60    | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                 | AutoZone Inc                                                                     | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19174.81     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5D36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39779 | PA      | $37382.22     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1708897 | PA      | $1740115.41   | 0.08%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228748.76    | 0.01%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256979.45    | 0.01%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                 | Illumina Inc                                                                     | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136272.57    | 0.01%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    900000 | PA      | $893799.39    | 0.04%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                     | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142549.73    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                             | Ventas Realty LP                                                                 | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13142.43     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                            | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32802.37     | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                      | Providence St Joseph Health Obligated Group                                      | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $78147.35     | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217691.45    | 0.01%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $3135117.17   | 0.14%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                         | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48049.13     | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25085 | PA      | $25458.84     | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205127.60    | 0.01%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40506.41     | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    338000 | PA      | $363514.72    | 0.02%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                            | Travelers Cos Inc/The                                                            | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506285.14    | 0.02%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     43000 | PA      | $34062.79     | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD OF ADMIN FIN CO                               | State Board of Administration Finance Corp                                       | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    100000 | PA      | $97019.65     | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6E97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28816 | PA      | $29164.00     | 0.00%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                               | Albemarle Corp                                                                   | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45907.59     | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                   | Nasdaq Inc                                                                       | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48697.01     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162789.57    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJWQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53109 | PA      | $49971.01     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AID-ISRAEL                                                   | Israel Government AID Bond                                                       | CUSIP: 46513EFG2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     40000 | PA      | $42859.96     | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5115000 | PA      | $3560519.53   | 0.16%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    245000 | PA      | $159583.60    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257330.47    | 0.01%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                        | Lincoln National Corp                                                            | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208681.79    | 0.01%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1490441 | PA      | $1221947.31   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QUZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    909579 | PA      | $942857.38    | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                     | KLA Corp                                                                         | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    221000 | PA      | $205228.95    | 0.01%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    331000 | PA      | $298410.43    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                          | Avery Dennison Corp                                                              | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132455.37    | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HLTH & EDUCTNL FAC                               | Health & Educational Facilities Authority of the State of Missouri               | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    500000 | PA      | $349661.18    | 0.02%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXVS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123634 | PA      | $111645.46    | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                         | CUSIP: 03743QBA5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100755.24    | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                          | Northern Trust Corp                                                              | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88806.67     | 0.00%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $45251.27     | 0.00%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176855 | PA      | $158114.39    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    295000 | PA      | $268915.69    | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    249000 | PA      | $233687.94    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050429<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1150000 | PA      | $1163570.00   | 0.05%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75052.62     | 0.00%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $89643.01     | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                     | Wisconsin Public Service Corp                                                    | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $188279.97    | 0.01%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186070.12    | 0.01%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2019-BNK18                                                                  | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1593000 | PA      | $1533945.42   | 0.07%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35978 | PA      | $36653.52     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                  | Exelon Corp                                                                      | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $179202.64    | 0.01%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                       | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100360.98    | 0.00%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                      | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284867.31    | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $189257.70    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CS39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82568 | PA      | $74855.63     | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11840000 | PA      | $11893650.00  | 0.54%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                                     | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $135134.37    | 0.01%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    235000 | PA      | $258546.34    | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317726.04    | 0.01%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                         | Republic of Italy Government International Bond                                  | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    300000 | PA      | $220912.88    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216631 | PA      | $200520.51    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                 | Hydro-Quebec                                                                     | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    145000 | PA      | $167743.96    | 0.01%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1125000 | PA      | $1100126.95   | 0.05%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                     | Devon Energy Corp                                                                | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65814.44     | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                   | Nasdaq Inc                                                                       | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $96680.98     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194543 | PA      | $186310.41    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473183.39    | 0.02%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106682.92    | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57334.91     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5269600 | PA      | $3863275.50   | 0.17%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                          | Northern Trust Corp                                                              | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22898.40     | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31579 | PA      | $32382.13     | 0.00%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    681000 | PA      | $740537.86    | 0.03%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1210604 | PA      | $1165968.02   | 0.05%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175553.15    | 0.01%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3746200 | PA      | $3530793.50   | 0.16%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100158 | PA      | $87892.48     | 0.00%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XA5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9237 | PA      | $8967.09      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63349.88     | 0.00%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1683828 | PA      | $1310131.40   | 0.06%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5EU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    666491 | PA      | $666595.92    | 0.03%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                      | Providence St Joseph Health Obligated Group                                      | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $66247.58     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                      | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281190.50    | 0.01%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                       | Private Export Funding Corp                                                      | CUSIP: 742651EB4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253373.88    | 0.01%             | 2034-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                          | Eastman Chemical Co                                                              | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88955.36     | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35122 | PA      | $31476.25     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJEQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161733 | PA      | $156792.03    | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65405 | PA      | $61250.75     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308238.22    | 0.01%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36834 | PA      | $35899.25     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $260760.85    | 0.01%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    501190 | PA      | $518818.38    | 0.02%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2765000 | PA      | $1735901.56   | 0.08%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                          | Northern Trust Corp                                                              | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63377.93     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2023-V2 Mortgage Trust                                                 | CUSIP: 08163TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $265156.33    | 0.01%             | 2055-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                 | AutoZone Inc                                                                     | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    411000 | PA      | $433541.43    | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1125195 | PA      | $1117265.72   | 0.05%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     40000 | PA      | $38942.65     | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116246.07    | 0.01%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $174175.04    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QSU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249954 | PA      | $253192.94    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    126000 | PA      | $131340.59    | 0.01%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7386893 | PA      | $6048452.95   | 0.27%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                     | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    172000 | PA      | $157173.02    | 0.01%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AC2L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165011 | PA      | $147363.00    | 0.01%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    205000 | PA      | $133068.63    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60549 | PA      | $56838.59     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427QL67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    636717 | PA      | $661076.53    | 0.03%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                  | Cummins Inc                                                                      | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205946.69    | 0.01%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50786.57     | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $126113.76    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                            | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16897.30     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19260 | PA      | $18968.87     | 0.00%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                       | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50857.80     | 0.00%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                                                 | Ohio State University/The                                                        | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     10000 | PA      | $8304.99      | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X5CX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120291 | PA      | $112650.18    | 0.01%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600901.00    | 0.03%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    684000 | PA      | $618222.42    | 0.03%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6926 | PA      | $6850.22      | 0.00%             | 2030-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142924.80    | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114488 | PA      | $106416.35    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    838358 | PA      | $683193.52    | 0.03%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7120000 | PA      | $6257256.21   | 0.28%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMKC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368392 | PA      | $314811.24    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5C78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15491 | PA      | $15066.36     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                          | Province of Alberta Canada                                                       | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    665000 | PA      | $659205.48    | 0.03%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                            | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46574.00     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                      | Japan Bank for International Cooperation                                         | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    311000 | PA      | $279468.19    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WFKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70133 | PA      | $65906.74     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    139000 | PA      | $153611.38    | 0.01%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47908.75     | 0.00%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                  | Snap-on Inc                                                                      | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24831.36     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALTH OBL GRP                                      | Corewell Health Obligated Group                                                  | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $97460.04     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $155632.02    | 0.01%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCDQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    807086 | PA      | $728682.60    | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                            | Hyatt Hotels Corp                                                                | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78421.73     | 0.00%             | 2030-04-23      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    480000 | PA      | $449392.81    | 0.02%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLPQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386464 | PA      | $332183.94    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2605000 | PA      | $2541910.16   | 0.11%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    315726 | PA      | $311092.09    | 0.01%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XACJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63660 | PA      | $64808.68     | 0.00%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                       | Federal Home Loan Banks                                                          | CUSIP: 3130B0TY5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    600000 | PA      | $608392.88    | 0.03%             | 2027-04-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133ASJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304169 | PA      | $248085.83    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299772 | PA      | $307365.89    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XK2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379270 | PA      | $367883.85    | 0.02%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                     | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203195.66    | 0.01%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FTA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    996989 | PA      | $996674.04    | 0.05%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2611800 | PA      | $2021288.34   | 0.09%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     86000 | PA      | $89521.35     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214061.45    | 0.01%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                  | Snap-on Inc                                                                      | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28641.49     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D53K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10696 | PA      | $10362.73     | 0.00%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220347.71    | 0.01%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149674.73    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273031 | PA      | $246543.15    | 0.01%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                    | Kroger Co/The                                                                    | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154144.64    | 0.01%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    170000 | PA      | $138541.44    | 0.01%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PRIVATE EXPORT FUNDING                                       | Private Export Funding Corp                                                      | CUSIP: 74274TAL4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50223.47     | 0.00%             | 2027-02-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    361269 | PA      | $330435.41    | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A4Q84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33643 | PA      | $32908.70     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                       | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8139.11      | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                        | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    159800 | PA      | $168904.57    | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449744 | PA      | $381892.29    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79501.02     | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                     | APA Corp                                                                         | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43464.17     | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507618 | PA      | $394140.07    | 0.02%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    317000 | PA      | $327496.43    | 0.01%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                  | Snap-on Inc                                                                      | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33884.67     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                     | National Health Investors Inc                                                    | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86562.73     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    189900 | PA      | $169279.87    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137675 | PA      | $131409.59    | 0.01%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390000 | PA      | $409370.76    | 0.02%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317325.73    | 0.01%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    210000 | PA      | $211828.01    | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137497 | PA      | $143421.28    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                           | Essex Portfolio LP                                                               | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    310000 | PA      | $281144.30    | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198233.03    | 0.01%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL5U4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $46730.88     | 0.00%             | 2028-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| REGIONS BANKS                                                | Regions Banks                                                                    | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69869.88     | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLHC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66563 | PA      | $57461.80     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $111523.62    | 0.01%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                          | Otis Worldwide Corp                                                              | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    147000 | PA      | $151335.98    | 0.01%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    290000 | PA      | $254243.81    | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DREY INST PREF GOV MM-M                                      | DREY INST PREF GOV MM-M                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  12580457 | NS      | $12580457.17  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4945000 | PA      | $4967793.33   | 0.22%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                      | Nissan Auto Lease Trust 2024-B                                                   | CUSIP: 65481DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $272577.40    | 0.01%             | 2027-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50595.38     | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9549 | PA      | $9196.98      | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                           | Essex Portfolio LP                                                               | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445772.20    | 0.02%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                             | Zions Bancorp NA                                                                 | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    385000 | PA      | $408137.24    | 0.02%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWLN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233791 | PA      | $241980.08    | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105633.22    | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                     | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $124616.89    | 0.01%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                               | PECO Energy Co                                                                   | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235974.02    | 0.01%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                       | Marriott International Inc/MD                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102503.97    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $270632.97    | 0.01%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XF4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5300 | PA      | $5197.62      | 0.00%             | 2036-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    585000 | PA      | $582183.52    | 0.03%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1576767 | PA      | $1615593.32   | 0.07%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J8G49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22366 | PA      | $21321.94     | 0.00%             | 2038-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                       | Federal Home Loan Banks                                                          | CUSIP: 3130ALCE2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $145791.69    | 0.01%             | 2027-02-26      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402785.64    | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338377.22    | 0.02%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                    | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    335000 | PA      | $319402.71    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                     | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $35312.64     | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7JE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15670 | PA      | $15157.09     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329NF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303156 | PA      | $286023.39    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $108907.03    | 0.00%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FGZT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322000 | PA      | $322516.30    | 0.01%             | 2028-06-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $167887.04    | 0.01%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KRM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11562 | PA      | $10546.63     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51510.65     | 0.00%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                          | Electronic Arts Inc                                                              | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24173.49     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4795000 | PA      | $4835457.81   | 0.22%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MAXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16102 | PA      | $14875.51     | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46384.27     | 0.00%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129467.74    | 0.01%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                     | Lennox International Inc                                                         | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41293.07     | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                      | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62105.74     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XQEM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88817 | PA      | $73267.91     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297098 | PA      | $244775.62    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56703.20     | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                            | Hyatt Hotels Corp                                                                | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50173.26     | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65121.77     | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $52203.24     | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H6LN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $91703.35     | 0.00%             | 2032-01-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                       | Nordic Investment Bank                                                           | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | N/A       |     30000 | PA      | $29891.45     | 0.00%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                     | Enbridge Energy Partners LP                                                      | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59622.29     | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1525000 | PA      | $1515684.61   | 0.07%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418BH90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31121 | PA      | $30972.62     | 0.00%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    181000 | PA      | $181129.34    | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/DC                                       | Children's Hospital/DC                                                           | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32026.60     | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122716.84    | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35715.92     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    135000 | PA      | $81135.70     | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91695.18     | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    373000 | PA      | $333928.48    | 0.02%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QBSL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52462 | PA      | $49173.21     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    215000 | PA      | $193307.27    | 0.01%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QM6T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54601 | PA      | $51308.87     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                        | DuPont de Nemours Inc                                                            | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15197.56     | 0.00%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ELWE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18157 | PA      | $17903.24     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17726 | PA      | $17831.27     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    342000 | PA      | $350565.58    | 0.02%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SEJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92208 | PA      | $89042.53     | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                              | TC PipeLines LP                                                                  | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    682000 | PA      | $680541.24    | 0.03%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5381800 | PA      | $5095261.18   | 0.23%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X83S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222246 | PA      | $182054.61    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNS46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    721468 | PA      | $592991.07    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                        | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101110.93    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263232 | PA      | $215904.43    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A9RT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12533 | PA      | $12301.06     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                      | Providence St Joseph Health Obligated Group                                      | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $103389.95    | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                     | Province of British Columbia Canada                                              | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $199776.69    | 0.01%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6250000 | PA      | $6198242.19   | 0.28%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179QPG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134623 | PA      | $127081.67    | 0.01%             | 2044-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBS35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181641 | PA      | $157255.09    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                           | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109745.77    | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27150.49     | 0.00%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    170000 | PA      | $152652.23    | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250326.78    | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMNT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142440 | PA      | $122389.71    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                                        | Ahold Finance USA LLC                                                            | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27059.75     | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWLL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1233722 | PA      | $1252086.42   | 0.06%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                        | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $209697.55    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    198000 | PA      | $192396.19    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                         | Public Storage Operating Co                                                      | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103059.90    | 0.00%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $84378.62     | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $552890.63    | 0.03%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148712 | PA      | $151529.10    | 0.01%             | 2044-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $136009.04    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                 | Ford Credit Auto Owner Trust 2024-C                                              | CUSIP: 34532UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200932.60    | 0.01%             | 2030-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                          | Otis Worldwide Corp                                                              | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    450000 | PA      | $353477.72    | 0.02%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                        | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44084.10     | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                          | Nomura Holdings Inc                                                              | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    395000 | PA      | $359032.78    | 0.02%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    345000 | PA      | $219349.04    | 0.01%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65757 | PA      | $65293.12     | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66128.93     | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3450000 | PA      | $3497167.95   | 0.16%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193973.20    | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10459.86     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                         | Utah Acquisition Sub Inc                                                         | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116115.56    | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    205000 | PA      | $181033.40    | 0.01%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461042 | PA      | $382272.17    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                     | eBay Inc                                                                         | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15985.52     | 0.00%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2019-BNK16                                                                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $84305.43     | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140677.61    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    208000 | PA      | $131541.22    | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                  | Cummins Inc                                                                      | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309851.50    | 0.01%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    411312 | PA      | $355515.66    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1845000 | PA      | $1519530.47   | 0.07%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    154000 | PA      | $162721.06    | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ER6F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39257 | PA      | $38376.62     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52385 | PA      | $53229.41     | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLGW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397749 | PA      | $324881.93    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLTK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77109 | PA      | $78363.20     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                               | AutoNation Inc                                                                   | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103664.10    | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    187000 | PA      | $218523.90    | 0.01%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72386.32     | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                           | Spire Missouri Inc                                                               | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50389.72     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200586 | PA      | $185685.30    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                        | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    465000 | PA      | $355675.60    | 0.02%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    736983 | PA      | $628978.02    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103057.16    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200069 | PA      | $180835.32    | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    900000 | PA      | $782446.42    | 0.04%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CW4E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16247 | PA      | $15712.47     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                 | Ford Credit Auto Owner Trust 2024-C                                              | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200732.57    | 0.01%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    844000 | PA      | $554561.91    | 0.03%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140L2RQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155247 | PA      | $127117.46    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220144 | PA      | $204511.44    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                      | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62304.55     | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78907 | PA      | $74043.02     | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1505000 | PA      | $1516346.29   | 0.07%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                       | Extra Space Storage LP                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124172.02    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48778.03     | 0.00%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTFY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $408943.93    | 0.02%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    425000 | PA      | $398864.53    | 0.02%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1590000 | PA      | $1226535.94   | 0.06%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                            | EOG Resources Inc                                                                | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102968.56    | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25025.30     | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348119 | PA      | $299789.02    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGQ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    545104 | PA      | $483580.75    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                           | Province of Quebec Canada                                                        | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    145000 | PA      | $143382.45    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48224.71     | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $117708.84    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                           | Conagra Brands Inc                                                               | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101071.36    | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                             | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202742.54    | 0.01%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $706713.55    | 0.03%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323729 | PA      | $264422.30    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $85852.73     | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                          | Dollar General Corp                                                              | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48272.36     | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                            | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102505.29    | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QL6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260940 | PA      | $224128.43    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FL6Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    410000 | PA      | $406339.90    | 0.02%             | 2029-01-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                     | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49025.69     | 0.00%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                    | Kroger Co/The                                                                    | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123581.92    | 0.01%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FKUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126175 | PA      | $125859.03    | 0.01%             | 2028-12-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136763.84    | 0.01%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $98050.26     | 0.00%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $29249.33     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102341.47    | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256293 | PA      | $229214.33    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                               | AutoNation Inc                                                                   | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42579.01     | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    325000 | PA      | $246017.90    | 0.01%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73613 | PA      | $66838.20     | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3040000 | PA      | $3084650.00   | 0.14%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    775000 | PA      | $676315.50    | 0.03%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    285000 | PA      | $254912.36    | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                            | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116103.40    | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    390000 | PA      | $370864.38    | 0.02%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     50000 | PA      | $35283.97     | 0.00%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255492.09    | 0.01%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                          | Dollar General Corp                                                              | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    153000 | PA      | $120210.68    | 0.01%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140HNKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1781790 | PA      | $1458323.44   | 0.07%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136AY7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29801 | PA      | $29401.85     | 0.00%             | 2027-12-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                     | TotalEnergies Capital SA                                                         | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $94114.27     | 0.00%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    785265 | PA      | $698261.02    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                            | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53176.82     | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                      | Duke Energy Indiana LLC                                                          | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54041.98     | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    614600 | PA      | $536910.72    | 0.02%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184561 | PA      | $173103.12    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    320000 | PA      | $341850.61    | 0.02%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                      | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $53024.55     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                         | Public Storage Operating Co                                                      | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474053.33    | 0.02%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHKL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89294 | PA      | $80243.71     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48682.08     | 0.00%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2120493 | PA      | $1967956.79   | 0.09%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                     | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    510000 | PA      | $523033.73    | 0.02%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35856 | PA      | $30504.94     | 0.00%             | 2041-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPK40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1531328 | PA      | $1421507.63   | 0.06%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46124.23     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10468.88     | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WEJ59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11096 | PA      | $10536.10     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                          | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101961.43    | 0.00%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52357.14     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PRIV ACTIVITY BOND SU                               | Texas Private Activity Bond Surface Transportation Corp                          | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $7984.35      | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                            | EOG Resources Inc                                                                | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196744.21    | 0.01%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98576.94     | 0.00%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79679 | PA      | $76315.85     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                       | Puget Sound Energy Inc                                                           | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87876.66     | 0.00%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1559000 | PA      | $1341957.97   | 0.06%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X9Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64957 | PA      | $50678.15     | 0.00%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                               | Dallas Fort Worth International Airport                                          | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $34860.41     | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3850000 | PA      | $3877371.07   | 0.18%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                   | Dover Corp                                                                       | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26117.76     | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4460600 | PA      | $4246282.09   | 0.19%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                  | Ovintiv Inc                                                                      | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55287.21     | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1380943 | PA      | $1403765.36   | 0.06%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                          | American International Group Inc                                                 | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24183.03     | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4065000 | PA      | $4088341.96   | 0.18%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40541 | PA      | $35186.39     | 0.00%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                            | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $132317.47    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172030 | PA      | $164310.90    | 0.01%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                            | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102181.62    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                    | WRKCo Inc                                                                        | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50011.20     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                           | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100388.76    | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QL6Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152682 | PA      | $124550.81    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77195 | PA      | $75916.96     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                            | Toyota Motor Corp                                                                | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $284706.91    | 0.01%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    598680 | PA      | $490831.80    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                         | Public Storage Operating Co                                                      | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89425.62     | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $442948.83    | 0.02%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                           | Province of Quebec Canada                                                        | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    800000 | PA      | $719521.93    | 0.03%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                     | TotalEnergies Capital SA                                                         | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $100433.98    | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                       | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     40000 | PA      | $41398.61     | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    166000 | PA      | $134111.07    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                       | American International Group Inc                                                 | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    134000 | PA      | $137305.25    | 0.01%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPKX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218721 | PA      | $209680.19    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100022.11    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $80190.57     | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CSC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29417 | PA      | $27931.46     | 0.00%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                                     | Brookfield Finance LLC / Brookfield Finance Inc                                  | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $192871.70    | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72852 | PA      | $74134.54     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11670.59     | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4072500.00   | 0.18%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1075163 | PA      | $876819.75    | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                     | Baxter International Inc                                                         | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    294000 | PA      | $287932.44    | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FKK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24141 | PA      | $23047.37     | 0.00%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MSU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19136 | PA      | $18816.61     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                       | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149876.46    | 0.01%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                            | Toyota Motor Corp                                                                | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     85000 | PA      | $87488.54     | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    586505 | PA      | $500507.35    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KLTJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176947 | PA      | $144653.90    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64279.90     | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $984687.50    | 0.04%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                    | Kroger Co/The                                                                    | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    175000 | PA      | $133875.43    | 0.01%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                       | Extra Space Storage LP                                                           | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112322.19    | 0.01%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                      | Japan Bank for International Cooperation                                         | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    260000 | PA      | $227859.83    | 0.01%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123310 | PA      | $111302.06    | 0.01%             | 2052-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFN49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156230 | PA      | $144015.40    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                     | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $34717.84     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                               | Dallas Fort Worth International Airport                                          | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $82552.19     | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54282.87     | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1915100 | PA      | $1952653.90   | 0.09%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QBSS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381085 | PA      | $342476.84    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                                   | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46837.09     | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131285.84    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                       | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    490000 | PA      | $496635.71    | 0.02%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37568 | PA      | $32900.27     | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    743000 | PA      | $483920.24    | 0.02%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36234.19     | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                      | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50969.80     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427MPK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    323539 | PA      | $337522.94    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112506.45    | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                        | Southwest Airlines Co                                                            | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69790.39     | 0.00%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17670 | PA      | $17545.46     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                     | MSCI Inc                                                                         | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100336.44    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99355.72     | 0.00%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37600.16     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7050000 | PA      | $6753679.69   | 0.31%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                          | PayPal Holdings Inc                                                              | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95874.64     | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWLA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264720 | PA      | $271157.42    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    500000 | PA      | $494856.32    | 0.02%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $254674.78    | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                            | Cisco Systems Inc                                                                | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47822.89     | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8MS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111831 | PA      | $92686.27     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                     | FNB Corp/PA                                                                      | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    510000 | PA      | $521630.27    | 0.02%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    503000 | PA      | $507048.45    | 0.02%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    732231 | PA      | $734663.43    | 0.03%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1215429.69   | 0.05%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    553000 | PA      | $626930.77    | 0.03%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469901 | PA      | $471135.99    | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                       | Marriott International Inc/MD                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139970.94    | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MMT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379361 | PA      | $309281.06    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                       | Marvell Technology Inc                                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50623.77     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5BD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128886 | PA      | $122871.24    | 0.01%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMWU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268144 | PA      | $241201.80    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                     | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156421.53    | 0.01%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64896.15     | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                     | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30490.60     | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNZY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    537970 | PA      | $464662.47    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     41000 | PA      | $31186.70     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2235976 | PA      | $2248809.33   | 0.10%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7215000 | PA      | $7482180.47   | 0.34%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    161000 | PA      | $160510.50    | 0.01%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                        | Waste Connections Inc                                                            | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195396.32    | 0.01%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136BLW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $87374.82     | 0.00%             | 2031-11-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323905.94    | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69328.79     | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                            | Cisco Systems Inc                                                                | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    732000 | PA      | $692579.71    | 0.03%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QUBJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62262 | PA      | $63836.68     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    800000 | PA      | $824394.18    | 0.04%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                      | Public Service Co of Colorado                                                    | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     77000 | PA      | $52250.30     | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196966.89    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    351813 | PA      | $321405.42    | 0.01%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KL2V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    423335 | PA      | $347956.81    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ERQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149040 | PA      | $146959.07    | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1523437.50   | 0.07%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                         | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29250.54     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132216 | PA      | $126539.10    | 0.01%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36237.55     | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                     | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133655.19    | 0.01%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                        | Waste Connections Inc                                                            | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203464.22    | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95141.48     | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XTBW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1659144 | PA      | $1369879.52   | 0.06%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5JW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12910 | PA      | $12073.53     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    524000 | PA      | $530396.31    | 0.02%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9160000 | PA      | $9307418.75   | 0.42%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                       | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99198.16     | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402561.05    | 0.02%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCN20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64199 | PA      | $62472.90     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                      | Public Service Co of Colorado                                                    | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     42000 | PA      | $32864.99     | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16559 | PA      | $15454.09     | 0.00%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES                                | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90461 | PA      | $100563.33    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLYS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458734 | PA      | $374374.42    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q8KD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190410 | PA      | $178314.36    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                        | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73673.16     | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63387.14     | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E03F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2762620 | PA      | $2263022.65   | 0.10%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    405031 | PA      | $399023.74    | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QED90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93891 | PA      | $84673.93     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6CP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42379 | PA      | $41986.00     | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                            | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258097.82    | 0.01%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    454000 | PA      | $497678.04    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QML69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    765924 | PA      | $628201.35    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1318700.97   | 0.06%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1845000 | PA      | $1827991.41   | 0.08%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                     | Devon Energy Corp                                                                | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29992.76     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                     | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $75730.70     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $5252601.54   | 0.24%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4055000 | PA      | $2805553.13   | 0.13%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3279432 | PA      | $2680888.96   | 0.12%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru                               | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $369795.27    | 0.02%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                     | Memorial Sloan-Kettering Cancer Center                                           | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4014.48      | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Tr                               | BA Credit Card Trust                                                             | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $328722.65    | 0.01%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                 | Alphabet Inc                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293020.93    | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H14B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $71698.76     | 0.00%             | 2028-05-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPKH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292800 | PA      | $252445.26    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341974.03    | 0.02%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                   | STERIS Irish FinCo UnLtd Co                                                      | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $138535.86    | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $91749.06     | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                        | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     85000 | PA      | $62135.50     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                                | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258634.88    | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                      | GlaxoSmithKline Capital PLC                                                      | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $483147.72    | 0.02%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | BBCMS Mortgage Trust 2022-C18                                                    | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104969.57    | 0.00%             | 2055-12-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117086.74    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXLZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19637 | PA      | $19120.78     | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    319549 | PA      | $289002.19    | 0.01%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $100606.66    | 0.00%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135966.53    | 0.01%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    956252 | PA      | $817461.29    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96856.33     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                            | Council Of Europe Development Bank                                               | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |     75000 | PA      | $75041.08     | 0.00%             | 2028-01-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20151.92     | 0.00%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                     | Caterpillar Financial Services Corp                                              | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250822.53    | 0.01%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82302.88     | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                       | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25148.67     | 0.00%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     50000 | PA      | $40814.90     | 0.00%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                 | Alphabet Inc                                                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196204.50    | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49287.65     | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                     | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50279.19     | 0.00%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45325.45     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50929.47     | 0.00%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                     | W R Berkley Corp                                                                 | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62646.63     | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138AW4V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1800 | PA      | $1788.49      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3005000 | PA      | $3038454.09   | 0.14%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                       | Marriott International Inc/MD                                                    | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50818.27     | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                     | Devon Energy Corp                                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    254000 | PA      | $255321.60    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2938000 | PA      | $2253537.81   | 0.10%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133AK2Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460510 | PA      | $357617.21    | 0.02%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                     | eBay Inc                                                                         | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     38000 | PA      | $27857.04     | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6CN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54603 | PA      | $53167.94     | 0.00%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $197190.75    | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6XR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4905 | PA      | $4828.25      | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $779880.86    | 0.04%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    510000 | PA      | $510899.96    | 0.02%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    295000 | PA      | $290764.10    | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                          | Province of Alberta Canada                                                       | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    325000 | PA      | $290273.62    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $229429.69    | 0.01%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPKK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619632 | PA      | $534807.95    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $88231.78     | 0.00%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2540000 | PA      | $2530375.76   | 0.11%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203375.78    | 0.01%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    151000 | PA      | $126248.13    | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                            | Brown & Brown Inc                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204452.08    | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $505412.29    | 0.02%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                     | Tyco Electronics Group SA                                                        | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    220000 | PA      | $218203.33    | 0.01%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    317000 | PA      | $321196.37    | 0.01%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXDH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    718834 | PA      | $695167.33    | 0.03%             | 2038-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                  | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3128X74S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $27293.39     | 0.00%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                        | Republic Services Inc                                                            | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103099.16    | 0.00%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMWR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114328 | PA      | $88788.16     | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4865000 | PA      | $4563217.97   | 0.21%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4234000 | PA      | $4162551.25   | 0.19%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100040.84    | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140NGTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139342 | PA      | $139689.97    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    525000 | PA      | $522011.03    | 0.02%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QED58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22102 | PA      | $19802.72     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                     | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $176476.74    | 0.01%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100979.91    | 0.00%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163488.88    | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                        | Carlyle Group Inc/The                                                            | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147585.47    | 0.01%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                      | Jefferies Financial Group Inc                                                    | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51604.28     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133L8CR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50570 | PA      | $45873.71     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44826.33     | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J9RZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467105 | PA      | $455382.80    | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                           | Spire Missouri Inc                                                               | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66273.63     | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                               | PECO Energy Co                                                                   | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    350000 | PA      | $378040.72    | 0.02%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34907.43     | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DU4R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    964841 | PA      | $987704.15    | 0.04%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142877.49    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                     | Devon Energy Corp                                                                | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237260.44    | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPGF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19240 | PA      | $19458.81     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                       | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195898.21    | 0.01%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105689.15    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130245 | PA      | $124317.53    | 0.01%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46865 | PA      | $46404.43     | 0.00%             | 2050-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                      | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $35123.37     | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140L0M20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59458 | PA      | $55059.39     | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                       | Arch Capital Group Ltd                                                           | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $115621.11    | 0.01%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37148.07     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0M58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239854 | PA      | $235873.93    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    301578 | PA      | $282989.77    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $934960.94    | 0.04%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3312700 | PA      | $3149394.23   | 0.14%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J8GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61672 | PA      | $56441.68     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    375000 | PA      | $335241.91    | 0.02%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6CM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23718 | PA      | $22802.14     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHLC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41527 | PA      | $37059.26     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15074.07     | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493128.24    | 0.02%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                              | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65085.92     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UD82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1127209 | PA      | $1058240.10   | 0.05%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                    | Kellanova                                                                        | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22914.34     | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| PINNACLE BANK TN                                             | Pinnacle Bank/Nashville TN                                                       | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66400.24     | 0.00%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2315000 | PA      | $2358406.25   | 0.11%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYS83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5384 | PA      | $4915.51      | 0.00%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                          | LYB International Finance III LLC                                                | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    185000 | PA      | $133614.29    | 0.01%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                       | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    157000 | PA      | $159202.25    | 0.01%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100611.59    | 0.00%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    149000 | PA      | $157257.30    | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    390000 | PA      | $392281.47    | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                 | ING Groep NV                                                                     | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $212593.34    | 0.01%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X4ZP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14420 | PA      | $14218.75     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                     | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149124.48    | 0.01%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                       | Indiana Michigan Power Co                                                        | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243592.82    | 0.01%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    665000 | PA      | $473708.59    | 0.02%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                       | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297880.80    | 0.01%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64909.20     | 0.00%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                     | Tucson Electric Power Co                                                         | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44397.85     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    343000 | PA      | $212727.43    | 0.01%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    575000 | PA      | $547583.38    | 0.02%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                  | Phillips 66 Co                                                                   | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8694.32      | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215145 | PA      | $184927.61    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160116.39    | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3590000 | PA      | $3641606.25   | 0.16%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                          | Trinity Health Corp                                                              | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $113342.53    | 0.01%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                          | PayPal Holdings Inc                                                              | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83748.14     | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                      | UDR Inc                                                                          | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46370.13     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104275 | PA      | $103685.24    | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                        | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26273.56     | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                 | Chevron Corp                                                                     | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $269480.49    | 0.01%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102258.29    | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54527.75     | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201591.03    | 0.01%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXDT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37926 | PA      | $34346.80     | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2522000 | PA      | $1887559.38   | 0.09%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                     | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8268.71      | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2405000 | PA      | $2281743.75   | 0.10%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                     | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98675.00     | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1262099 | PA      | $1286039.96   | 0.06%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                       | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    485000 | PA      | $498857.24    | 0.02%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    981949 | PA      | $1016781.25   | 0.05%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59894.44     | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                  | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134HA6A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    400000 | PA      | $400036.32    | 0.02%             | 2028-02-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                | Sutter Health                                                                    | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    190000 | PA      | $154140.44    | 0.01%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2020-IG1 Mortgage Trust                                                | CUSIP: 08162LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $42679.21     | 0.00%             | 2043-09-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179ME22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15695 | PA      | $14611.87     | 0.00%             | 2042-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    220000 | PA      | $163303.22    | 0.01%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205494.64    | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                          | PayPal Holdings Inc                                                              | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    575000 | PA      | $576092.34    | 0.03%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     34000 | PA      | $29880.41     | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     79000 | PA      | $71594.73     | 0.00%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2024-V7 Mortgage Trust                                                 | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $348337.48    | 0.02%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                    | Kellanova                                                                        | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62183.39     | 0.00%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                      | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53611.03     | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                       | Nordic Investment Bank                                                           | CUSIP: 65562QC37<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $250706.31    | 0.01%             | 2028-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185844 | PA      | $160921.99    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                     | Tucson Electric Power Co                                                         | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46301.91     | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                 | Chevron Corp                                                                     | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37154.13     | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16138 | PA      | $15490.76     | 0.00%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                       | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301839.12    | 0.01%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65655.39     | 0.00%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                       | Arizona Public Service Co                                                        | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203368.28    | 0.01%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119454.83    | 0.01%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                 | Alphabet Inc                                                                     | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200881.06    | 0.01%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    187000 | PA      | $187472.15    | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                     | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116094.72    | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $359666.20    | 0.02%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105201.67    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EPS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31231 | PA      | $31909.41     | 0.00%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3459700 | PA      | $3524839.65   | 0.16%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2810800 | PA      | $2661695.83   | 0.12%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                    | Kellanova                                                                        | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26451.52     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4660000 | PA      | $4554421.88   | 0.21%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                      | UDR Inc                                                                          | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     48000 | PA      | $41173.12     | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                            | Brown & Brown Inc                                                                | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35913.05     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                         | Appalachian Power Co                                                             | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260765.72    | 0.01%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLXB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4020591 | PA      | $3653363.58   | 0.17%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185987.47    | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1064765.63   | 0.05%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                       | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49395.34     | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKLN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174775 | PA      | $169338.85    | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101000.50    | 0.00%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/NY                                       | Industrial & Commercial Bank of China Ltd/New York NY                            | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |     66000 | PA      | $65562.75     | 0.00%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KY5J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110777 | PA      | $111456.14    | 0.01%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                     | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154115.16    | 0.01%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7S83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66133 | PA      | $57255.85     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                       | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77006.02     | 0.00%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                             | Public Service Co of New Hampshire                                               | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92605.79     | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127427 | PA      | $105444.34    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                     | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $100296.46    | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Y7LN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    990930 | PA      | $1022092.35   | 0.05%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                       | IPALCO Enterprises Inc                                                           | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152958.30    | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QKN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543874 | PA      | $465781.72    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    128000 | PA      | $124480.05    | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3720000 | PA      | $3746446.86   | 0.17%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ER6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76992 | PA      | $73692.19     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101869.47    | 0.00%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                 | Alphabet Inc                                                                     | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200227.54    | 0.01%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                               | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19919.24     | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                     | eBay Inc                                                                         | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $144599.41    | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47190.43     | 0.00%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                              | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55975.03     | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                     | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    155000 | PA      | $135199.78    | 0.01%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YPH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    536527 | PA      | $551908.65    | 0.02%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                     | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98844.82     | 0.00%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338494 | PA      | $327810.28    | 0.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $473543.42    | 0.02%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                | Sutter Health                                                                    | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $59465.98     | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                          | Suzano Austria GmbH                                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     35000 | PA      | $36139.27     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                      | Public Service Co of Colorado                                                    | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    600000 | PA      | $557529.86    | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLXJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3286719 | PA      | $3306200.91   | 0.15%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162008 | PA      | $163919.11    | 0.01%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                 | Alphabet Inc                                                                     | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200545.80    | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4015000 | PA      | $3590915.63   | 0.16%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    700000 | PA      | $620886.23    | 0.03%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39159 | PA      | $37702.05     | 0.00%             | 2051-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63880 | PA      | $58427.82     | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYS34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66092 | PA      | $61910.22     | 0.00%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XA6H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228091 | PA      | $211931.40    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                      | Jefferies Financial Group Inc                                                    | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    450000 | PA      | $400525.38    | 0.02%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                      | Raymond James Financial Inc                                                      | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148603.46    | 0.01%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1297740 | PA      | $1153609.11   | 0.05%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                     | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104352.13    | 0.00%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                 | Alphabet Inc                                                                     | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197329.66    | 0.01%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $96665.48     | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                        | Keysight Technologies Inc                                                        | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     88000 | PA      | $84347.02     | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100842.68    | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    645000 | PA      | $641592.23    | 0.03%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    185000 | PA      | $149674.53    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                         | Booking Holdings Inc                                                             | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26772.34     | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                  | Phillips 66 Co                                                                   | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    325000 | PA      | $276552.54    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJVN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33386 | PA      | $31615.93     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1142382 | PA      | $886914.29    | 0.04%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6043000 | PA      | $3967607.19   | 0.18%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556625 | PA      | $478949.30    | 0.02%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INOVA HEALTH SYSTEMS FOU                                     | Inova Health System Foundation                                                   | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19708.96     | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                            | Brown & Brown Inc                                                                | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26036.66     | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                                 | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128217.69    | 0.01%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                        | Vale Overseas Ltd                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    567000 | PA      | $547540.33    | 0.02%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2910000 | PA      | $3017533.58   | 0.14%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                      | Raymond James Financial Inc                                                      | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    342000 | PA      | $348108.38    | 0.02%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                                      | Travelers Property Casualty Corp                                                 | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $224073.50    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                               | Regents of the University of California Medical Center Pooled Revenue            | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    465000 | PA      | $307235.82    | 0.01%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YPF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22027 | PA      | $22110.94     | 0.00%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160000 | PA      | $158978.61    | 0.01%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249815.38    | 0.01%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SNT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6880 | PA      | $6062.59      | 0.00%             | 2046-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    315000 | PA      | $252398.47    | 0.01%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXDM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82995 | PA      | $82239.03     | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3585400 | PA      | $3539181.94   | 0.16%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WMXL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21470 | PA      | $19764.91     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81418 | PA      | $78275.35     | 0.00%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51178.38     | 0.00%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    129000 | PA      | $113289.60    | 0.01%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                             | Eastern Gas Transmission & Storage Inc                                           | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35727.00     | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4887500 | PA      | $5016560.55   | 0.23%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42787 | PA      | $38371.89     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    331000 | PA      | $287338.58    | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                            | Brown & Brown Inc                                                                | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    613000 | PA      | $631074.03    | 0.03%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                        | Tennessee Valley Authority                                                       | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    100000 | PA      | $100524.97    | 0.00%             | 2034-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGN39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66225 | PA      | $63085.89     | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                        | BANK5 2025-5YR18                                                                 | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $514261.79    | 0.02%             | 2058-12-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248664.11    | 0.01%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258561.27    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6CU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26914 | PA      | $26206.54     | 0.00%             | 2037-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                       | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184724.06    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    160000 | PA      | $165926.77    | 0.01%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1255000 | PA      | $942426.56    | 0.04%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72360.16     | 0.00%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149512 | PA      | $136751.62    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    719657 | PA      | $653925.94    | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                        | Entergy Louisiana LLC                                                            | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8838.99      | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220957.66    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGHW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149811 | PA      | $134047.44    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSHH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174684 | PA      | $172326.79    | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                              | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    283000 | PA      | $305488.28    | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                          | Nomura Holdings Inc                                                              | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    235000 | PA      | $245221.52    | 0.01%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427PAD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    972735 | PA      | $1008638.13   | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                      | GE Capital International Funding Co Unlimited Co                                 | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $437765.03    | 0.02%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259786.65    | 0.01%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377225 | PA      | $386343.32    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95634 | PA      | $78406.42     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3840000 | PA      | $3848400.00   | 0.17%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105253.21    | 0.00%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    438000 | PA      | $450007.64    | 0.02%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                       | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $155358.30    | 0.01%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192221 | PA      | $188977.56    | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                 | Stryker Corp                                                                     | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49022.53     | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444345 | PA      | $382104.62    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                    | Wyeth LLC                                                                        | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27979.64     | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175616 | PA      | $149333.03    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                          | Cardinal Health Inc                                                              | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205454.64    | 0.01%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100289.82    | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    432510 | PA      | $401464.44    | 0.02%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    199000 | PA      | $174015.15    | 0.01%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2023-BNK46                                                                  | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $212337.69    | 0.01%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPTJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108859 | PA      | $104269.73    | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $163590.57    | 0.01%             | 2096-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $247569.37    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGBA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203254 | PA      | $175212.64    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                      | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153549.58    | 0.01%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                            | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175735.37    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145435 | PA      | $131314.60    | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100338 | PA      | $82262.66     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228279.47    | 0.01%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $6160523.41   | 0.28%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                      | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    122000 | PA      | $110456.88    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    127000 | PA      | $110397.30    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                 | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124838.60    | 0.01%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                     | Air Products and Chemicals Inc                                                   | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305055.57    | 0.01%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51714.74     | 0.00%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q8WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7897 | PA      | $7848.07      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                     | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240432.56    | 0.01%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                     | Baltimore Gas and Electric Co                                                    | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288397.79    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    332000 | PA      | $334673.11    | 0.02%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101180.92    | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QA3Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5554 | PA      | $5515.90      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60721 | PA      | $62849.61     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XN4P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87920 | PA      | $88790.27     | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107118 | PA      | $111029.15    | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    110000 | PA      | $95774.94     | 0.00%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61903 | PA      | $58603.90     | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KKAF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160126 | PA      | $132670.37    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    271000 | PA      | $155877.88    | 0.01%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                        | Becton Dickinson & Co                                                            | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113109.98    | 0.01%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                         | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174223.44    | 0.01%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                     | George Washington University/The                                                 | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59674.92     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753789 | PA      | $780190.52    | 0.04%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                      | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47666.15     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    625000 | PA      | $560251.33    | 0.03%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                        | Becton Dickinson & Co                                                            | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106892.42    | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                 | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    168000 | PA      | $161320.59    | 0.01%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                      | DCP Midstream Operating LP                                                       | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122180.54    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXD82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128704 | PA      | $124466.51    | 0.01%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35212 | PA      | $36814.31     | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F020422<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $508074.05    | 0.02%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                          | Rio Tinto Alcan Inc                                                              | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $109144.07    | 0.00%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                               | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45598.59     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561261 | PA      | $488911.27    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60051.72     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK & TR                                       | State Street Bank & Trust Co                                                     | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51423.64     | 0.00%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427MHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46074 | PA      | $42705.79     | 0.00%             | 2053-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122061.57    | 0.01%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3366276 | PA      | $2800463.27   | 0.13%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44643.07     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                 | Nordson Corp                                                                     | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15850.42     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1059548 | PA      | $988839.66    | 0.04%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520268.86    | 0.02%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                             | Enstar Group Ltd                                                                 | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $44861.39     | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    382000 | PA      | $324807.17    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                         | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15761.58     | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $92726.15     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    261000 | PA      | $272509.96    | 0.01%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48072.12     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                        | Becton Dickinson & Co                                                            | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     28000 | PA      | $20929.12     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255954.76    | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $200485.49    | 0.01%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMBN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5163536 | PA      | $4227948.55   | 0.19%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                       | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246185.88    | 0.01%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                       | Arizona Public Service Co                                                        | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $45736.89     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EEE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18906 | PA      | $17522.27     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                                   | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113486.55    | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1170000 | PA      | $1111134.38   | 0.05%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                            | General Motors Co                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    173000 | PA      | $168563.28    | 0.01%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $172717.32    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                     | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37468.32     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AA3W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219926 | PA      | $201109.80    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209597.07    | 0.01%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25980.03     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    352553 | PA      | $305452.23    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418AES3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10810 | PA      | $9990.41      | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    251000 | PA      | $226258.26    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                         | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122572.33    | 0.01%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99954.87     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                           | Steel Dynamics Inc                                                               | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35075.41     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    218686 | PA      | $197390.67    | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48238.55     | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135076 | PA      | $115470.98    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                       | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101417.69    | 0.00%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284569.11    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QS4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76476 | PA      | $78556.81     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90000 | PA      | $83246.09     | 0.00%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                | DTE Energy Co                                                                    | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199165.09    | 0.01%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163283 | PA      | $166327.22    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     85000 | PA      | $65147.19     | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                              | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    420000 | PA      | $416392.49    | 0.02%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385454.35    | 0.02%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448608 | PA      | $384614.45    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1098000 | PA      | $1077580.04   | 0.05%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20120 | PA      | $19778.94     | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174759.18    | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                          | PayPal Holdings Inc                                                              | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115494.82    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2021-B31 Mortgage Trust                                                | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $179779.34    | 0.01%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285953 | PA      | $250600.59    | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36876 | PA      | $33284.97     | 0.00%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100698.35    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                     | Air Products and Chemicals Inc                                                   | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28544.88     | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2300000 | PA      | $2252587.80   | 0.10%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                         | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $80484.33     | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                        | Svensk Exportkredit AB                                                           | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     25000 | PA      | $25366.42     | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     93000 | PA      | $65908.90     | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1164847 | PA      | $969056.23    | 0.04%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KKAC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98868 | PA      | $85625.63     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                              | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59023.62     | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $304152.38    | 0.01%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                       | Webster Financial Corp                                                           | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133778.34    | 0.01%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                       | Arizona Public Service Co                                                        | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    255000 | PA      | $224262.28    | 0.01%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                   | Evergy Inc                                                                       | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95317.28     | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                              | Xcel Energy Inc                                                                  | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68269.56     | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                 | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73587.90     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                 | Stryker Corp                                                                     | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    185000 | PA      | $159654.13    | 0.01%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                         | Public Storage Operating Co                                                      | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47471.99     | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24828.82     | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $192256.25    | 0.01%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XAQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11064 | PA      | $10392.38     | 0.00%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $94194.33     | 0.00%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $582505.21    | 0.03%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54440.79     | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPQ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    437204 | PA      | $429902.40    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                         | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    173000 | PA      | $134104.58    | 0.01%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    310000 | PA      | $331005.15    | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    240000 | PA      | $203556.67    | 0.01%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404679.82    | 0.02%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139324.55    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                            | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $202198.68    | 0.01%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1760936 | PA      | $1370058.63   | 0.06%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140K14K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1005004 | PA      | $903144.35    | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    220000 | PA      | $182837.48    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                           | Ingersoll Rand Inc                                                               | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114614.85    | 0.01%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170730 | PA      | $167583.33    | 0.01%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                      | DCP Midstream Operating LP                                                       | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54261.73     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $100841.37    | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49932.43     | 0.00%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| CNH Equipment Trust                                          | CNH Equipment Trust 2025-B                                                       | CUSIP: 12675EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151002.53    | 0.01%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMBR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210657 | PA      | $180278.46    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FLU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750671 | PA      | $785394.02    | 0.04%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                                   | California State University                                                      | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $10089.29     | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    187000 | PA      | $189238.97    | 0.01%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                      | Fidelity National Information Services Inc                                       | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36934.16     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                              | Xcel Energy Inc                                                                  | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99524.43     | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205958.99    | 0.01%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3622A2E40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48552 | PA      | $45139.50     | 0.00%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    115000 | PA      | $84736.17     | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YAP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    281258 | PA      | $268458.82    | 0.01%             | 2053-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                      | Principal Financial Group Inc                                                    | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44599.94     | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44513.03     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $93761.53     | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    764000 | PA      | $731545.12    | 0.03%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535307 | PA      | $468414.64    | 0.02%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109753 | PA      | $102988.33    | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                          | Kimberly-Clark Corp                                                              | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74986.57     | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                                      | Northwest Natural Holding Co                                                     | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52259.54     | 0.00%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                            | General Motors Co                                                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    212000 | PA      | $204352.42    | 0.01%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    382723 | PA      | $384316.12    | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1555000 | PA      | $1483324.22   | 0.07%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119621 | PA      | $113456.73    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1159545 | PA      | $949040.48    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    275000 | PA      | $240714.86    | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                       | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $312089.01    | 0.01%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                     | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $114534.32    | 0.01%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KELG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1515274 | PA      | $1242836.29   | 0.06%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     38000 | PA      | $30899.19     | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11218 | PA      | $11610.71     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33070 | PA      | $30615.02     | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042632<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $293477.40    | 0.01%             | 2056-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150403.73    | 0.01%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    199000 | PA      | $199708.29    | 0.01%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329KR48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51161 | PA      | $49666.37     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNF58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    558178 | PA      | $532190.54    | 0.02%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780DU7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $197432.38    | 0.01%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1524388 | PA      | $1308827.26   | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85792 | PA      | $71088.32     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    341000 | PA      | $325454.71    | 0.01%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    305000 | PA      | $271896.26    | 0.01%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1014126 | PA      | $843809.38    | 0.04%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                      | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63714.05     | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EHGD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21781 | PA      | $23168.48     | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    439962 | PA      | $419312.32    | 0.02%             | 2034-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                        | Oglethorpe Power Corp                                                            | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49288.87     | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QP3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143815 | PA      | $141975.72    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100851 | PA      | $88122.81     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKMC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    314651 | PA      | $293589.69    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BXQY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20000 | PA      | $19881.91     | 0.00%             | 2027-03-25      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76275 | PA      | $62210.92     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    961052 | PA      | $977939.41    | 0.04%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    436753 | PA      | $339083.05    | 0.02%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    512000 | PA      | $489625.01    | 0.02%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150497.77    | 0.01%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 45906M5D9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     85000 | PA      | $85700.75     | 0.00%             | 2034-04-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     95000 | PA      | $62732.63     | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                     | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    173000 | PA      | $105833.60    | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                       | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $136047.71    | 0.01%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    455000 | PA      | $400816.24    | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226207 | PA      | $204650.71    | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                            | General Motors Co                                                                | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115201.02    | 0.01%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                       | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31330.27     | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                                | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208205.51    | 0.01%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    269000 | PA      | $266928.89    | 0.01%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                         | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    102000 | PA      | $88567.80     | 0.00%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    363000 | PA      | $357908.02    | 0.02%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46576.23     | 0.00%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    693382 | PA      | $601268.95    | 0.03%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    244000 | PA      | $228256.04    | 0.01%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                       | Motorola Solutions Inc                                                           | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15159.79     | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                   | TELUS Corp                                                                       | CUSIP: 87971MBF9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    109000 | PA      | $108274.77    | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10508.03     | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166148.61    | 0.01%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                     | Broadstone Net Lease LLC                                                         | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13309.66     | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                              | Dollar Tree Inc                                                                  | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136144.43    | 0.01%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                  | PNC Bank NA                                                                      | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70954.23     | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QKW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97001 | PA      | $84032.74     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                       | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40562 | PA      | $40036.45     | 0.00%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                                   | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    168000 | PA      | $165091.14    | 0.01%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNSG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164574 | PA      | $141871.15    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3131WQYR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37173 | PA      | $36438.87     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $68501.56     | 0.00%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAST4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210000 | PA      | $214770.43    | 0.01%             | 2028-09-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    560000 | PA      | $509685.36    | 0.02%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141095.28    | 0.01%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    185000 | PA      | $139890.74    | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64532.23     | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H070621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    750000 | PA      | $772012.50    | 0.03%             | 2056-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                               | ServiceNow Inc                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    207000 | PA      | $182451.44    | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4655000 | PA      | $4419158.75   | 0.20%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $206813.80    | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136AY2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198457 | PA      | $195900.40    | 0.01%             | 2027-09-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                     | Visa Inc                                                                         | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    174000 | PA      | $167851.22    | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    615000 | PA      | $422680.64    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2578900 | PA      | $2664124.57   | 0.12%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    843622 | PA      | $728664.51    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35895.54     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60985 | PA      | $61192.34     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YS70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    651330 | PA      | $667895.88    | 0.03%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    676000 | PA      | $697334.97    | 0.03%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480662 | PA      | $426062.46    | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138MDV33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44696 | PA      | $40122.65     | 0.00%             | 2042-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                            | General Motors Co                                                                | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33248.17     | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJCX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61084 | PA      | $55504.96     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                        | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59256.66     | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197321 | PA      | $170959.51    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                     | Duke Energy Progress LLC                                                         | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157761.71    | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                      | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    155000 | PA      | $96799.97     | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                                 | XL Group Ltd                                                                     | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     25000 | PA      | $23445.21     | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                                   | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33463.24     | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304157.15    | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                              | Israel Government International Bond                                             | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    290000 | PA      | $226815.00    | 0.01%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31549 | PA      | $28564.57     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                       | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    192000 | PA      | $207123.33    | 0.01%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                               | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $177184.23    | 0.01%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2820000 | PA      | $2824406.25   | 0.13%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405481 | PA      | $412037.04    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    180000 | PA      | $161196.10    | 0.01%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMK62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400775 | PA      | $373730.50    | 0.02%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                     | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102918.62    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X97K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34437 | PA      | $33840.87     | 0.00%             | 2036-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454661 | PA      | $470598.87    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65566 | PA      | $59111.13     | 0.00%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWL50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13540 | PA      | $14014.05     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                    | IDEX Corp                                                                        | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22809.91     | 0.00%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                               | Bay Area Toll Authority                                                          | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    380000 | PA      | $433469.80    | 0.02%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                            | Store Capital LLC                                                                | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     78000 | PA      | $68954.91     | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56134.90     | 0.00%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149933.50    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                     | International Flavors & Fragrances Inc                                           | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     69000 | PA      | $61298.69     | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97869.27     | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53041 | PA      | $45358.77     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                       | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $212051.64    | 0.01%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                              | Dollar Tree Inc                                                                  | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16829.14     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F032427<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24253.18     | 0.00%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                     | Air Products and Chemicals Inc                                                   | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248966.27    | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41257.86     | 0.00%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WHSA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9271 | PA      | $9072.66      | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $44735.74     | 0.00%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                       | Arizona Public Service Co                                                        | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $710229.88    | 0.03%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     95000 | PA      | $102351.30    | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                      | Public Service Co of Colorado                                                    | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19617.74     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8EP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22807 | PA      | $21206.00     | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2019-BNK21                                                                  | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47521.62     | 0.00%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132ACSR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335988 | PA      | $317460.41    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218247.93    | 0.01%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CORP                                             | Eaton Vance Corp                                                                 | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    197000 | PA      | $196288.72    | 0.01%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                          | Cardinal Health Inc                                                              | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101229.51    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNWL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285030 | PA      | $266087.63    | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606679.68    | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    180854 | PA      | $170063.78    | 0.01%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $537399.90    | 0.02%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    269000 | PA      | $242960.66    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                  | Walmart Inc                                                                      | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73910.67     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    210000 | PA      | $163428.32    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                      | Jefferies Financial Group Inc                                                    | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52585.16     | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1105554 | PA      | $950997.82    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                | Medtronic Inc                                                                    | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342605.69    | 0.02%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                             | Ascension Health                                                                 | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $53355.01     | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                               | JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | CUSIP: 46591EAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $383377.98    | 0.02%             | 2052-06-13      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $54011.72     | 0.00%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                     | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $114924.61    | 0.01%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J9KD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21625 | PA      | $21728.27     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                            | Suncor Energy Inc                                                                | CUSIP: 71644EAJ1<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $43122.54     | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                       | Federal Home Loan Banks                                                          | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1235000 | PA      | $1224401.28   | 0.06%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45397.61     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    295000 | PA      | $314994.90    | 0.01%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    962558 | PA      | $976738.89    | 0.04%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115582 | PA      | $113610.10    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                            | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198028.29    | 0.01%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79840.53     | 0.00%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    215000 | PA      | $128126.01    | 0.01%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                                | Primerica Inc                                                                    | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45457.99     | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    241000 | PA      | $206051.89    | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6PH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12876 | PA      | $12091.30     | 0.00%             | 2038-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                      | Principal Financial Group Inc                                                    | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62745.52     | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                      | Marathon Petroleum Corp                                                          | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43145.22     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                  | Ovintiv Inc                                                                      | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    320000 | PA      | $339799.18    | 0.02%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57940.41     | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                     | Duke Energy Progress LLC                                                         | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85918.52     | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155017 | PA      | $150179.41    | 0.01%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                         | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    155000 | PA      | $183075.32    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                            | ONEOK Partners LP                                                                | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15304.82     | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWCA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19406 | PA      | $15067.19     | 0.00%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    325000 | PA      | $312876.32    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV7M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26566 | PA      | $23775.61     | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITYPOINT HEALTH                                            | Iowa Health System                                                               | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74549.35     | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    164000 | PA      | $153707.64    | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $194451.56    | 0.01%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                             | Ascension Health                                                                 | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22692.77     | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                     | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100825.07    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                            | CUSIP: 66989HBB3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194477.78    | 0.01%             | 2045-11-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                     | Air Products and Chemicals Inc                                                   | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101841.07    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    523370 | PA      | $515203.55    | 0.02%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    668000 | PA      | $659803.63    | 0.03%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                        | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    319000 | PA      | $323366.82    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                      | Marathon Petroleum Corp                                                          | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32111.37     | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VZT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9082 | PA      | $8479.71      | 0.00%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                | Medtronic Inc                                                                    | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82359.10     | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109947.42    | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                            | Suncor Energy Inc                                                                | CUSIP: 867224AB3<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $137821.17    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $198323.91    | 0.01%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                       | Rockefeller Foundation/The                                                       | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    129000 | PA      | $77939.99     | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                               | GM Financial Automobile Leasing Trust 2025-3                                     | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503155.44    | 0.02%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92200.10     | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2850000 | PA      | $2924589.83   | 0.13%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $186167.71    | 0.01%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264066 | PA      | $215469.15    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                     | FactSet Research Systems Inc                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172865.02    | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMVS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168872 | PA      | $145310.70    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $350463.91    | 0.02%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    181000 | PA      | $159840.11    | 0.01%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330738.35    | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPFJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87374 | PA      | $83694.34     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16633.13     | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                       | Diageo Investment Corp                                                           | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $77887.85     | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    215000 | PA      | $228038.52    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513087.50    | 0.02%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                        | Dominion Energy South Carolina Inc                                               | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25127.70     | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2018-BNK10                                                                  | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |     93000 | PA      | $92201.01     | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                  | Ameren Corp                                                                      | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47643.32     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMTC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    436736 | PA      | $404695.33    | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133A6GU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56918 | PA      | $48921.94     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245655.73    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGJA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    658630 | PA      | $644143.42    | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73767.79     | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1238386.45   | 0.06%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    391000 | PA      | $357491.06    | 0.02%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QS4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396099 | PA      | $406572.47    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                          | Cardinal Health Inc                                                              | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103201.92    | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62842 | PA      | $61732.46     | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Trust 2020-GSA2                                           | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89515.87     | 0.00%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNNS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125548 | PA      | $108283.04    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4105.61      | 0.00%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105921.71    | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                               | JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | CUSIP: 48128KAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98994.65     | 0.00%             | 2050-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                            | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103480.03    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F022634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -25000 | PA      | $-21206.65    | -0.00%            | 2056-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    170000 | PA      | $177725.80    | 0.01%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7KS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96992 | PA      | $94002.44     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    435000 | PA      | $268610.37    | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060428<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $310833.00    | 0.01%             | 2041-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                                      | Franklin BSP Capital Corp                                                        | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103658.88    | 0.00%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25981.03     | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    580000 | PA      | $601579.39    | 0.03%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMES0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34255 | PA      | $31126.68     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                                | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $408317.86    | 0.02%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JQQS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7874 | PA      | $7616.22      | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                            | Store Capital LLC                                                                | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18201.38     | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FBJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48230 | PA      | $49277.92     | 0.00%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                       | Motorola Solutions Inc                                                           | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    292000 | PA      | $265403.02    | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                      | Procter & Gamble Co/The                                                          | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    438000 | PA      | $385898.04    | 0.02%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                      | Carlyle Secured Lending Inc                                                      | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512711.93    | 0.02%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6BQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    599108 | PA      | $541012.56    | 0.02%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245188 | PA      | $208385.60    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1385000 | PA      | $1389767.10   | 0.06%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                | State of California                                                              | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     85000 | PA      | $98529.37     | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJGE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240612 | PA      | $208018.20    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111550.38    | 0.01%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| ENTERGY LOUISIANA LLC                                        | Entergy Louisiana LLC                                                            | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    251000 | PA      | $222066.45    | 0.01%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H4R36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $180005.24    | 0.01%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                        | MidAmerican Energy Co                                                            | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97588.40     | 0.00%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44918.33     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173533.08    | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83514.69     | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46980.64     | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $67294.21     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26455.85     | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $196670.83    | 0.01%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $475529.69    | 0.02%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1760000 | PA      | $1798500.00   | 0.08%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                       | American International Group Inc                                                 | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310910.96    | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                       | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    360000 | PA      | $368384.35    | 0.02%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                     | Mass General Brigham Inc                                                         | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $96814.10     | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                     | Stewart Information Services Corp                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121886.85    | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117216 | PA      | $106803.80    | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5935000 | PA      | $6056945.67   | 0.27%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QU2L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35303 | PA      | $36810.53     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QRKF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115545 | PA      | $118934.84    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780EC6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $198469.96    | 0.01%             | 2031-04-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                       | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22728.55     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21644.85     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73121.37     | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BPVM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29386 | PA      | $28621.98     | 0.00%             | 2030-05-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128369.25    | 0.01%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| NORTHWELL HEALTHCARE INC                                     | Northwell Healthcare Inc                                                         | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74831.55     | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                      | Marathon Petroleum Corp                                                          | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87585.93     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     98000 | PA      | $95905.61     | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                      | Marathon Petroleum Corp                                                          | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72233.00     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XL7J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60083 | PA      | $60784.68     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    130000 | PA      | $103498.19    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X9R80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24719 | PA      | $23904.97     | 0.00%             | 2036-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25083.79     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133L74L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359739 | PA      | $334166.84    | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228010.20    | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210654 | PA      | $182811.53    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                              | Nevada Power Co                                                                  | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    157000 | PA      | $160644.67    | 0.01%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29842.63     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                     | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35092.07     | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RUTGERS NJ ST UNIV                                           | Rutgers The State University of New Jersey                                       | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     60000 | PA      | $49370.47     | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QS4W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170253 | PA      | $178843.36    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                     | TotalEnergies Capital SA                                                         | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $517183.16    | 0.02%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                          | Leland Stanford Junior University/The                                            | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    125000 | PA      | $74823.76     | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                     | Ares Strategic Income Fund                                                       | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101333.41    | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32881 | PA      | $33041.60     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39398.06     | 0.00%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                              | Nevada Power Co                                                                  | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60080.45     | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780EF9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $197551.26    | 0.01%             | 2036-02-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                                   | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117547.84    | 0.01%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D56W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23205 | PA      | $22016.32     | 0.00%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    402038 | PA      | $344434.35    | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                     | Northwell Healthcare Inc                                                         | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19750.64     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                               | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80411.15     | 0.00%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124796 | PA      | $107634.93    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                      | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212867.19    | 0.01%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40445 | PA      | $31398.97     | 0.00%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H74N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147782 | PA      | $144728.38    | 0.01%             | 2028-09-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198432.64    | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    415000 | PA      | $408042.11    | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J7N50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153529 | PA      | $144843.43    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10967 | PA      | $9422.80      | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ES76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16908 | PA      | $16753.89     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                       | Puget Sound Energy Inc                                                           | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     69000 | PA      | $46920.10     | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                        | Micron Technology Inc                                                            | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88789.01     | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                      | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      7000 | PA      | $7387.64      | 0.00%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DP48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    840729 | PA      | $782506.18    | 0.04%             | 2035-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                              | Nevada Power Co                                                                  | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     42000 | PA      | $27492.09     | 0.00%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3855000 | PA      | $3860119.90   | 0.17%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WKNV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13634 | PA      | $12882.91     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    151000 | PA      | $147004.05    | 0.01%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    495000 | PA      | $495389.22    | 0.02%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                            | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8272.71      | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136BML55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137518 | PA      | $135763.33    | 0.01%             | 2027-10-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEDW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47259 | PA      | $42657.15     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120204.05    | 0.01%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                             | Georgia Power Co                                                                 | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134859.39    | 0.01%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121216.45    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TCW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424300 | PA      | $387628.02    | 0.02%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                      | Fidelity National Financial Inc                                                  | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130682.70    | 0.01%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4937403 | PA      | $4219256.78   | 0.19%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                         | Blue Owl Finance LLC                                                             | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35688.07     | 0.00%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                       | Federal Home Loan Banks                                                          | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $163523.36    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7730000 | PA      | $6751671.88   | 0.31%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6QE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44230 | PA      | $43613.24     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                      | Procter & Gamble Co/The                                                          | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135461.02    | 0.01%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60350 | PA      | $54497.79     | 0.00%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1217800 | PA      | $1274979.51   | 0.06%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53096 | PA      | $51333.33     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    612000 | PA      | $615340.01    | 0.03%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102891.06    | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNZ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378328 | PA      | $363872.23    | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133A36A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90012 | PA      | $80724.84     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44879.23     | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                             | City of Hope                                                                     | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133660.59    | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204401.25    | 0.01%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1014004 | PA      | $1028178.15   | 0.05%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15176 | PA      | $14526.00     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                | Blackrock Inc                                                                    | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392047.17    | 0.02%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     89000 | PA      | $78214.26     | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                    | Nokia Oyj                                                                        | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    210000 | PA      | $225064.47    | 0.01%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVD44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    784565 | PA      | $784453.25    | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                        | Louisville Gas and Electric Co                                                   | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    165000 | PA      | $135608.81    | 0.01%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91215.33     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                            | CF Industries Inc                                                                | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70377.10     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5630000 | PA      | $5343221.88   | 0.24%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    989430 | PA      | $914707.33    | 0.04%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                                   | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41148.33     | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                     | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200254.26    | 0.01%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    204000 | PA      | $208031.71    | 0.01%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                            | General Motors Co                                                                | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318385.17    | 0.01%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    529139 | PA      | $411484.30    | 0.02%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                      | Indiana University Health Inc Obligated Group                                    | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $188992.81    | 0.01%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                      | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152844.72    | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94908.76     | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    307000 | PA      | $310003.93    | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    515000 | PA      | $508127.08    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B4KB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35345 | PA      | $34777.20     | 0.00%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56080 | PA      | $56981.56     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QE3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44150 | PA      | $39150.84     | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                          | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     35000 | PA      | $42385.98     | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1224575.42   | 0.06%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $256345.40    | 0.01%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   2555000 | PA      | $2253232.53   | 0.10%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                            | CF Industries Inc                                                                | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56674.30     | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                            | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    170000 | PA      | $150858.07    | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNYP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19003 | PA      | $19266.78     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J9KL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9424 | PA      | $9761.28      | 0.00%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107087.14    | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                            | EOG Resources Inc                                                                | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200361.10    | 0.01%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8785000 | PA      | $9018351.56   | 0.41%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                          | Leland Stanford Junior University/The                                            | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    310000 | PA      | $300177.29    | 0.01%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6BJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494740 | PA      | $457224.59    | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                | Blackrock Inc                                                                    | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     54000 | PA      | $50539.10     | 0.00%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140LNHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207174 | PA      | $168975.02    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1006695.33   | 0.05%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                             | Georgia Power Co                                                                 | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    317000 | PA      | $217065.56    | 0.01%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                      | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111063.85    | 0.01%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     89600 | PA      | $82628.00     | 0.00%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     59000 | PA      | $53586.51     | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    759000 | PA      | $773310.27    | 0.03%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71484.66     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                     | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198447.51    | 0.01%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EAT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50985 | PA      | $48194.36     | 0.00%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31419BCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42143 | PA      | $40505.21     | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                        | Cousins Properties LP                                                            | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146035.44    | 0.01%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20677 | PA      | $19825.98     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601645.24    | 0.03%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                      | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178667.53    | 0.01%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    197000 | PA      | $204426.72    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQA89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121958 | PA      | $119910.83    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                       | Puget Sound Energy Inc                                                           | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308630.65    | 0.01%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F070633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52367.00     | 0.00%             | 2055-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $240078.13    | 0.01%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXCD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36041 | PA      | $33478.72     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                              | Nevada Power Co                                                                  | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252015.66    | 0.01%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                            | CF Industries Inc                                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    280000 | PA      | $252382.44    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                       | Commonwealth Edison Co                                                           | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64781.73     | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ES68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    502843 | PA      | $516243.08    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209499 | PA      | $178832.42    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    675000 | PA      | $702193.35    | 0.03%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHLZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433640 | PA      | $405209.85    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1845000 | PA      | $1480612.50   | 0.07%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133GEYN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    776522 | PA      | $703063.12    | 0.03%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    223000 | PA      | $226411.24    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                              | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    332000 | PA      | $268445.29    | 0.01%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    406297 | PA      | $352722.88    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103255.84    | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    530000 | PA      | $538473.00    | 0.02%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                      | Manulife Financial Corp                                                          | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $83914.83     | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    402000 | PA      | $407302.55    | 0.02%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                            | CBRE Services Inc                                                                | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250825.94    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X67E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8821 | PA      | $8616.79      | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $101114.03    | 0.00%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | BBCMS Mortgage Trust 2018-C2                                                     | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $84682.93     | 0.00%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    248967 | PA      | $215705.49    | 0.01%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWKG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1141815 | PA      | $1160509.82   | 0.05%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                    | Xylem Inc/NY                                                                     | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42407.83     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284894.28    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                           | Conagra Brands Inc                                                               | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110157.74    | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                           | Ingersoll Rand Inc                                                               | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    356000 | PA      | $368070.92    | 0.02%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308710.63    | 0.01%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                              | Caterpillar Inc                                                                  | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26169.39     | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WDT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76847 | PA      | $71747.46     | 0.00%             | 2051-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                      | Manulife Financial Corp                                                          | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $144685.65    | 0.01%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                        | MidAmerican Energy Co                                                            | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30752.53     | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                      | AEP Transmission Co LLC                                                          | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74045.94     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                              | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     58000 | PA      | $53053.12     | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $306056.12    | 0.01%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515420.78    | 0.02%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPUP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115304 | PA      | $116387.00    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                       | Bunge Ltd Finance Corp                                                           | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108673.77    | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203761.11    | 0.01%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103191.89    | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    153000 | PA      | $156986.56    | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196870.25    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1015798 | PA      | $1041346.53   | 0.05%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                      | AEP Transmission Co LLC                                                          | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22726.91     | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                         | Lockheed Martin Corp                                                             | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55509.68     | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    253000 | PA      | $259406.77    | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17131.00     | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                     | Baxter International Inc                                                         | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109154.41    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                           | Ingersoll Rand Inc                                                               | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25840.74     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                  | Cummins Inc                                                                      | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61911.46     | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                               | Honda Auto Receivables 2023-4 Owner Trust                                        | CUSIP: 438123AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $117361.13    | 0.01%             | 2030-02-21      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71379.26     | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1425000 | PA      | $1262464.50   | 0.06%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4395000 | PA      | $4443070.31   | 0.20%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16705 | PA      | $17044.72     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6BV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77309 | PA      | $69812.66     | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DFS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107781 | PA      | $104254.51    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    980435 | PA      | $836828.07    | 0.04%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58859.97     | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $250689.24    | 0.01%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235144 | PA      | $236081.76    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    508000 | PA      | $388937.50    | 0.02%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230755 | PA      | $204227.54    | 0.01%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                        | Georgetown University/The                                                        | CUSIP: 37310PAF8<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46282.88     | 0.00%             | 2053-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    347000 | PA      | $319287.00    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108652 | PA      | $102863.13    | 0.00%             | 2029-09-25      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273939.64    | 0.01%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    329310 | PA      | $301642.53    | 0.01%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                                   | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166768.36    | 0.01%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                          | Nomura Holdings Inc                                                              | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $180604.36    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XL7C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2312152 | PA      | $1983761.40   | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12493.26     | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHLW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155046 | PA      | $144415.74    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1261793 | PA      | $1029494.42   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127099.45    | 0.01%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                        | Dominion Energy South Carolina Inc                                               | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62265.77     | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                        | MidAmerican Energy Co                                                            | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92084.38     | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    636850 | PA      | $522804.19    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200062.75    | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $64966.94     | 0.00%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                        | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    290000 | PA      | $302431.24    | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64553 | PA      | $60597.01     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1275000 | PA      | $1150224.68   | 0.05%             | 2056-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XQFQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447521 | PA      | $364963.24    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    467000 | PA      | $359444.06    | 0.02%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133A36C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118043 | PA      | $105863.99    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                         | Woodside Finance Ltd                                                             | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $208055.52    | 0.01%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JAT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13484 | PA      | $13416.98     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108545 | PA      | $90300.76     | 0.00%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162595 | PA      | $151420.59    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124149.22    | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                                   | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59359.42     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154EG0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201126.40    | 0.01%             | 2027-10-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3426000 | PA      | $3417435.00   | 0.15%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                              | Israel Government International Bond                                             | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    750000 | PA      | $718310.94    | 0.03%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQZS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113139 | PA      | $113762.96    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32457.65     | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5PH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    492403 | PA      | $492408.14    | 0.02%             | 2055-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1235414 | PA      | $1006330.68   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                  | Cummins Inc                                                                      | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30334.46     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                  | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    458000 | PA      | $515293.53    | 0.02%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                                                | McKesson Corp                                                                    | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    250800 | PA      | $250621.63    | 0.01%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                       | Canadian Imperial Bank of Commerce                                               | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $310415.31    | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YFH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211871 | PA      | $202297.86    | 0.01%             | 2053-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                   | Nasdaq Inc                                                                       | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     22000 | PA      | $16812.30     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $249470.94    | 0.01%             | 2037-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                       | Motorola Solutions Inc                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     99000 | PA      | $104092.83    | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                        | MidAmerican Energy Co                                                            | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    270000 | PA      | $221583.47    | 0.01%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                         | Woodside Finance Ltd                                                             | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $104502.85    | 0.00%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                            | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    515000 | PA      | $511138.01    | 0.02%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    399000 | PA      | $262743.23    | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYT58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41679 | PA      | $37971.77     | 0.00%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    168000 | PA      | $159036.45    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWBS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208787 | PA      | $162129.09    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508122.06    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    374000 | PA      | $336892.35    | 0.02%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                               | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44911.17     | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                              | Israel Government International Bond                                             | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    510000 | PA      | $525322.91    | 0.02%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17649 | PA      | $17542.10     | 0.00%             | 2028-09-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3131X75M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2503 | PA      | $2471.21      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HK2C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $202946.15    | 0.01%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                            | General Motors Co                                                                | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    750000 | PA      | $783584.60    | 0.04%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| AGILENT TECHNOLOGIES INC                                     | Agilent Technologies Inc                                                         | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42593.61     | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413971.35    | 0.02%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSP97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1334940 | PA      | $1090664.72   | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                       | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159184.80    | 0.01%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                                   | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    102000 | PA      | $72122.45     | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5PG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1247359 | PA      | $1217959.57   | 0.06%             | 2055-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                            | CBRE Services Inc                                                                | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15963.61     | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208799.89    | 0.01%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28172 | PA      | $27132.89     | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2800000 | PA      | $2733158.40   | 0.12%             | 2056-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                          | Trinity Health Corp                                                              | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37541.91     | 0.00%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                          | Ford Foundation/The                                                              | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     43000 | PA      | $24477.72     | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162493.79    | 0.01%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                         | Woodside Finance Ltd                                                             | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $102884.49    | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                        | Entergy Louisiana LLC                                                            | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153953.89    | 0.01%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                             | Puget Energy Inc                                                                 | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409068.25    | 0.02%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KA3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184258 | PA      | $170740.36    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    286000 | PA      | $278727.18    | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                          | Cardinal Health Inc                                                              | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81165.66     | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $292538.70    | 0.01%             | 2056-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102414.60    | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145091.12    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                        | Dominion Energy South Carolina Inc                                               | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89912.14     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                            | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102565.72    | 0.00%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                        | MidAmerican Energy Co                                                            | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212990.99    | 0.01%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1475 | PA      | $1468.95      | 0.00%             | 2026-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339497.56    | 0.02%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    423934 | PA      | $347218.14    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    554000 | PA      | $321888.79    | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271598 | PA      | $230622.78    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QHEW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125759 | PA      | $119312.40    | 0.01%             | 2036-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1780000 | PA      | $1459321.88   | 0.07%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100980.27    | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                | BGC Group Inc                                                                    | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32050.17     | 0.00%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPYZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    476213 | PA      | $468599.09    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                         | Woodside Finance Ltd                                                             | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $188261.05    | 0.01%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8225000 | PA      | $8232710.94   | 0.37%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    147000 | PA      | $143895.93    | 0.01%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9045800 | PA      | $8563475.05   | 0.39%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                       | Motorola Solutions Inc                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615197.86    | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSGE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38600 | PA      | $40013.71     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147721 | PA      | $138146.67    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J7W27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5990 | PA      | $5838.35      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6695000 | PA      | $6721675.36   | 0.30%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                   | Pfizer Inc                                                                       | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208153.85    | 0.01%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     75000 | PA      | $48321.44     | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47370 | PA      | $40567.95     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                 | ING Groep NV                                                                     | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $398855.99    | 0.02%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152516.31    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                     | Texas Eastern Transmission LP                                                    | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28053.69     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                     | Agilent Technologies Inc                                                         | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95615.58     | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                            | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $40246.64     | 0.00%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                        | MidAmerican Energy Co                                                            | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37514.86     | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    355000 | PA      | $255646.62    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238098.69    | 0.01%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    175000 | PA      | $140987.11    | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                  | Cummins Inc                                                                      | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154168.05    | 0.01%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                        | Novartis Capital Corp                                                            | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54072.86     | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5EL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148445 | PA      | $144109.03    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                         | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $311867.14    | 0.01%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                         | Woodside Finance Ltd                                                             | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $128556.97    | 0.01%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                     | Telefonica Emisiones SA                                                          | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    343000 | PA      | $383006.47    | 0.02%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                        | Flowserve Corp                                                                   | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67309.17     | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141994 | PA      | $128726.11    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                           | Athene Holding Ltd                                                               | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25035.33     | 0.00%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99962.93     | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                         | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $95056.65     | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                     | Intercontinental Exchange Inc                                                    | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287121.58    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGJQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65710 | PA      | $59050.02     | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101721.58    | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140GPHG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7457 | PA      | $7366.70      | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                              | Caterpillar Inc                                                                  | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276642.68    | 0.01%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40995.87     | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336636.94    | 0.02%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                     | Uruguay Government International Bond                                            | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     50000 | PA      | $43390.80     | 0.00%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6579 | PA      | $6004.37      | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202963.96    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130000 | PA      | $116132.49    | 0.01%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                              | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58719.82     | 0.00%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418471.93    | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                    | Hess Corp                                                                        | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23023.13     | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D56K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53832 | PA      | $50020.85     | 0.00%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140GVZY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143433 | PA      | $134321.27    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311204 | PA      | $282779.45    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                    | Boeing Co/The                                                                    | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    727000 | PA      | $716215.27    | 0.03%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    134000 | PA      | $104339.40    | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24006 | PA      | $23808.08     | 0.00%             | 2051-02-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $60823.59     | 0.00%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198485.00    | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $147432.03    | 0.01%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                         | Stanford Health Care                                                             | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    235000 | PA      | $182606.10    | 0.01%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     45000 | PA      | $40842.83     | 0.00%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18456 | PA      | $17105.82     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179V7C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64990 | PA      | $51917.03     | 0.00%             | 2051-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                                   | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23981.93     | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    937807 | PA      | $780177.82    | 0.04%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123910.10    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2020-BNK30                                                                  | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $53168.65     | 0.00%             | 2053-12-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1026829 | PA      | $1027455.00   | 0.05%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    217000 | PA      | $147985.38    | 0.01%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518595.24    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AD3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108133 | PA      | $104994.24    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192601.09    | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    115000 | PA      | $91641.08     | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3350000 | PA      | $3414382.81   | 0.15%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMTR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100132 | PA      | $99833.96     | 0.00%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                     | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $85800.66     | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                               | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103141.70    | 0.00%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                     | United Airlines 2018-1 Class AA Pass Through Trust                               | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65060 | PA      | $63795.73     | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                              | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55705.53     | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474690 | PA      | $491329.05    | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                          | Kimco Realty OP LLC                                                              | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $70498.00     | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $112477.27    | 0.01%             | 2054-11-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                       | Boston Scientific Corp                                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23497.75     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124474.39    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                           | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307481.39    | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0T69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281844 | PA      | $290907.25    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85122.41     | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    640000 | PA      | $652549.52    | 0.03%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPUJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1341739 | PA      | $1346296.73   | 0.06%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204346.86    | 0.01%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196833.61    | 0.01%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    595000 | PA      | $606170.49    | 0.03%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91995.26     | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                | McKesson Corp                                                                    | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10302.03     | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                       | Commonwealth Edison Co                                                           | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    320000 | PA      | $254575.53    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    430000 | PA      | $388690.76    | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199940.89    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                     | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $59751.08     | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75238.84     | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1041107.04   | 0.05%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                               | Honda Auto Receivables 2025-4 Owner Trust                                        | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401620.88    | 0.02%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                              | Deere & Co                                                                       | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    287000 | PA      | $276398.24    | 0.01%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31766.36     | 0.00%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X72N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9921 | PA      | $9232.39      | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                     | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62883.39     | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                        | BANK5 2024-5YR8                                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $209300.15    | 0.01%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                          | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67487.66     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                           | Athene Holding Ltd                                                               | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223829.45    | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    170000 | PA      | $97075.85     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                         | Mississippi Power Co                                                             | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25794.09     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                | McKesson Corp                                                                    | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40949.90     | 0.00%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D6M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65174 | PA      | $58728.23     | 0.00%             | 2041-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2253500 | PA      | $2333956.98   | 0.11%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                               | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101889.75    | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSG22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    461336 | PA      | $376112.35    | 0.02%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64385.75     | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1335000 | PA      | $1289943.75   | 0.06%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJKG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19163 | PA      | $17270.93     | 0.00%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306367.69    | 0.01%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    365000 | PA      | $376922.23    | 0.02%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106421.20    | 0.00%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    134000 | PA      | $140026.66    | 0.01%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KTUG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301060 | PA      | $272998.09    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XNJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34077 | PA      | $35360.01     | 0.00%             | 2052-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    623035 | PA      | $633427.96    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    190000 | PA      | $145022.12    | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $91167.60     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111889 | PA      | $97204.74     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    544435 | PA      | $494591.84    | 0.02%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                           | Cenovus Energy Inc                                                               | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $102544.13    | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KJ6R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188105 | PA      | $155901.22    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                              | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149892.87    | 0.01%             | 2028-04-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197636.88    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPVV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36445 | PA      | $36735.42     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                       | Motorola Solutions Inc                                                           | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509580.35    | 0.02%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76055.02     | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                       | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251158.69    | 0.01%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    492000 | PA      | $489328.74    | 0.02%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3150000 | PA      | $3148443.90   | 0.14%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                        | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $152823.92    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                     | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202259.49    | 0.01%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                              | Deere & Co                                                                       | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    158000 | PA      | $165823.89    | 0.01%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    108000 | PA      | $97514.17     | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                             | Markel Group Inc                                                                 | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58830.86     | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                             | Georgia Power Co                                                                 | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21697.99     | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                      | Duke Energy Florida LLC                                                          | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160641.33    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270764.26    | 0.01%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                              | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311496.27    | 0.01%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109338.58    | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    445000 | PA      | $401160.08    | 0.02%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84579.85     | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147165.75    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88642.14     | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205274.64    | 0.01%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                               | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    385000 | PA      | $339708.30    | 0.02%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254803.95    | 0.01%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JWBQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93484 | PA      | $86805.50     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11093 | PA      | $10364.47     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNQ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264233 | PA      | $236616.49    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                              | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $87758.15     | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    633188 | PA      | $635675.94    | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                       | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     97000 | PA      | $86472.32     | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Louisiana Loc Govt Envrnmntl F                               | Louisiana Local Government Environmental Facilities & Community Development Auth | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | ABS-O            | MUN               | US        |    100000 | PA      | $91545.52     | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6695000 | PA      | $6607128.13   | 0.30%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                        | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205446.44    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37924.72     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    135000 | PA      | $148945.70    | 0.01%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $152018.51    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305370 | PA      | $299891.63    | 0.01%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DH54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4737 | PA      | $4691.76      | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                        | Camden Property Trust                                                            | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24516.14     | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137651.41    | 0.01%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88607.24     | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XC5X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143072 | PA      | $146252.31    | 0.01%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P                               | City of San Francisco CA Public Utilities Commission Water Revenue               | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $122512.68    | 0.01%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549621.09    | 0.02%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193508.40    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    420000 | PA      | $397053.34    | 0.02%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304126.18    | 0.01%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179U4E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58200 | PA      | $57790.28     | 0.00%             | 2049-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202115.36    | 0.01%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24100.42     | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    114000 | PA      | $96175.59     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46276.09     | 0.00%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1828796 | PA      | $1608260.38   | 0.07%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                 | Veralto Corp                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15473.69     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203989.72    | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                 | Stryker Corp                                                                     | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65465.37     | 0.00%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    645730 | PA      | $502421.42    | 0.02%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144974 | PA      | $131098.03    | 0.01%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    535000 | PA      | $437395.74    | 0.02%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                     | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8574.98      | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89472 | PA      | $79901.18     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103552.09    | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $402062.03    | 0.02%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                       | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311240.45    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                        | Camden Property Trust                                                            | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40130.89     | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88824.92     | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                          | Abbott Laboratories                                                              | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    457000 | PA      | $425842.39    | 0.02%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    930300 | PA      | $943673.06    | 0.04%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48924.53     | 0.00%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36180AB69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167365 | PA      | $153301.42    | 0.01%             | 2054-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    317000 | PA      | $298339.04    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                     | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118267.95    | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6AX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85811 | PA      | $77693.37     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FG6Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $249577.93    | 0.01%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    205400 | PA      | $203234.27    | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                             | Markel Group Inc                                                                 | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60690.15     | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A9UL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13024 | PA      | $12835.00     | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186879 | PA      | $161911.95    | 0.01%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249091.31    | 0.01%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133405 | PA      | $121034.42    | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                               | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30255.01     | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322854.96    | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                           | Athene Holding Ltd                                                               | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35063.93     | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290268 | PA      | $297674.20    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2025000 | PA      | $2011078.13   | 0.09%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57227.59     | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102157.32    | 0.00%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    595000 | PA      | $631932.09    | 0.03%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                            | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $56821.84     | 0.00%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                            | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    450000 | PA      | $432050.76    | 0.02%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60751.87     | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6112700 | PA      | $5611745.10   | 0.25%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                              | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    313000 | PA      | $282383.03    | 0.01%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                       | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49918.09     | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5XQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1617293 | PA      | $1637816.57   | 0.07%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMGG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172070 | PA      | $155752.46    | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2020-C55                                   | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94152.16     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6AY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73528 | PA      | $68043.22     | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                     | American Financial Group Inc/OH                                                  | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42047.51     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XM2Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    734546 | PA      | $687885.37    | 0.03%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                       | Santander Holdings USA Inc                                                       | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    531000 | PA      | $533020.77    | 0.02%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                            | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109180.46    | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D56F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16066 | PA      | $15262.14     | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10349.57     | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363736 | PA      | $330127.28    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                      | Duke Energy Florida LLC                                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1128918.85   | 0.05%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                      | Fidelity National Information Services Inc                                       | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97884.62     | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                       | Chubb INA Holdings LLC                                                           | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110313.57    | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                                  | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68344.24     | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265408 | PA      | $245282.18    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                           | Athene Holding Ltd                                                               | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31463.16     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3941032 | PA      | $3226951.65   | 0.15%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DUMA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    659245 | PA      | $610999.38    | 0.03%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MKFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80680 | PA      | $71728.98     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                | Blackrock Inc                                                                    | CUSIP: 09247XAN1<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    169000 | PA      | $168102.75    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QK5U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389609 | PA      | $345338.50    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24365.31     | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                | BGC Group Inc                                                                    | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272092.86    | 0.01%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                      | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    143000 | PA      | $160140.50    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                               | BorgWarner Inc                                                                   | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41762.74     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                                | Toyota Auto Receivables 2024-A Owner Trust                                       | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203269.11    | 0.01%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335227 | PA      | $328388.64    | 0.01%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                 | Danaher Corp                                                                     | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $60182.85     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $177532.68    | 0.01%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359180.70    | 0.02%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47946 | PA      | $43399.38     | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                      | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252511.48    | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                        | Evergy Kansas Central Inc                                                        | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74732.43     | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                               | Morgan Stanley Capital I Trust 2020-L4                                           | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93615.07     | 0.00%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35269.08     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31419GB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108126 | PA      | $105990.83    | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                           | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80931.72     | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    189000 | PA      | $180808.43    | 0.01%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                     | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34421.10     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555652.86    | 0.03%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241538.51    | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBKY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116090 | PA      | $104073.30    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7917 | PA      | $7232.42      | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    227000 | PA      | $151176.21    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                        | Entergy Louisiana LLC                                                            | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48436.49     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130794 | PA      | $118299.56    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    201000 | PA      | $151624.30    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386279 | PA      | $361741.90    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204152.24    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    325000 | PA      | $297069.18    | 0.01%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D6G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557603 | PA      | $515836.53    | 0.02%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39266.87     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                    | Aetna Inc                                                                        | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    295000 | PA      | $323578.79    | 0.01%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QVWY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22536 | PA      | $23091.04     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                            | Tampa Electric Co                                                                | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54589.38     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                                      | Ochsner LSU Health System of North Louisiana                                     | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85593.12     | 0.00%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295321.99    | 0.01%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                      | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410447.90    | 0.02%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94810.96     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    539000 | PA      | $456798.93    | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                            | Omnicom Group Inc                                                                | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    190000 | PA      | $172644.68    | 0.01%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                             | Markel Group Inc                                                                 | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27175.76     | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    255000 | PA      | $148435.53    | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    532211 | PA      | $539888.55    | 0.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316173.32    | 0.01%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138E0SD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1027 | PA      | $1019.56      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52845.87     | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                     | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23904.07     | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1696279 | PA      | $1483251.91   | 0.07%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116814 | PA      | $109613.71    | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                     | Telefonica Emisiones SA                                                          | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    130000 | PA      | $119396.21    | 0.01%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6BE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171531 | PA      | $158577.17    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XAQF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32057 | PA      | $30938.32     | 0.00%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133L8W43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151996 | PA      | $140932.41    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                            | Tampa Electric Co                                                                | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $83337.25     | 0.00%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                        | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205749.94    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                     | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35070 | PA      | $34248.89     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                          | Cardinal Health Inc                                                              | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21973.22     | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51460.13     | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    129000 | PA      | $117773.90    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                                | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    115000 | PA      | $124251.89    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $150746.69    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16482 | PA      | $15473.54     | 0.00%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                            | GXO Logistics Inc                                                                | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45156.05     | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183462.82    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    386000 | PA      | $238475.34    | 0.01%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    620000 | PA      | $630426.69    | 0.03%             | 2035-08-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    172000 | PA      | $153750.11    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                                   | California State University                                                      | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $32941.90     | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5190000 | PA      | $4821023.44   | 0.22%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156148 | PA      | $157073.11    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153652.25    | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                         | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    560000 | PA      | $518418.06    | 0.02%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                            | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50110.75     | 0.00%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31417B6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12970 | PA      | $12408.44     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                                   | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    402000 | PA      | $374749.42    | 0.02%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                     | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101955.46    | 0.00%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                     | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92158.64     | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    160000 | PA      | $101860.98    | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                     | Telefonica Emisiones SA                                                          | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    240000 | PA      | $203253.19    | 0.01%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    654624 | PA      | $667919.46    | 0.03%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                            | L3Harris Technologies Inc                                                        | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    165000 | PA      | $157561.90    | 0.01%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ6D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18101 | PA      | $17985.26     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    316000 | PA      | $313937.69    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                      | Duke Energy Florida LLC                                                          | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19998.19     | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                          | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     50000 | PA      | $32161.56     | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3131XLT98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36905 | PA      | $35003.64     | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                           | Athene Holding Ltd                                                               | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    164000 | PA      | $163998.24    | 0.01%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329KQ64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24347 | PA      | $23734.98     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                         | JetBlue 2020-1 Class A Pass Through Trust                                        | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26913 | PA      | $25663.95     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                     | Flex Ltd                                                                         | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    350000 | PA      | $349443.40    | 0.02%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                             | ERP Operating LP                                                                 | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200936.56    | 0.01%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50969.50     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                         | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49939.10     | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137609 | PA      | $119506.61    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138E0SF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4526 | PA      | $4494.57      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                               | American Express Credit Account Master Trust Series 2025-5                       | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101937.39    | 0.00%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117875.33    | 0.01%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                        | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $56284.10     | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $220663.37    | 0.01%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                  | Revvity Inc                                                                      | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52142.83     | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                      | California Institute of Technology                                               | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28058.98     | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3399890 | PA      | $2945669.88   | 0.13%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106874.44    | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797118 | PA      | $810414.39    | 0.04%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                         | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16581.49     | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111990.35    | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                       | Boston Scientific Corp                                                           | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71898.42     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212659 | PA      | $202981.26    | 0.01%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                      | Duke Energy Florida LLC                                                          | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90239.81     | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198573.95    | 0.01%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                               | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    119000 | PA      | $116153.62    | 0.01%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449670 | PA      | $383735.54    | 0.02%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                               | PECO Energy Co                                                                   | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    209000 | PA      | $213090.86    | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87063.11     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W1Q71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221828 | PA      | $227170.22    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149420.89    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                               | American Express Credit Account Master Trust                                     | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305708.45    | 0.01%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6BD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170630 | PA      | $154109.04    | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                              | Sands China Ltd                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $205127.78    | 0.01%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134147 | PA      | $134722.45    | 0.01%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1312574 | PA      | $1115877.86   | 0.05%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    203000 | PA      | $202513.50    | 0.01%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                      | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210968.06    | 0.01%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                      | Fidelity National Financial Inc                                                  | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74533.86     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283642 | PA      | $290827.81    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53396 | PA      | $48689.77     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56191.62     | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                            | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $112432.47    | 0.01%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                      | Duke Energy Florida LLC                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    106000 | PA      | $95708.35     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                              | Deere & Co                                                                       | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74212.96     | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                     | Memorial Health Services                                                         | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    315000 | PA      | $225991.63    | 0.01%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    244668 | PA      | $241291.38    | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W1Q89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259960 | PA      | $248605.39    | 0.01%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HC2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $207934.38    | 0.01%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50005.27     | 0.00%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     47000 | PA      | $50693.92     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168147 | PA      | $165087.84    | 0.01%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    221000 | PA      | $229209.78    | 0.01%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH NETWORK                                     | Community Health Network Inc                                                     | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $41512.45     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69880.51     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $159619.77    | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                               | ConocoPhillips                                                                   | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58174.37     | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    245000 | PA      | $201361.31    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                       | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35879.31     | 0.00%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120928.98    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                | State of California                                                              | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    385000 | PA      | $464573.03    | 0.02%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5185000 | PA      | $5191886.30   | 0.23%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136639.38    | 0.01%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                  | Avista Corp                                                                      | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41222.84     | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X5D4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203447 | PA      | $189946.09    | 0.01%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48159.82     | 0.00%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50285.85     | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                        | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $144624.01    | 0.01%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    448105 | PA      | $369813.30    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    752612 | PA      | $615682.72    | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18123 | PA      | $17985.45     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSG55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66887 | PA      | $51944.54     | 0.00%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWFU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    886138 | PA      | $911978.60    | 0.04%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                     | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    123000 | PA      | $128254.91    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307878.71    | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21087 | PA      | $20521.46     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22600.89     | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201567.48    | 0.01%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                               | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17588.10     | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5775000 | PA      | $5629045.88   | 0.25%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QRKR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17987 | PA      | $18719.02     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                      | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33828.45     | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $28848.66     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                | AEP Texas Inc                                                                    | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    355000 | PA      | $370063.92    | 0.02%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                           | Valero Energy Corp                                                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     36000 | PA      | $39715.87     | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31292L4D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32885 | PA      | $30426.93     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197402.23    | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62141.24     | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X5E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63230 | PA      | $60352.36     | 0.00%             | 2053-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    596000 | PA      | $592101.90    | 0.03%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28203.86     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62495.68     | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202213.19    | 0.01%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QRKS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246149 | PA      | $255769.94    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    537077 | PA      | $466704.57    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                                | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37757.93     | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    390000 | PA      | $420048.46    | 0.02%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                           | BMO 2024-5C4 Mortgage Trust                                                      | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $212143.02    | 0.01%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9466.09      | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKEU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55642 | PA      | $56765.80     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJKC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33392 | PA      | $30911.62     | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88392 | PA      | $86724.62     | 0.00%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                          | Abbott Laboratories                                                              | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    123000 | PA      | $117170.29    | 0.01%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123028 | PA      | $113255.01    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197762.28    | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FG6W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11764 | PA      | $11737.01     | 0.00%             | 2028-03-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207238.50    | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                      | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    145000 | PA      | $123309.82    | 0.01%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    315000 | PA      | $281177.33    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65143.90     | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYTD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124410 | PA      | $113536.03    | 0.01%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                        | NYU Langone Hospitals                                                            | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68453.41     | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                                  | NVIDIA Corp                                                                      | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    175000 | PA      | $147753.25    | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                              | AstraZeneca PLC                                                                  | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    118000 | PA      | $117225.80    | 0.01%             | 2027-06-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257014.11    | 0.01%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246584 | PA      | $247452.66    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                        | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105333.21    | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192142.71    | 0.01%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                 | Autodesk Inc                                                                     | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     91000 | PA      | $86295.91     | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                        | Becton Dickinson & Co                                                            | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74084.29     | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215105.63    | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74111.87     | 0.00%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344680 | PA      | $298163.20    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QFA25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24525 | PA      | $20319.68     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                 | NiSource Inc                                                                     | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    176000 | PA      | $155178.52    | 0.01%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    270000 | PA      | $247616.41    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228419 | PA      | $195442.22    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212035.79    | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2549065 | PA      | $2183836.37   | 0.10%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QSFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39731 | PA      | $40485.57     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                       | TotalEnergies Capital International SA                                           | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $32616.64     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    150000 | PA      | $147663.35    | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493473 | PA      | $403519.34    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316149.92    | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94891 | PA      | $96705.48     | 0.00%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                     | Province of British Columbia Canada                                              | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    280000 | PA      | $338694.80    | 0.02%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                              | Caterpillar Inc                                                                  | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     34000 | PA      | $29942.15     | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                     | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193024.09    | 0.01%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    323486 | PA      | $301084.84    | 0.01%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    285000 | PA      | $167486.07    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57643.85     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                        | Southern California Gas Co                                                       | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     44000 | PA      | $35122.97     | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                          | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90455.66     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNLB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150254 | PA      | $129430.42    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89163.84     | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                              | AstraZeneca PLC                                                                  | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $79072.04     | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329MVA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48950 | PA      | $45064.75     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                               | Salesforce Inc                                                                   | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66440.56     | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNH48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1865152 | PA      | $1586476.65   | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SUW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79066 | PA      | $76351.79     | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                       | TotalEnergies Capital International SA                                           | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    180000 | PA      | $135608.92    | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $162748.89    | 0.01%             | 2062-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                  | NVIDIA Corp                                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    124000 | PA      | $118514.76    | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                       | Orlando Health Obligated Group                                                   | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $142353.31    | 0.01%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XAAA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82593 | PA      | $85779.26     | 0.00%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182477 | PA      | $167255.73    | 0.01%             | 2048-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126889.92    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    166000 | PA      | $163170.93    | 0.01%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $186553.99    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    202000 | PA      | $166301.03    | 0.01%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEA28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67390 | PA      | $58426.13     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                       | Coca-Cola Femsa SAB de CV                                                        | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $47247.44     | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGBQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107258 | PA      | $109388.38    | 0.00%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    107000 | PA      | $115145.92    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                        | Canadian National Railway Co                                                     | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    510000 | PA      | $550377.49    | 0.02%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197879.85    | 0.01%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                             | Ryder System Inc                                                                 | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46367.90     | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    420361 | PA      | $427566.44    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                   | VMware LLC                                                                       | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42642.99     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168834.88    | 0.01%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    963652 | PA      | $981736.34    | 0.04%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    362931 | PA      | $327589.88    | 0.01%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    560000 | PA      | $542945.44    | 0.02%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5HS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46238 | PA      | $45921.25     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                            | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    195000 | PA      | $171759.52    | 0.01%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49548.90     | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                | J M Smucker Co/The                                                               | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88970.63     | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154254 | PA      | $157940.44    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133ALZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    369035 | PA      | $301506.94    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70710 | PA      | $60868.67     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                        | Campbell's Company/The                                                           | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152108.10    | 0.01%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595908.09    | 0.03%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                  | Corning Inc                                                                      | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58559.04     | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19875.59     | 0.00%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    276000 | PA      | $301254.33    | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                         | Western Union Co/The                                                             | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64443.05     | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $225393.66    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385099.45    | 0.02%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $318054.14    | 0.01%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                     | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    207000 | PA      | $213560.03    | 0.01%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7M48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128352 | PA      | $124178.68    | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                           | Republic of Poland Government International Bond                                 | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    110000 | PA      | $113016.16    | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                  | Revvity Inc                                                                      | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    215000 | PA      | $195087.15    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                  | NVIDIA Corp                                                                      | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    421000 | PA      | $311987.72    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365941.10    | 0.02%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QN7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40172 | PA      | $37234.59     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                     | Huntington National Bank/The                                                     | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    550000 | PA      | $554696.79    | 0.03%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D55X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79022 | PA      | $75070.63     | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                           | Analog Devices Inc                                                               | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129633.58    | 0.01%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                       | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     55000 | PA      | $54942.92     | 0.00%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                      | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    180000 | PA      | $125887.59    | 0.01%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                       | Santander Holdings USA Inc                                                       | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    137000 | PA      | $142890.51    | 0.01%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                   | VMware LLC                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    210000 | PA      | $186914.37    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                               | Salesforce Inc                                                                   | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    715000 | PA      | $715202.84    | 0.03%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                               | Hyundai Auto Receivables Trust 2023-B                                            | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    296000 | PA      | $300604.01    | 0.01%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                         | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    325000 | PA      | $253568.14    | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                    | Aetna Inc                                                                        | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30328.58     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                            | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $237003.61    | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                       | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    510000 | PA      | $495341.47    | 0.02%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219570 | PA      | $215842.78    | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNXE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99927 | PA      | $95745.24     | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                  | Corning Inc                                                                      | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53679.72     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1114677.96   | 0.05%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                                       | Northwest Pipeline LLC                                                           | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15002.16     | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                      | CarMax Auto Owner Trust 2024-1                                                   | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152620.24    | 0.01%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147750 | PA      | $121884.17    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40154.01     | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                                | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     52000 | PA      | $36576.65     | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                | State of California                                                              | CUSIP: 13063EBP0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105187.42    | 0.00%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148436.59    | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138A7FZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18049 | PA      | $18034.78     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                           | Regency Centers LP                                                               | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21393.84     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                     | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    185000 | PA      | $136454.01    | 0.01%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                            | Canada Government International Bond                                             | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    875000 | PA      | $878166.63    | 0.04%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                       | Texas Health Resources                                                           | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    400000 | PA      | $329974.40    | 0.01%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218932.76    | 0.01%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W3FT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900021 | PA      | $743002.94    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    708882 | PA      | $606214.96    | 0.03%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0K27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347338 | PA      | $355064.31    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                                     | Australia & New Zealand Banking Group Ltd/New York NY                            | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $507999.77    | 0.02%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                       | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    625000 | PA      | $601739.19    | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                | J M Smucker Co/The                                                               | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16128.27     | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                           | Analog Devices Inc                                                               | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    370000 | PA      | $349853.17    | 0.02%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                                     | California Endowment/The                                                         | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58563.09     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                                   | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    475000 | PA      | $427271.88    | 0.02%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KKT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240365 | PA      | $208298.38    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239389.31    | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                            | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100714.95    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    315000 | PA      | $341167.06    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295796.67    | 0.01%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                              | Yale University                                                                  | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29873.12     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201209.29    | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                                            | Mount Sinai Hospital/The                                                         | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    115000 | PA      | $80513.79     | 0.00%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 31292SAU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12846 | PA      | $11885.51     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XX35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81160 | PA      | $77492.56     | 0.00%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31417BPX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40434 | PA      | $38682.32     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                      | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57798.73     | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                                   | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23652.13     | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0K35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230599 | PA      | $237876.17    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                                   | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173341.71    | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                      | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     15000 | PA      | $14887.52     | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107506.53    | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                       | TotalEnergies Capital International SA                                           | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    185000 | PA      | $177021.74    | 0.01%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298967.07    | 0.01%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                            | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25620.34     | 0.00%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221259.12    | 0.01%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190056.16    | 0.01%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133136.27    | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                            | National Grid USA                                                                | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125578.72    | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                              | Caterpillar Inc                                                                  | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    215000 | PA      | $180436.58    | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0XP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    401681 | PA      | $408822.11    | 0.02%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                        | Aon North America Inc                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    317000 | PA      | $329201.03    | 0.01%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                              | OhioHealth Corp                                                                  | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36975.52     | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                              | Yale University                                                                  | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45152.82     | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HCKV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $103487.07    | 0.00%             | 2029-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     40000 | PA      | $29376.85     | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22210.08     | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105094.73    | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610105.13    | 0.03%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                        | Unilever Capital Corp                                                            | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158546.74    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                             | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179807.54    | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                  | State of Illinois                                                                | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     17451 | PA      | $17840.26     | 0.00%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                       | Texas Health Resources                                                           | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     65000 | PA      | $36885.96     | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117838.36    | 0.01%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                  | NVIDIA Corp                                                                      | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    222000 | PA      | $211420.45    | 0.01%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159955 | PA      | $149452.87    | 0.01%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58783.75     | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    457804 | PA      | $478641.24    | 0.02%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199011 | PA      | $162298.01    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99874.48     | 0.00%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    180000 | PA      | $183987.21    | 0.01%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48054.34     | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                     | Wisconsin Electric Power Co                                                      | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49846.94     | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                      | Japan Bank for International Cooperation                                         | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $203850.51    | 0.01%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248075.39    | 0.01%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    370000 | PA      | $229372.85    | 0.01%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349995 | PA      | $358988.55    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                     | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    325000 | PA      | $253574.50    | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6AH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208098 | PA      | $197093.54    | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    710291 | PA      | $660882.61    | 0.03%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                       | TotalEnergies Capital International SA                                           | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $67173.47     | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133AQP92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    365723 | PA      | $314356.48    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                               | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100411.63    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                        | Becton Dickinson & Co                                                            | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134580.00    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DKK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76727 | PA      | $74198.56     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                 | Autodesk Inc                                                                     | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305613.37    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    105000 | PA      | $71879.61     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHVW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243120 | PA      | $235557.76    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                      | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    580000 | PA      | $520357.38    | 0.02%             | 2044-12-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36579.91     | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                                | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     85000 | PA      | $53061.90     | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53825.51     | 0.00%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23226 | PA      | $21988.09     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                       | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24765.62     | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58733.84     | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28824 | PA      | $27512.66     | 0.00%             | 2053-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                          | Abbott Laboratories                                                              | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27312.87     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                       | Coca-Cola Femsa SAB de CV                                                        | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $488649.83    | 0.02%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DQ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15579 | PA      | $14809.88     | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129166.58    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                              | OhioHealth Corp                                                                  | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54664.65     | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                         | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53429.43     | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPEC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90376 | PA      | $84372.58     | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                              | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129476.48    | 0.01%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    801656 | PA      | $816001.52    | 0.04%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    203000 | PA      | $194278.74    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167GP2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $498566.09    | 0.02%             | 2036-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                                | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85328.72     | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411535.20    | 0.02%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248624.81    | 0.01%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39796 | PA      | $40463.24     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $123859.44    | 0.01%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     93000 | PA      | $79672.01     | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48705.07     | 0.00%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                       | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    575000 | PA      | $586007.00    | 0.03%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QUUF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136414 | PA      | $139928.83    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139347 | PA      | $141996.91    | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                       | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    190000 | PA      | $170758.35    | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QCQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30626 | PA      | $28706.25     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                     | Huntington National Bank/The                                                     | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271544.90    | 0.01%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    120000 | PA      | $83631.36     | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    189000 | PA      | $179227.36    | 0.01%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                      | Essential Utilities Inc                                                          | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196132.41    | 0.01%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                          | Dow Chemical Co/The                                                              | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    138000 | PA      | $152114.69    | 0.01%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHVN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123123 | PA      | $115227.56    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52254.13     | 0.00%             | 2029-11-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20926 | PA      | $20660.63     | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A9UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2962 | PA      | $2883.61      | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                        | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102596.59    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561219.47    | 0.03%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FEM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157407 | PA      | $158452.71    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176458.68    | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61528.26     | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31306.28     | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1093445 | PA      | $1096856.82   | 0.05%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103725.43    | 0.00%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35055.88     | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                   | Mattel Inc                                                                       | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23562.22     | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMTZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172566 | PA      | $142168.46    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                     | Public Service Enterprise Group Inc                                              | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53217.04     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    131000 | PA      | $121897.33    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                     | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    152000 | PA      | $96090.87     | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                               | BankUnited Inc                                                                   | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85298.67     | 0.00%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XM2W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508476 | PA      | $470858.99    | 0.02%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                  | Federal Home Loan Mortgage Corp                                                  | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    340000 | PA      | $293254.92    | 0.01%             | 2029-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                           | Diageo Capital PLC                                                               | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211683.73    | 0.01%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246438.83    | 0.01%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6AW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48042 | PA      | $42102.08     | 0.00%             | 2036-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182463.62    | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560656.67    | 0.03%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206202.04    | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    428000 | PA      | $353962.06    | 0.02%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                            | NSTAR Electric Co                                                                | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38071.61     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88844.80     | 0.00%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KFM77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267053 | PA      | $243515.88    | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                  | NVIDIA Corp                                                                      | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    220000 | PA      | $198197.34    | 0.01%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310519 | PA      | $315746.69    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                     | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    600000 | PA      | $608813.23    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    175000 | PA      | $123880.53    | 0.01%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W3NY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161184 | PA      | $138491.58    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    189293 | PA      | $163557.32    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71593.02     | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2665000 | PA      | $2773265.63   | 0.13%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| LINCOLN NATIONAL CORP                                        | Lincoln National Corp                                                            | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21290.91     | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    137000 | PA      | $117224.45    | 0.01%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32340 | PA      | $29231.57     | 0.00%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                            | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2200000 | PA      | $2099910.91   | 0.09%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6595000 | PA      | $5738165.20   | 0.26%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28894.25     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    122000 | PA      | $110552.28    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329449.40    | 0.01%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7TZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9730 | PA      | $9694.19      | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                       | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     25000 | PA      | $18926.06     | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207177 | PA      | $170610.73    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31891 | PA      | $30515.72     | 0.00%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YRF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251939 | PA      | $246944.84    | 0.01%             | 2054-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                     | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     78000 | PA      | $67041.13     | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                            | Ralph Lauren Corp                                                                | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104382.46    | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42752.56     | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51261.34     | 0.00%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                               | Halliburton Co                                                                   | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $825866.73    | 0.04%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32244 | PA      | $30320.39     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204428 | PA      | $200969.94    | 0.01%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                     | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    260000 | PA      | $200069.19    | 0.01%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC                                                | Pharmacia LLC                                                                    | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53535.06     | 0.00%             | 2028-12-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6AT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30002 | PA      | $27170.36     | 0.00%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179424.60    | 0.01%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFH61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131051 | PA      | $121663.52    | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HHJA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $201885.19    | 0.01%             | 2034-10-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3929700 | PA      | $3750867.92   | 0.17%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     95000 | PA      | $72194.65     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79865.31     | 0.00%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                            | TSMC Arizona Corp                                                                | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4669.48      | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51399.49     | 0.00%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ETCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72271 | PA      | $68579.74     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10000 | PA      | $9523.18      | 0.00%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                              | AstraZeneca PLC                                                                  | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $43022.21     | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XM2U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445181 | PA      | $412619.42    | 0.02%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98453.38     | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182976.75    | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                     | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    130000 | PA      | $90833.79     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                        | Svensk Exportkredit AB                                                           | CUSIP: 00254ECJ9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     30000 | PA      | $17235.31     | 0.00%             | 2037-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2121700 | PA      | $2034014.11   | 0.09%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265872.87    | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17742 | PA      | $17449.85     | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292534 | PA      | $276756.48    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133USKB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238716 | PA      | $215913.06    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    902821 | PA      | $775791.70    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74977.07     | 0.00%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232146.01    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                     | Cooperatieve Rabobank UA                                                         | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    495000 | PA      | $497352.61    | 0.02%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    338000 | PA      | $222870.57    | 0.01%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                              | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203339.40    | 0.01%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99936.49     | 0.00%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    231000 | PA      | $232627.47    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                 | Veralto Corp                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129976.94    | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                     | Air Products and Chemicals Inc                                                   | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     74000 | PA      | $55662.56     | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4580000 | PA      | $4602721.06   | 0.21%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                           | Analog Devices Inc                                                               | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    202000 | PA      | $201037.69    | 0.01%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                               | Albemarle Corp                                                                   | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40557.45     | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                                            | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501619.14    | 0.02%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7385000 | PA      | $6479760.51   | 0.29%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53450.71     | 0.00%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75806 | PA      | $73418.90     | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                                | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201664.70    | 0.01%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWAP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78418 | PA      | $67280.72     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                       | Santander Holdings USA Inc                                                       | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    137000 | PA      | $143227.57    | 0.01%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    208000 | PA      | $208323.23    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XALZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112120 | PA      | $108397.42    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS C                               | City of Los Angeles Department of Airports Customer Facility Charge Revenue      | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $539418.87    | 0.02%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WHWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53518 | PA      | $49053.43     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6ZN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18541 | PA      | $18482.73     | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    451667 | PA      | $391752.27    | 0.02%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19751.79     | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                | State of California                                                              | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     15000 | PA      | $18243.35     | 0.00%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    240036 | PA      | $225327.29    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                     | Florida Power & Light Co                                                         | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103758.63    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                  | Corning Inc                                                                      | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    197000 | PA      | $181259.73    | 0.01%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    185000 | PA      | $99987.33     | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance                                | Citibank Credit Card Issuance Trust                                              | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $111098.25    | 0.01%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | BBCMS Mortgage Trust 2020-C6                                                     | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $56068.76     | 0.00%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X9JE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65968 | PA      | $65514.98     | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QDKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181146 | PA      | $157372.74    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                          | Highwoods Realty LP                                                              | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43725.01     | 0.00%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    205000 | PA      | $166383.25    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                       | Santander Holdings USA Inc                                                       | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    140000 | PA      | $156856.12    | 0.01%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X5FK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105974 | PA      | $95232.87     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                               | Eli Lilly & Co                                                                   | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515401.00    | 0.02%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                               | EPR Properties                                                                   | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50099.12     | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                        | United Parcel Service Inc                                                        | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    148000 | PA      | $146386.72    | 0.01%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                          | CommonSpirit Health                                                              | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53686.85     | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14916.13     | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     66000 | PA      | $57582.03     | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    519578 | PA      | $464001.37    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X4L95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38126 | PA      | $35097.27     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                             | Bank of Montreal                                                                 | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208453.99    | 0.01%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                   | VMware LLC                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47807.19     | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    180000 | PA      | $107004.68    | 0.00%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    595000 | PA      | $525790.96    | 0.02%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    182000 | PA      | $134897.69    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                             | Radian Group Inc                                                                 | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50191.12     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107879 | PA      | $95860.20     | 0.00%             | 2053-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                              | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    388000 | PA      | $329026.49    | 0.01%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123207 | PA      | $114467.21    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33640 | PA      | $27984.40     | 0.00%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59335.74     | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487681 | PA      | $487611.05    | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    810000 | PA      | $856288.56    | 0.04%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                               | Amazon.com Inc                                                                   | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    117000 | PA      | $105401.96    | 0.00%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                        | Campbell's Company/The                                                           | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410217.18    | 0.02%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                                | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92168.10     | 0.00%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84984.52     | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                          | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46520.75     | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                                           | Realty Income Corp                                                               | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60648.46     | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    608503 | PA      | $498460.35    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XM2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166887 | PA      | $162502.70    | 0.01%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $999411.19    | 0.05%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17267.16     | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                | J M Smucker Co/The                                                               | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     89000 | PA      | $82665.18     | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                        | Northrop Grumman Corp                                                            | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32407.16     | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66017.43     | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133ARSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18663 | PA      | $15228.23     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $2210515.63   | 0.10%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                     | eBay Inc                                                                         | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     64000 | PA      | $69999.93     | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208248.53    | 0.01%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X4TF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29576 | PA      | $27632.04     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                              | Hershey Co/The                                                                   | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102594.04    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSNS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41437 | PA      | $42266.55     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AEGF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       125 | PA      | $124.44       | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                | UBS Commercial Mortgage Trust 2019-C16                                           | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $73439.74     | 0.00%             | 2052-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QDKN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395268 | PA      | $343598.54    | 0.02%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                            | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $162023.73    | 0.01%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207671.50    | 0.01%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                             | BAT Capital Corp                                                                 | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    176000 | PA      | $148591.35    | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                        | LyondellBasell Industries NV                                                     | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |     21000 | PA      | $15760.12     | 0.00%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $350226.45    | 0.02%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                     | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315573.50    | 0.01%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                      | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    183000 | PA      | $178991.77    | 0.01%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    116000 | PA      | $117115.00    | 0.01%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258631.97    | 0.01%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QFA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    420473 | PA      | $348376.84    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWPH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231255 | PA      | $215270.12    | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245175.16    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                       | Darden Restaurants Inc                                                           | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259429.14    | 0.01%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                           | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     32700 | PA      | $33240.74     | 0.00%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                  | Corning Inc                                                                      | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38693.42     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    726871 | PA      | $627591.95    | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2970000 | PA      | $2888789.06   | 0.13%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6AQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142275 | PA      | $131749.81    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                            | L3Harris Technologies Inc                                                        | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199016.62    | 0.01%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352739.16    | 0.02%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                   | US Bancorp                                                                       | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256599.34    | 0.01%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                               | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    839000 | PA      | $859917.81    | 0.04%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24430.99     | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCGW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583095 | PA      | $505354.47    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H4CD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $112999.76    | 0.01%             | 2031-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XM3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    352233 | PA      | $319807.07    | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV5G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14474 | PA      | $14336.58     | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X9MU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46075 | PA      | $44545.52     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220994.98    | 0.01%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23926.94     | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSEP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159651 | PA      | $167861.42    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FNX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265182 | PA      | $267004.22    | 0.01%             | 2045-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    102000 | PA      | $70279.36     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042426<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    875000 | PA      | $876085.00    | 0.04%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175746 | PA      | $176273.66    | 0.01%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                     | Pioneer Natural Resources Co                                                     | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    610000 | PA      | $553516.12    | 0.03%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J8AM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65205 | PA      | $63770.49     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179Q3J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24044 | PA      | $22696.93     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18617 | PA      | $18986.62     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                                        | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $429928.48    | 0.02%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    115000 | PA      | $109675.72    | 0.00%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119519 | PA      | $117525.29    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $55346.84     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                              | San Diego Gas & Electric Co                                                      | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $71995.31     | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316509 | PA      | $271466.27    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNGW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281369 | PA      | $261860.01    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    209000 | PA      | $180096.21    | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DZ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17162 | PA      | $14616.98     | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QWC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454969 | PA      | $471617.00    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249742.78    | 0.01%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    570000 | PA      | $581176.02    | 0.03%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13403 | PA      | $13198.88     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                                     | Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306163 | PA      | $293370.41    | 0.01%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                     | Stanley Black & Decker Inc                                                       | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    385000 | PA      | $354196.05    | 0.02%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                       | Pacific Gas and Electric Co                                                      | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    247000 | PA      | $263028.46    | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184632.02    | 0.01%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45501.13     | 0.00%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                       | Federal Home Loan Banks                                                          | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $148749.20    | 0.01%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37510.45     | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70438.61     | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785KN5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    300000 | PA      | $298887.90    | 0.01%             | 2031-03-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168789 | PA      | $159391.47    | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                       | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45309.96     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                     | Pioneer Natural Resources Co                                                     | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    101000 | PA      | $91692.48     | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBDT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37085 | PA      | $36901.03     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119877 | PA      | $111082.23    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                   | Masco Corp                                                                       | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    345000 | PA      | $309046.38    | 0.01%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                | Owens Corning                                                                    | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32766.01     | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DM2Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112189 | PA      | $92093.63     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1041661 | PA      | $863922.56    | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                   | Kenvue Inc                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122619.81    | 0.01%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                          | Toledo Hospital/The                                                              | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201906.11    | 0.01%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                     | NIKE Inc                                                                         | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346222.09    | 0.02%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDBH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58702 | PA      | $55586.68     | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                     | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $31799.02     | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REVENUE                                  | Indiana Finance Authority                                                        | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     65000 | PA      | $47481.49     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                           | BMO 2025-5C9 Mortgage Trust                                                      | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $209421.69    | 0.01%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                   | Intuit Inc                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226556.14    | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14205000 | PA      | $13914241.41  | 0.63%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132ACHY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46487 | PA      | $46708.66     | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QCYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67286 | PA      | $60749.30     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100407.32    | 0.00%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133B03H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164342 | PA      | $141658.63    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                     | Northern States Power Co/MN                                                      | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22918.70     | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    328000 | PA      | $288629.65    | 0.01%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                          | FS KKR Capital Corp                                                              | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97692.03     | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226739.67    | 0.01%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6RR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    387179 | PA      | $371060.33    | 0.02%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $177002.95    | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                    | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150595.91    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                   | Zoetis Inc                                                                       | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91367.75     | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                  | Truist Bank                                                                      | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249787.59    | 0.01%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1005096 | PA      | $820124.53    | 0.04%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41448 | PA      | $37901.86     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101379.94    | 0.00%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QCYX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41807 | PA      | $37808.79     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYUB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11891 | PA      | $10833.33     | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    377000 | PA      | $345584.13    | 0.02%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042434<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $100033.00    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14052.23     | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8D81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10457 | PA      | $9984.98      | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                                          | Eagle Materials Inc                                                              | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244916.42    | 0.01%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16564 | PA      | $14958.07     | 0.00%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20629 | PA      | $19752.62     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                     | Patterson-UTI Energy Inc                                                         | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10768.34     | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                              | San Diego Gas & Electric Co                                                      | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    368000 | PA      | $280036.86    | 0.01%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69722 | PA      | $60356.12     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33781.94     | 0.00%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QU4A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613913 | PA      | $630560.18    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3740000 | PA      | $3723929.67   | 0.17%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68205.40     | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FDET5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    555000 | PA      | $528938.88    | 0.02%             | 2032-11-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5957812.50   | 0.27%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6A91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14979 | PA      | $13851.98     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                   | Hasbro Inc                                                                       | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69045.03     | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2824500.00   | 0.13%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                           | Republic of Poland Government International Bond                                 | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $379098.67    | 0.02%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                   | Kenvue Inc                                                                       | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236622.71    | 0.01%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                        | AvalonBay Communities Inc                                                        | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311417.15    | 0.01%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102716.67    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55098 | PA      | $47633.42     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    865000 | PA      | $779074.33    | 0.04%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QKYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122198 | PA      | $95411.35     | 0.00%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EL99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63660 | PA      | $64595.63     | 0.00%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYUA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109148 | PA      | $96448.59     | 0.00%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35597.50     | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D55E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24003 | PA      | $22832.49     | 0.00%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                       | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      6000 | PA      | $6012.63      | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19636.10     | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                        | General Dynamics Corp                                                            | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39926.59     | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QCYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355697 | PA      | $321681.21    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                           | Vodafone Group PLC                                                               | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192489.99    | 0.01%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    400000 | PA      | $368172.29    | 0.02%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144899 | PA      | $136168.14    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    485000 | PA      | $301775.23    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10364.82     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                   | Amdocs Ltd                                                                       | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    140000 | PA      | $128624.05    | 0.01%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                          | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $189547.62    | 0.01%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                      | Northwestern University                                                          | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145991.58    | 0.01%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                            | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44405.31     | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220878.24    | 0.01%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDBM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13973 | PA      | $13542.50     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                    | Adobe Inc                                                                        | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177201.02    | 0.01%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    138000 | PA      | $122481.63    | 0.01%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMMH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135878 | PA      | $127406.42    | 0.01%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3840000 | PA      | $3831000.00   | 0.17%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                     | Stanley Black & Decker Inc                                                       | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162408.33    | 0.01%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X73X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29145 | PA      | $27736.35     | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89327.93     | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $292359.74    | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                 | Vontier Corp                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    215000 | PA      | $197268.81    | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                        | AvalonBay Communities Inc                                                        | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51105.43     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    270000 | PA      | $225589.31    | 0.01%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11567.61     | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79393.97     | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269485 | PA      | $220476.11    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116451.04    | 0.01%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W4B63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294365 | PA      | $299310.32    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                        | General Dynamics Corp                                                            | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    141000 | PA      | $118717.22    | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $723455.50    | 0.03%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32197.02     | 0.00%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $134542.19    | 0.01%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDBL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49187 | PA      | $47554.23     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                               | Dallas Fort Worth International Airport                                          | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $129324.98    | 0.01%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                     | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $32021.04     | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16933 | PA      | $16070.23     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                 | Vontier Corp                                                                     | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38473.67     | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                      | Broadcom Corp / Broadcom Cayman Finance Ltd                                      | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    387000 | PA      | $384678.99    | 0.02%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2920000 | PA      | $2874831.25   | 0.13%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                 | QUALCOMM Inc                                                                     | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    355000 | PA      | $296585.39    | 0.01%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63123 | PA      | $58910.21     | 0.00%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                       | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $361115.06    | 0.02%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EL73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169849 | PA      | $170462.23    | 0.01%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118282.61    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109795.91    | 0.00%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    152000 | PA      | $132341.44    | 0.01%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FNY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22469 | PA      | $22884.98     | 0.00%             | 2045-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $213322.10    | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F030421<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24015.00     | 0.00%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $141317.58    | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1062445 | PA      | $869568.64    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                          | FS KKR Capital Corp                                                              | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203429.20    | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $938530.38    | 0.04%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    880000 | PA      | $772977.72    | 0.03%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32178.44     | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                    | Adobe Inc                                                                        | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236458.70    | 0.01%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21620.72     | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XTA92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426452 | PA      | $365619.41    | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33195.14     | 0.00%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1225000 | PA      | $1158307.33   | 0.05%             | 2056-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238359 | PA      | $246713.88    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    194000 | PA      | $159192.55    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                     | NIKE Inc                                                                         | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60908.64     | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KY5Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129207 | PA      | $131596.95    | 0.01%             | 2045-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                                                   | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72160.64     | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $5859140.63   | 0.27%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4560000 | PA      | $4556971.84   | 0.21%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                        | American Homes 4 Rent LP                                                         | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255766.49    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113575.54    | 0.01%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                   | Kenvue Inc                                                                       | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320804.90    | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                           | Vodafone Group PLC                                                               | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $90841.38     | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40631.75     | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                      | Jefferies Financial Group Inc                                                    | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87333.60     | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                       | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276022.41    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                  | Mayo Clinic                                                                      | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    270000 | PA      | $217702.03    | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                   | Nucor Corp                                                                       | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203750.58    | 0.01%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    666836 | PA      | $571712.90    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133BHGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58811 | PA      | $56340.81     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21045 | PA      | $20160.97     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                        | Pepsico Singapore Financing I Pte Ltd                                            | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $100817.32    | 0.00%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WJRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35256 | PA      | $34137.33     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                                                   | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205687.88    | 0.01%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                     | International Business Machines Corp                                             | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117049.66    | 0.01%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                      | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $75751.75     | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42967.50     | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                                   | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    566000 | PA      | $557984.43    | 0.03%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    333186 | PA      | $277183.00    | 0.01%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                     | Northern States Power Co/MN                                                      | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    282000 | PA      | $260851.90    | 0.01%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250245.43    | 0.01%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                     | Fox Corp                                                                         | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99666.59     | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                 | Centene Corp                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    415000 | PA      | $356559.55    | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                           | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    128000 | PA      | $126664.06    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    306000 | PA      | $193318.40    | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336219 | PA      | $312033.40    | 0.01%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99728.65     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $466640.63    | 0.02%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98150.94     | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    495000 | PA      | $528516.68    | 0.02%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3880000 | PA      | $3869693.75   | 0.18%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    117000 | PA      | $104102.80    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    316000 | PA      | $349888.86    | 0.02%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54744.98     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                              | San Diego Gas & Electric Co                                                      | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91876.43     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    535000 | PA      | $503789.75    | 0.02%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47648.17     | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351853 | PA      | $364186.44    | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297929 | PA      | $258126.09    | 0.01%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98822.46     | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    436000 | PA      | $462162.29    | 0.02%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                  | Lennar Corp                                                                      | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135975.19    | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                         | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38176.07     | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43750.56     | 0.00%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                     | Fox Corp                                                                         | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69853.13     | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                            | Tractor Supply Co                                                                | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15458.67     | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129583.44    | 0.01%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                        | AvalonBay Communities Inc                                                        | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    316000 | PA      | $316166.20    | 0.01%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188529.09    | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    381000 | PA      | $235026.92    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CXSA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217628 | PA      | $201259.32    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $65456.94     | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                   | Kenvue Inc                                                                       | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91202.92     | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X73K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24296 | PA      | $20176.08     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24097.13     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                          | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46195.33     | 0.00%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F012627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    575000 | PA      | $445648.58    | 0.02%             | 2056-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    319000 | PA      | $330938.41    | 0.01%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    520000 | PA      | $398621.40    | 0.02%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133BFB74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79540 | PA      | $76210.98     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14620.32     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170097.79    | 0.01%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                          | Vulcan Materials Co                                                              | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198940.87    | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    122000 | PA      | $83876.81     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317921.53    | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44068 | PA      | $44187.28     | 0.00%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                      | Connecticut Light and Power Co/The                                               | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53878.25     | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221402 | PA      | $189130.36    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERSON UNIV                                        | Thomas Jefferson University                                                      | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71177.97     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212133 | PA      | $181080.63    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183832 | PA      | $184911.31    | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427MKF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139855 | PA      | $125428.90    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7925000 | PA      | $7862466.76   | 0.36%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                      | Japan Bank for International Cooperation                                         | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500000 | PA      | $508053.71    | 0.02%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    362000 | PA      | $349729.16    | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200065.51    | 0.01%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                         | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36041.93     | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427N4V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358958 | PA      | $292898.06    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                           | Regency Centers LP                                                               | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124787.71    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                      | Connecticut Light and Power Co/The                                               | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171252.05    | 0.01%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A8ZF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8899 | PA      | $8680.27      | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47711.82     | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5HL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13581 | PA      | $12717.90     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJ2N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325896 | PA      | $266033.89    | 0.01%             | 2052-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QRGA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    710504 | PA      | $724477.85    | 0.03%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                     | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100249.40    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                      | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    101000 | PA      | $94110.59     | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99419.41     | 0.00%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111909 | PA      | $114181.34    | 0.01%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                               | World Omni Auto Receivables Trust 2025-B                                         | CUSIP: 98164TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200886.94    | 0.01%             | 2030-09-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126187.39    | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2945000 | PA      | $2918771.09   | 0.13%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                                 | Centene Corp                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61143.38     | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1487800 | PA      | $1485824.01   | 0.07%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                   | Zoetis Inc                                                                       | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21356.03     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207788.37    | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45622.01     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| SMITH & NEPHEW PLC                                           | Smith & Nephew PLC                                                               | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $40457.62     | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148049 | PA      | $133632.82    | 0.01%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13138.25     | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                 | Linde Inc/CT                                                                     | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    130000 | PA      | $68922.82     | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                     | Aon Corp                                                                         | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54253.02     | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45996 | PA      | $45568.72     | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102696.10    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179T4P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9177 | PA      | $8838.91      | 0.00%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJTX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697815 | PA      | $631875.72    | 0.03%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                        | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28056.53     | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81495 | PA      | $74539.74     | 0.00%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $756728.85    | 0.03%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWGG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9529 | PA      | $9406.71      | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9ZW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $247481.59    | 0.01%             | 2033-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    105000 | PA      | $83440.46     | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                      | Hanover Insurance Group Inc/The                                                  | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25574.21     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                   | Federal National Mortgage Association                                            | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $168181.35    | 0.01%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    305000 | PA      | $291541.36    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                     | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    162389 | PA      | $170995.37    | 0.01%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57988.72     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75040 | PA      | $67547.73     | 0.00%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                               | New Jersey Turnpike Authority                                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    345000 | PA      | $399456.10    | 0.02%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                         | Verizon Master Trust                                                             | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $127262.56    | 0.01%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125400 | PA      | $110196.39    | 0.00%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                 | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115348.02    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4985937.50   | 0.23%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146719.34    | 0.01%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                         | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41273.74     | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2740820.30   | 0.12%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                            | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    718000 | PA      | $729150.58    | 0.03%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                   | Zoetis Inc                                                                       | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48102.41     | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                            | International Finance Corp                                                       | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |    350000 | PA      | $305316.53    | 0.01%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29804.07     | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DHM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193772 | PA      | $181035.21    | 0.01%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $288308.66    | 0.01%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                             | Progressive Corp/The                                                             | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    235000 | PA      | $193068.11    | 0.01%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                           | Smith & Nephew PLC                                                               | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $65729.37     | 0.00%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                     | Caterpillar Financial Services Corp                                              | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49943.99     | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Card issuance Trus                               | WF Card Issuance Trust                                                           | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202473.79    | 0.01%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                   | Hasbro Inc                                                                       | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52456.82     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56528.69     | 0.00%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70935.11     | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4850000 | PA      | $4847090.00   | 0.22%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSBT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    608607 | PA      | $519707.23    | 0.02%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    190000 | PA      | $174816.15    | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205770.69    | 0.01%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                 | KKR & Co Inc                                                                     | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98990.90     | 0.00%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWJ20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196790 | PA      | $193223.33    | 0.01%             | 2053-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4615000 | PA      | $4571734.38   | 0.21%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $165352.57    | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XDT0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57817.01     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6880000 | PA      | $6862262.47   | 0.31%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYUH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152919 | PA      | $131583.72    | 0.01%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                         | Edison International                                                             | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104275.60    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QFCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249514 | PA      | $212200.51    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                         | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79463.30     | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $112674.58    | 0.01%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    178000 | PA      | $138446.81    | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91485.04     | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                           | Vodafone Group PLC                                                               | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $21909.94     | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    122000 | PA      | $124660.89    | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                           | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137471.90    | 0.01%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140K0E79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175328 | PA      | $150797.12    | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183596 | PA      | $166142.70    | 0.01%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                            | General Mills Inc                                                                | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24833.65     | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                     | American Airlines 2017-1 Class AA Pass Through Trust                             | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29562 | PA      | $29014.43     | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                 | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175456.27    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21662 | PA      | $20993.96     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                      | America Movil SAB de CV                                                          | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    305000 | PA      | $264828.99    | 0.01%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133AQPP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90637 | PA      | $78370.38     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D55K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24589 | PA      | $23779.37     | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XQYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63251 | PA      | $62435.58     | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4245000 | PA      | $4190610.94   | 0.19%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74003.87     | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                     | Fox Corp                                                                         | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50722.38     | 0.00%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    470000 | PA      | $313599.04    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179QGD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1199829 | PA      | $1162383.87   | 0.05%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                                | Sales Tax Securitization Corp                                                    | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    170000 | PA      | $136907.87    | 0.01%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                     | NIKE Inc                                                                         | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201350.36    | 0.01%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                                       | Baker Hughes Holdings LLC                                                        | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33202.32     | 0.00%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                        | General Dynamics Corp                                                            | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    246000 | PA      | $246392.55    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192617 | PA      | $166937.10    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91372 | PA      | $84499.87     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40702.12     | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                   | Zoetis Inc                                                                       | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148103.81    | 0.01%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30628 | PA      | $27748.46     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    433000 | PA      | $329639.77    | 0.01%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                       | Commonwealth Edison Co                                                           | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53800.11     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    910000 | PA      | $843255.88    | 0.04%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39711.42     | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                           | Ford Motor Co                                                                    | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    127000 | PA      | $141146.42    | 0.01%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                         | MGIC Investment Corp                                                             | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349750.36    | 0.02%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                         | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $88516.75     | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8H34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317960 | PA      | $312513.61    | 0.01%             | 2035-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4140000 | PA      | $4074018.75   | 0.18%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64049.77     | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                     | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    260000 | PA      | $268266.69    | 0.01%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                             | Progressive Corp/The                                                             | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    155000 | PA      | $127990.02    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                           | Republic of Poland Government International Bond                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    355000 | PA      | $336465.71    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2994960.93   | 0.14%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    150000 | PA      | $140157.25    | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                   | PacifiCorp                                                                       | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74952.93     | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125049 | PA      | $125464.43    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99168.57     | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                | Synchrony Card Funding LLC                                                       | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252933.05    | 0.01%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2298568 | PA      | $2043282.52   | 0.09%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                        | PACCAR Financial Corp                                                            | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406391.27    | 0.02%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302607 | PA      | $279564.79    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    470000 | PA      | $469818.28    | 0.02%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                                   | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120681.04    | 0.01%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                         | Verizon Master Trust                                                             | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $375445.20    | 0.02%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                                                   | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138809.14    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    235000 | PA      | $135057.79    | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                               | Alleghany Corp                                                                   | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55811.93     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     90000 | PA      | $62802.48     | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2022-B34 Mortgage Trust                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $234123.42    | 0.01%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    767325 | PA      | $692660.50    | 0.03%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    313000 | PA      | $224691.21    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                         | Tanger Properties LP                                                             | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81793.42     | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222366 | PA      | $189531.07    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                              | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    520000 | PA      | $476074.10    | 0.02%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94260 | PA      | $80962.75     | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                        | Kentucky Utilities Co                                                            | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26165.03     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                    | Lear Corp                                                                        | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41043.81     | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46718 | PA      | $43358.14     | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92539.18     | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202297.41    | 0.01%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    129000 | PA      | $101236.20    | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2018-BNK11                                                                  | CUSIP: 06540TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188258 | PA      | $186418.99    | 0.01%             | 2061-03-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                     | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $111850.25    | 0.01%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                            | L3Harris Technologies Inc                                                        | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100790.16    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211058.71    | 0.01%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41440.52     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305913.16    | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                             | Progressive Corp/The                                                             | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31060.68     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27071.57     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1409800 | PA      | $1424118.28   | 0.06%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                   | Zoetis Inc                                                                       | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100624.03    | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                   | PacifiCorp                                                                       | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    510000 | PA      | $381955.12    | 0.02%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                        | Kentucky Utilities Co                                                            | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44992.34     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XPNL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1679893 | PA      | $1436594.04   | 0.06%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98532 | PA      | $91336.47     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X3CP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42456 | PA      | $38207.52     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                           | Voya Financial Inc                                                               | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44600.37     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMVA7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $452269.22    | 0.02%             | 2031-04-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                   | Zoetis Inc                                                                       | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100557.50    | 0.00%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNQ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199217 | PA      | $208649.49    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49254.80     | 0.00%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205731.33    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5330000 | PA      | $5328750.75   | 0.24%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130740.93    | 0.01%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWHY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21444 | PA      | $21061.35     | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WGQE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32996 | PA      | $31176.62     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    110000 | PA      | $89895.07     | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2920000 | PA      | $2923421.86   | 0.13%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200520.49    | 0.01%             | 2032-01-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    420000 | PA      | $396272.86    | 0.02%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                                             | Brown University                                                                 | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $85570.25     | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14878.72     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    236000 | PA      | $166482.30    | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                     | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44566.88     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468616.81    | 0.02%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6JR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550392 | PA      | $537928.56    | 0.02%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33650 | PA      | $30387.04     | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    352000 | PA      | $355747.18    | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                       | Mid-America Apartments LP                                                        | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298755.25    | 0.01%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                     | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    325000 | PA      | $344189.38    | 0.02%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJ3H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423431 | PA      | $392440.25    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $64737.96     | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                          | CNH Equipment Trust 2023-A                                                       | CUSIP: 12664QAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101053.56    | 0.00%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    353000 | PA      | $316907.18    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88175.05     | 0.00%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $397959.46    | 0.02%             | 2051-08-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                     | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    234000 | PA      | $234993.89    | 0.01%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                              | Tyson Foods Inc                                                                  | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    138000 | PA      | $138605.51    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62724 | PA      | $60200.72     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QG5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111340 | PA      | $95910.37     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5JD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    409920 | PA      | $415186.97    | 0.02%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59294.88     | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EKG74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175484 | PA      | $167963.78    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                           | Cenovus Energy Inc                                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2193.27      | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                        | Blue Owl Capital Corp                                                            | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230092.17    | 0.01%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327856.80    | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                       | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10350.94     | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W2MD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735881 | PA      | $757945.86    | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                     | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    117000 | PA      | $107981.71    | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                 | Linde Inc/CT                                                                     | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    230000 | PA      | $202076.68    | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2560000 | PA      | $2531200.00   | 0.11%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                     | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4902.72      | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    430000 | PA      | $387909.94    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                           | Valero Energy Corp                                                               | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $55475.40     | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                 | Danaher Corp                                                                     | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56666.05     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                | State of California                                                              | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     75000 | PA      | $87070.28     | 0.00%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    793861 | PA      | $687802.56    | 0.03%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YDH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    727121 | PA      | $714160.18    | 0.03%             | 2053-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90730 | PA      | $81720.31     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    795000 | PA      | $725718.51    | 0.03%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5484101.59   | 0.25%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                     | eBay Inc                                                                         | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299751.45    | 0.01%             | 2035-11-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2251562.50   | 0.10%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    124000 | PA      | $95454.38     | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                            | Union Electric Co                                                                | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     46000 | PA      | $36593.33     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQB95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115747 | PA      | $116490.29    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $604048.38    | 0.03%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                        | PACCAR Financial Corp                                                            | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50249.71     | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    209000 | PA      | $165505.42    | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                      | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    385000 | PA      | $391828.95    | 0.02%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                  | Kemper Corp                                                                      | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     49000 | PA      | $45428.46     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                           | Valero Energy Corp                                                               | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    207000 | PA      | $189239.99    | 0.01%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42656.55     | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8030000 | PA      | $7684960.94   | 0.35%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129026.94    | 0.01%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     23000 | PA      | $15255.98     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31483.49     | 0.00%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                         | Chase Issuance Trust                                                             | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $664330.08    | 0.03%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                              | Xcel Energy Inc                                                                  | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75034.93     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                     | Packaging Corp of America                                                        | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158150.06    | 0.01%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7860000 | PA      | $7837279.65   | 0.35%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XDM5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    275000 | PA      | $221695.06    | 0.01%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | PA      | $8479082.01   | 0.38%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XAM90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127136 | PA      | $120751.35    | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                     | Packaging Corp of America                                                        | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     54000 | PA      | $42939.13     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5GM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2228406 | PA      | $2092547.83   | 0.09%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                      | Sun Communities Operating LP                                                     | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33988.50     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408916 | PA      | $415925.57    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52366 | PA      | $44531.29     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                              | San Diego Gas & Electric Co                                                      | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59441.27     | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                       | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     71000 | PA      | $68980.35     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KEJK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77388 | PA      | $70503.77     | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHWZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227619 | PA      | $203998.91    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                      | European Bank for Reconstruction & Development                                   | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    455000 | PA      | $457076.22    | 0.02%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99733.02     | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                  | Kemper Corp                                                                      | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22333.89     | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DZG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54929 | PA      | $46799.97     | 0.00%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                            | L3Harris Technologies Inc                                                        | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99569.04     | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $231901.76    | 0.01%             | 2057-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8YL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98668 | PA      | $81741.33     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | Barclays Commercial Mortgage Trust 2019-C4                                       | CUSIP: 07335CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23870.23     | 0.00%             | 2052-08-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J9VA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65904 | PA      | $64208.19     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88212.48     | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| PIEDMONT NATURAL GAS CO                                      | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58027.99     | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YDF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55887 | PA      | $52157.01     | 0.00%             | 2053-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                      | Fidelity National Financial Inc                                                  | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125299.47    | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                      | Exxon Mobil Corp                                                                 | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    243000 | PA      | $237847.46    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    315000 | PA      | $205582.74    | 0.01%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2280000 | PA      | $2280000.00   | 0.10%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213017 | PA      | $184537.88    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                              | WW Grainger Inc                                                                  | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75720.30     | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    273000 | PA      | $269551.31    | 0.01%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    305000 | PA      | $292698.75    | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    538042 | PA      | $550389.46    | 0.02%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                             | Black Hills Corp                                                                 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    257000 | PA      | $245997.46    | 0.01%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247720.00    | 0.01%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48038 | PA      | $47222.55     | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AEEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86390 | PA      | $80711.76     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                  | MetLife Inc                                                                      | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259077.63    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YDG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1633424 | PA      | $1559090.43   | 0.07%             | 2053-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KGPZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27645 | PA      | $24921.90     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3754800 | PA      | $3759786.82   | 0.17%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KKU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181565 | PA      | $154391.73    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                            | Novant Health Inc                                                                | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     65000 | PA      | $41473.73     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                              | Xcel Energy Inc                                                                  | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    125000 | PA      | $89461.28     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54619.08     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1008541.84   | 0.05%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    400000 | PA      | $399155.92    | 0.02%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                    | ORIX Corp                                                                        | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $145439.78    | 0.01%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1528388 | PA      | $1271492.16   | 0.06%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                   | PacifiCorp                                                                       | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366197.14    | 0.02%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052631<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1316406.00   | 0.06%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5611800 | PA      | $5686331.72   | 0.26%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                     | Uruguay Government International Bond                                            | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    782667 | PA      | $786866.62    | 0.04%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QDLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130411 | PA      | $122696.57    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQPC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237890 | PA      | $222293.95    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                           | Valero Energy Corp                                                               | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251426.05    | 0.01%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0AK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236928 | PA      | $214108.87    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391655.03    | 0.02%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283995.93    | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q75P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40470 | PA      | $38154.94     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106278.70    | 0.00%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3250000 | PA      | $3031132.81   | 0.14%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| SOUTHWEST GAS CORP                                           | Southwest Gas Corp                                                               | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118703.89    | 0.01%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22750.65     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6A59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79765 | PA      | $73790.13     | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                    | Lear Corp                                                                        | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    108000 | PA      | $103926.76    | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                     | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48568.36     | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                            | Omnicom Group Inc                                                                | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45350.93     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                                | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60138.41     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X4WV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    810844 | PA      | $784828.28    | 0.04%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $282830.90    | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6450000 | PA      | $6519531.00   | 0.29%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKP95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26901 | PA      | $25649.74     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D55A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18987 | PA      | $18361.71     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                     | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    586000 | PA      | $578255.39    | 0.03%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EJCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1685 | PA      | $1670.63      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                            | Omnicom Group Inc                                                                | CUSIP: 681919BU9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36568.45     | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                     | Packaging Corp of America                                                        | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    103000 | PA      | $98591.09     | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454750.90    | 0.02%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    275000 | PA      | $232829.35    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X2G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49582 | PA      | $46273.09     | 0.00%             | 2053-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                  | Textron Inc                                                                      | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91323.37     | 0.00%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31410LXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4206 | PA      | $4192.28      | 0.00%             | 2034-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    172000 | PA      | $137351.89    | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65231.43     | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154203.90    | 0.01%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | BBCMS Mortgage Trust 2021-C9                                                     | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $135443.15    | 0.01%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                             | Berry Global Inc                                                                 | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264489.60    | 0.01%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9064.07      | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    365000 | PA      | $297682.54    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30183 | PA      | $27607.19     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47186.98     | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q8J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32234 | PA      | $30279.03     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X43D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14547 | PA      | $14260.13     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $62376.81     | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    494000 | PA      | $439470.06    | 0.02%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                       | Federal Home Loan Banks                                                          | CUSIP: 3130A3DU5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $298031.20    | 0.01%             | 2027-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                             | RELX Capital Inc                                                                 | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98731.87     | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                                | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42283.47     | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHFL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403515 | PA      | $382964.13    | 0.02%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                                | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    220000 | PA      | $155002.52    | 0.01%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XQYW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499090 | PA      | $443833.82    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $84783.21     | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPDL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187853 | PA      | $170487.56    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     73000 | PA      | $64195.89     | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136BBN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $445515.96    | 0.02%             | 2030-07-25      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $250432.66    | 0.01%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                   | PacifiCorp                                                                       | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40215.59     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71190.01     | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115255.07    | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                             | Commonwealth of Massachusetts                                                    | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    320000 | PA      | $328161.45    | 0.01%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                     | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    135000 | PA      | $138244.54    | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    255000 | PA      | $243572.86    | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                      | Japan Bank for International Cooperation                                         | CUSIP: 471048CY2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    165000 | PA      | $169542.38    | 0.01%             | 2028-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433845.31    | 0.02%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                            | General Mills Inc                                                                | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225697.63    | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384346 | PA      | $329158.20    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YDJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    832488 | PA      | $836787.50    | 0.04%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                      | Entergy Mississippi LLC                                                          | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151301.93    | 0.01%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                     | Uruguay Government International Bond                                            | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    280000 | PA      | $252319.50    | 0.01%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                     | African Development Bank                                                         | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $49878.04     | 0.00%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XM3Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237934 | PA      | $245234.57    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1413671.87   | 0.06%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8100000 | PA      | $8212023.00   | 0.37%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                          | Rockwell Automation Inc                                                          | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    162000 | PA      | $93384.67     | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427NEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241254 | PA      | $230492.94    | 0.01%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28905 | PA      | $27896.46     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    418000 | PA      | $398439.61    | 0.02%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                  | PNC Bank NA                                                                      | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251736.78    | 0.01%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140HGAT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26429 | PA      | $24590.82     | 0.00%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DS4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310585 | PA      | $297539.76    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                  | Nutrien Ltd                                                                      | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92531.16     | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    176000 | PA      | $191833.46    | 0.01%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                        | Reynolds American Inc                                                            | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25579.40     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     85000 | PA      | $54445.29     | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81736 | PA      | $69763.74     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6A42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62554 | PA      | $56621.86     | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                        | American Homes 4 Rent LP                                                         | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     92000 | PA      | $61568.91     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225000 | PA      | $227124.00    | 0.01%             | 2056-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                               | PulteGroup Inc                                                                   | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26788.51     | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329KWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13943 | PA      | $13298.71     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                           | Cenovus Energy Inc                                                               | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $26293.12     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                  | Cencora Inc                                                                      | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148555.26    | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                           | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48091.41     | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171098.52    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                     | Virginia Electric and Power Co                                                   | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79865.48     | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $50637.98     | 0.00%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87519.54     | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                               | American Express Credit Account Master Trust                                     | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102189.15    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40244.01     | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120000 | PA      | $107626.27    | 0.00%             | 2031-11-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                      | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $89390.24     | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22355.63     | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93488.23     | 0.00%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                         | Ares Management Corp                                                             | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93903.45     | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $103440.20    | 0.00%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                     | CSX Corp                                                                         | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21939.16     | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    715000 | PA      | $713790.06    | 0.03%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $364083.17    | 0.02%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60282.40     | 0.00%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    107000 | PA      | $74939.41     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                     | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $197603.50    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155273 | PA      | $147288.33    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $100132.50    | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                            | Omnicom Group Inc                                                                | CUSIP: 681919BQ8<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20191.01     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                            | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    450000 | PA      | $372021.20    | 0.02%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A9TA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49560 | PA      | $47899.72     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                           | Vodafone Group PLC                                                               | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $63274.46     | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                      | America Movil SAB de CV                                                          | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     20000 | PA      | $21135.08     | 0.00%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                     | Baxter International Inc                                                         | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28412.82     | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                                        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $247774.84    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    316000 | PA      | $285697.97    | 0.01%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133APVR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    266072 | PA      | $217198.47    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    254000 | PA      | $241758.00    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47517.81     | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WKUK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31087 | PA      | $30230.58     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    444000 | PA      | $440451.78    | 0.02%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167439.25    | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQ6M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    323114 | PA      | $289375.17    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    152000 | PA      | $143711.93    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91709 | PA      | $87156.93     | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYV89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316527 | PA      | $285074.00    | 0.01%             | 2041-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179433.29    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ETP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76194 | PA      | $78958.04     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                               | Lowe's Cos Inc                                                                   | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101134.23    | 0.00%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60384.63     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $2625158.25   | 0.12%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                  | Cencora Inc                                                                      | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70620.52     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120151.98    | 0.01%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                     | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    212000 | PA      | $132257.44    | 0.01%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61110.73     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Y65P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991196 | PA      | $1015928.96   | 0.05%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                     | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $73836.34     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27937 | PA      | $24027.88     | 0.00%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17332 | PA      | $17042.17     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43065.41     | 0.00%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                      | European Bank for Reconstruction & Development                                   | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    718000 | PA      | $728880.55    | 0.03%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                                       | Brookfield Capital Finance LLC                                                   | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10656.57     | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    852899 | PA      | $764370.22    | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                 | Broadcom Inc                                                                     | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49859.48     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                                                 | Ohio State University/The                                                        | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     50000 | PA      | $50005.72     | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $88224.49     | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                             | ERP Operating LP                                                                 | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20035.64     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1038658 | PA      | $900796.71    | 0.04%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                       | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115995.11    | 0.01%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                     | Uruguay Government International Bond                                            | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    284000 | PA      | $264581.38    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481560 | PA      | $408908.84    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                  | Cencora Inc                                                                      | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41915.47     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                      | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22826.58     | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1082930 | PA      | $883153.60    | 0.04%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                                                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395837.58    | 0.02%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194117 | PA      | $169859.75    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    107000 | PA      | $78136.49     | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40000 | PA      | $38255.59     | 0.00%             | 2029-09-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                        | Norfolk Southern Corp                                                            | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47028.32     | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                     | African Development Bank                                                         | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    460000 | PA      | $458647.55    | 0.02%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                           | Voya Financial Inc                                                               | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49788.65     | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    265000 | PA      | $242242.79    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    206000 | PA      | $220726.76    | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72788.18     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59743.67     | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XC7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130870 | PA      | $121336.99    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                     | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     83000 | PA      | $73421.47     | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                          | Emera US Finance LP                                                              | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $208141.83    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                     | Toyota Motor Credit Corp                                                         | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123864.06    | 0.01%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94897.94     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132AARQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42116 | PA      | $39992.92     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EUH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    688984 | PA      | $713135.27    | 0.03%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114875 | PA      | $89203.90     | 0.00%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                     | Inter-American Investment Corp                                                   | CUSIP: 45828Q2G1<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $498843.21    | 0.02%             | 2028-11-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136BHMZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56194 | PA      | $52433.59     | 0.00%             | 2032-11-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KMK46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1826734 | PA      | $1489440.68   | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                           | Panama Government International Bond                                             | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    380000 | PA      | $406570.76    | 0.02%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Trust 2020-GC45                                           | CUSIP: 36258YBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142599 | PA      | $139215.03    | 0.01%             | 2053-02-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3746100 | PA      | $3691664.48   | 0.17%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    570058 | PA      | $572289.63    | 0.03%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                     | African Development Bank                                                         | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   1365000 | PA      | $1382925.02   | 0.06%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107621 | PA      | $97791.27     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                              | Chevron USA Inc                                                                  | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161380.73    | 0.01%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427NWU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    678580 | PA      | $689184.82    | 0.03%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CFP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11167 | PA      | $10897.44     | 0.00%             | 2037-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    123000 | PA      | $129258.82    | 0.01%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     35000 | PA      | $31231.85     | 0.00%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123302.06    | 0.01%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGLT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202203 | PA      | $189385.53    | 0.01%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $307792.12    | 0.01%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165306 | PA      | $155442.53    | 0.01%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    146000 | PA      | $144641.84    | 0.01%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                     | Inter-American Investment Corp                                                   | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |     30000 | PA      | $30440.72     | 0.00%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288770 | PA      | $270053.16    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418B2M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44807 | PA      | $43048.54     | 0.00%             | 2036-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    830000 | PA      | $649266.43    | 0.03%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XLKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1442036 | PA      | $1307621.93   | 0.06%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                  | TJX Cos Inc/The                                                                  | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    102000 | PA      | $89534.54     | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253267.96    | 0.01%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141168.19    | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    765000 | PA      | $834209.05    | 0.04%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                       | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17685.74     | 0.00%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26231.85     | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    700000 | PA      | $689588.40    | 0.03%             | 2031-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25528.19     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                     | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAS5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $494553.95    | 0.02%             | 2036-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165082 | PA      | $145071.68    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201633.46    | 0.01%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J5JJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    933607 | PA      | $877352.53    | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                     | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $28555.13     | 0.00%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                     | Inter-American Investment Corp                                                   | CUSIP: 45828Q2E6<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |    385000 | PA      | $384378.21    | 0.02%             | 2027-02-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A86W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105974 | PA      | $102031.55    | 0.00%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                     | First American Financial Corp                                                    | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24223.91     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    150000 | PA      | $171113.16    | 0.01%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNVE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3341348 | PA      | $2724093.66   | 0.12%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    476000 | PA      | $436451.34    | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    109000 | PA      | $97958.38     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                         | Telefonica Europe BV                                                             | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     91000 | PA      | $104218.51    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EMNB4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $132291.90    | 0.01%             | 2031-01-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69659 | PA      | $69167.63     | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358933 | PA      | $365748.98    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50299.93     | 0.00%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19648 | PA      | $18830.84     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                      | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $92939.44     | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                       | Mondelez International Inc                                                       | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    345000 | PA      | $339999.67    | 0.02%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    593440 | PA      | $489247.33    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DJ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8341 | PA      | $8272.93      | 0.00%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWWA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37939 | PA      | $37152.78     | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $511961.62    | 0.02%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XABP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108366 | PA      | $102242.27    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249526.03    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCHV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44306 | PA      | $43107.67     | 0.00%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29957.28     | 0.00%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    179000 | PA      | $154179.98    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                   | Eaton Corp                                                                       | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     77000 | PA      | $66800.20     | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFBL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323677 | PA      | $296228.38    | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7345000 | PA      | $7393201.56   | 0.33%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J9NG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340133 | PA      | $339073.39    | 0.02%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                              | Tyson Foods Inc                                                                  | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32204.81     | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                      | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    525000 | PA      | $527864.97    | 0.02%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102285.70    | 0.00%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                               | Air Lease Corp                                                                   | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    173000 | PA      | $171485.13    | 0.01%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                            | Bon Secours Mercy Health Inc                                                     | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165647.87    | 0.01%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XRUC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372950 | PA      | $346662.98    | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122633 | PA      | $111432.14    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                     | EQT Corp                                                                         | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51742.11     | 0.00%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                      | Cboe Global Markets Inc                                                          | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84060.37     | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95214.87     | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                             | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    101000 | PA      | $108298.36    | 0.00%             | 2035-10-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18742 | PA      | $18805.65     | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                         | Cincinnati Financial Corp                                                        | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116899.22    | 0.01%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100832 | PA      | $103361.77    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWNQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141991 | PA      | $132219.98    | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                     | Inter-American Investment Corp                                                   | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |     25000 | PA      | $25365.69     | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80124 | PA      | $74361.59     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    128116 | PA      | $127391.99    | 0.01%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102440.56    | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                              | Weyerhaeuser Co                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24631.34     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427PDF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408958 | PA      | $420031.01    | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                         | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53407.40     | 0.00%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DN4Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    581211 | PA      | $574143.92    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV4A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    768254 | PA      | $717757.59    | 0.03%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199668.17    | 0.01%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    430000 | PA      | $391492.17    | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                               | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    215000 | PA      | $159380.05    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                        | Georgetown University/The                                                        | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64461.06     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122410 | PA      | $127700.65    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                                  | Eni USA Inc                                                                      | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10573.24     | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                           | Province of Quebec Canada                                                        | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $19669.29     | 0.00%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $571863.07    | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    185000 | PA      | $158895.19    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                     | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20080.72     | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60278 | PA      | $57951.73     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                    | Orange SA                                                                        | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    295000 | PA      | $353939.39    | 0.02%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    403000 | PA      | $387257.47    | 0.02%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $201468.93    | 0.01%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234301.99    | 0.01%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    295000 | PA      | $259562.23    | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58117 | PA      | $52673.10     | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78007.51     | 0.00%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    427000 | PA      | $370518.08    | 0.02%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                            | Flowers Foods Inc                                                                | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57113.38     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                           | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318759.02    | 0.01%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45449.64     | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                             | Genuine Parts Co                                                                 | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17716.79     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407402 | PA      | $370191.04    | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153493 | PA      | $130776.80    | 0.01%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85356.60     | 0.00%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277850.06    | 0.01%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307978.84    | 0.01%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WGG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96988 | PA      | $91144.02     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                          | Rio Tinto Alcan Inc                                                              | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    176000 | PA      | $199727.89    | 0.01%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216562 | PA      | $178876.44    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140LNFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523507 | PA      | $427164.22    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNS45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147010 | PA      | $135992.71    | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258012.77    | 0.01%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    112000 | PA      | $126629.52    | 0.01%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162114.05    | 0.01%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                   | Eaton Corp                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    365000 | PA      | $358505.89    | 0.02%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320247 | PA      | $264413.72    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                      | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    910000 | PA      | $922565.98    | 0.04%             | 2030-05-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                       | Mid-America Apartments LP                                                        | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39849.26     | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    310000 | PA      | $284394.74    | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D9QN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468875 | PA      | $439208.51    | 0.02%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136B5NV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95573 | PA      | $92742.15     | 0.00%             | 2029-06-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J6E94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86596 | PA      | $81823.69     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                              | Nevada Power Co                                                                  | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55931.74     | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399230.86    | 0.02%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                           | VICI Properties LP                                                               | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    208000 | PA      | $194544.64    | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217089.08    | 0.01%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230948.84    | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99867.84     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                       | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    260000 | PA      | $285134.18    | 0.01%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                     | Commonwealth Bank of Australia/New York NY                                       | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    510000 | PA      | $516510.61    | 0.02%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                          | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    325000 | PA      | $348607.82    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $264974.85    | 0.01%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                     | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $153929.34    | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAQ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101943.73    | 0.00%             | 2028-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A8XU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9150 | PA      | $8935.33      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                     | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99377.90     | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252441.06    | 0.01%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203774.20    | 0.01%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30957.90     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    735000 | PA      | $690088.69    | 0.03%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215572 | PA      | $186925.66    | 0.01%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                  | TJX Cos Inc/The                                                                  | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9422.62      | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                      | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CH5<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $495728.11    | 0.02%             | 2030-10-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395234.66    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31427MKZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168491 | PA      | $166111.51    | 0.01%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    602000 | PA      | $454494.38    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                         | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109679.75    | 0.00%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400751.93    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    215000 | PA      | $165708.76    | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                                | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    465000 | PA      | $469461.81    | 0.02%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107581.14    | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                     | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1135687.59   | 0.05%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                            | Flowers Foods Inc                                                                | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    710000 | PA      | $650794.73    | 0.03%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    495000 | PA      | $469644.05    | 0.02%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    164000 | PA      | $109718.74    | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    476000 | PA      | $497447.84    | 0.02%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $198678.76    | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                        | Universal Health Services Inc                                                    | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    215000 | PA      | $189996.50    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50428.76     | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                            | Ares Capital Corp                                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35233.55     | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                           | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    306000 | PA      | $253819.89    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                             | Black Hills Corp                                                                 | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    126000 | PA      | $134896.49    | 0.01%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                       | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    456000 | PA      | $403723.28    | 0.02%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWHR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129425 | PA      | $127127.54    | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203428.71    | 0.01%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XAJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52529 | PA      | $41020.27     | 0.00%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F070625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1750000 | PA      | $1831480.00   | 0.08%             | 2056-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11076.19     | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     75000 | PA      | $40578.06     | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50063.77     | 0.00%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                      | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354556.04    | 0.02%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62702 | PA      | $60389.69     | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                     | Anheuser-Busch InBev Finance Inc                                                 | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90349.65     | 0.00%             | 2044-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                          | Rockwell Automation Inc                                                          | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74579.63     | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                            | General Mills Inc                                                                | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18654.06     | 0.00%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38450.89     | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84212 | PA      | $68672.30     | 0.00%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109853.52    | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                   | Eaton Corp                                                                       | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20208.88     | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178659.52    | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    415000 | PA      | $422824.72    | 0.02%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                               | New Jersey Turnpike Authority                                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    200000 | PA      | $237595.35    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104649.95    | 0.00%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                             | Peruvian Government International Bond                                           | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     30000 | PA      | $16193.35     | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250509.33    | 0.01%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                              | Tyson Foods Inc                                                                  | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273375.75    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bank5                                                        | BANK5 2023-5YR1                                                                  | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $114022.31    | 0.01%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    130000 | PA      | $104592.74    | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                 | Assurant Inc                                                                     | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150429.11    | 0.01%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210189.58    | 0.01%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                         | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    218000 | PA      | $168474.94    | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                      | Wisconsin Power and Light Co                                                     | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50706.28     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44530.44     | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                       | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $100270.42    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101632 | PA      | $102178.38    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89359 | PA      | $91047.33     | 0.00%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                       | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    270000 | PA      | $284929.50    | 0.01%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    465000 | PA      | $476449.36    | 0.02%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132ACQ37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58657 | PA      | $58293.24     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DUBK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211332 | PA      | $216937.73    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HBC51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $155341.45    | 0.01%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46550.69     | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    101000 | PA      | $104068.84    | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $308740.13    | 0.01%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82624.14     | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112386.57    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                     | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113616.55    | 0.01%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                            | MyMichigan Health                                                                | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $34768.15     | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                      | Wisconsin Power and Light Co                                                     | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51605.67     | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                      | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251582.47    | 0.01%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    260000 | PA      | $221681.48    | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                                             | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $242192.77    | 0.01%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                               | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599545.76    | 0.03%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    166000 | PA      | $162533.14    | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                      | Procter & Gamble Co/The                                                          | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    241000 | PA      | $238894.98    | 0.01%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNZ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857617 | PA      | $762467.54    | 0.03%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    325000 | PA      | $310477.56    | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                       | Brookfield Finance Inc                                                           | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $35322.20     | 0.00%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                  | Phillips 66                                                                      | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48997.41     | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63442 | PA      | $55237.41     | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $27336.90     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84444.32     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95153.77     | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384661.78    | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1548600 | PA      | $1557915.79   | 0.07%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $196751.92    | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18949 | PA      | $17694.23     | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DN5C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159298 | PA      | $153341.91    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3190262 | PA      | $2766694.94   | 0.13%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    294000 | PA      | $269250.94    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                               | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326960.32    | 0.01%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                               | Honda Auto Receivables 2025-2 Owner Trust                                        | CUSIP: 437921AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100525.54    | 0.00%             | 2029-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                      | Procter & Gamble Co/The                                                          | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    285000 | PA      | $274714.27    | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YKN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59563 | PA      | $55610.22     | 0.00%             | 2053-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     62000 | PA      | $42929.02     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                   | PacifiCorp                                                                       | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    205000 | PA      | $120959.67    | 0.01%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23809 | PA      | $21540.74     | 0.00%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    509000 | PA      | $371698.89    | 0.02%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3142J6A78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    831310 | PA      | $861662.94    | 0.04%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                       | Commonwealth Edison Co                                                           | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77941.01     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                               | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    271000 | PA      | $241219.76    | 0.01%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                       | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    127000 | PA      | $105201.91    | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    493000 | PA      | $326830.12    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                           | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    998000 | PA      | $888873.20    | 0.04%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115840.36    | 0.01%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5DY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $941902.41    | 0.04%             | 2028-12-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    410000 | PA      | $387645.38    | 0.02%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199709.08    | 0.01%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    362000 | PA      | $362963.55    | 0.02%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                           | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103981.25    | 0.00%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    492117 | PA      | $456678.60    | 0.02%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    510000 | PA      | $528863.13    | 0.02%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $735421.64    | 0.03%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CFM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91051 | PA      | $89078.75     | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54105.19     | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                      | Walt Disney Co/The                                                               | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    221000 | PA      | $210376.73    | 0.01%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                           | CNA Financial Corp                                                               | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45246.07     | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120852 | PA      | $103131.94    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KY4G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65415 | PA      | $64774.68     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0A85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84045 | PA      | $74701.34     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FHQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260000 | PA      | $259193.36    | 0.01%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                        | NYU Langone Hospitals                                                            | CUSIP: 62952EAC1<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114458.51    | 0.01%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    607867 | PA      | $549580.02    | 0.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     47000 | PA      | $39427.60     | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                            | CI Financial Corp                                                                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $658654.10    | 0.03%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                               | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $400258.86    | 0.02%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                   | PacifiCorp                                                                       | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88130.73     | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                     | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    262000 | PA      | $266522.19    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                             | Sharp HealthCare                                                                 | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     45000 | PA      | $27708.83     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                              | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48584.94     | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QSPY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20016 | PA      | $20098.01     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245751 | PA      | $212033.32    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                       | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    252000 | PA      | $209848.50    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    925770 | PA      | $758998.38    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                                     | Barrick PD Australia Finance Pty Ltd                                             | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    157000 | PA      | $165062.81    | 0.01%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $81600.42     | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2021-BNK31                                                                  | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $133648.18    | 0.01%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500584.46    | 0.02%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                        | Applied Materials Inc                                                            | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339577.63    | 0.02%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181773.21    | 0.01%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418AHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38792 | PA      | $37853.22     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                           | Vodafone Group PLC                                                               | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $190366.33    | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140L0PR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19243 | PA      | $15707.98     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                     | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    115000 | PA      | $123805.99    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                             | ERP Operating LP                                                                 | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56548.71     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                              | Tyson Foods Inc                                                                  | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97074.02     | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                             | Altria Group Inc                                                                 | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100935.17    | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F8ZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $178992.24    | 0.01%             | 2030-12-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FL2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145000 | PA      | $142658.20    | 0.01%             | 2031-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    559658 | PA      | $466190.54    | 0.02%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                      | Wisconsin Power and Light Co                                                     | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43784.46     | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                     | British Telecommunications PLC                                                   | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $102592.65    | 0.00%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23053.43     | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2355700 | PA      | $2369594.93   | 0.11%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35608.51     | 0.00%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Y6NX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    664180 | PA      | $690695.24    | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F62M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    280000 | PA      | $250609.21    | 0.01%             | 2030-09-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240000 | PA      | $218682.31    | 0.01%             | 2032-06-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7516.77      | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                   | Xilinx Inc                                                                       | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37208.68     | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25718 | PA      | $23333.99     | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                           | CNA Financial Corp                                                               | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201117.28    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QVQS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22967 | PA      | $23185.19     | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                     | Constellation Energy Generation LLC                                              | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $119016.46    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                          | Emera US Finance LP                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42729.74     | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                        | Arrow Electronics Inc                                                            | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102917.83    | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336689 | PA      | $345248.65    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                  | Netflix Inc                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42776.61     | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                             | Welltower OP LLC                                                                 | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    237000 | PA      | $220438.14    | 0.01%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VSK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63493 | PA      | $61101.14     | 0.00%             | 2050-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $193026.60    | 0.01%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $125859.99    | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507867.46    | 0.02%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E0HQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103752 | PA      | $106449.23    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89383.65     | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59104.62     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132CWVQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124758 | PA      | $118070.29    | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    735000 | PA      | $756322.09    | 0.03%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61604.17     | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                     | AXIS Specialty Finance PLC                                                       | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     15000 | PA      | $14974.37     | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251270 | PA      | $242005.65    | 0.01%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                     | Dayton Power & Light Co/The                                                      | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99479.65     | 0.00%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76620.17     | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                         | Adventist Health System/West                                                     | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    157000 | PA      | $107170.11    | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100004.24    | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140Q9MQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20314 | PA      | $20187.69     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434298 | PA      | $419879.42    | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                           | Sonoco Products Co                                                               | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24589.19     | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325900 | PA      | $327987.80    | 0.01%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                         | M&T Bank Corp                                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425062.40    | 0.02%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51817.54     | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                     | Province of British Columbia Canada                                              | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    430000 | PA      | $425600.46    | 0.02%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X44M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45006 | PA      | $45890.10     | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179977.27    | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                     | Willis North America Inc                                                         | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    177000 | PA      | $159489.02    | 0.01%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                     | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203708.72    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    747844 | PA      | $750933.10    | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YKT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1478636 | PA      | $1521028.05   | 0.07%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                        | Oglethorpe Power Corp                                                            | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178665.28    | 0.01%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                         | Targa Resources Corp                                                             | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    195000 | PA      | $204575.49    | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $482612.31    | 0.02%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12845 | PA      | $12518.20     | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                                | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100031.36    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31417AP60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15209 | PA      | $14594.05     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XFRS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2438038 | PA      | $2357094.31   | 0.11%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    185000 | PA      | $153719.46    | 0.01%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EDX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69549 | PA      | $64459.53     | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185436.02    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179U6V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    264429 | PA      | $246782.44    | 0.01%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                     | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164146.23    | 0.01%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ELM92<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $156970.63    | 0.01%             | 2035-06-22      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133AUE53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290470 | PA      | $248311.39    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                      | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    586000 | PA      | $540515.65    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VSL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14613 | PA      | $14510.46     | 0.00%             | 2050-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100614.31    | 0.00%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                    | Apple Inc                                                                        | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    281000 | PA      | $280095.30    | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                               | CSAIL 2017-C8 Commercial Mortgage Trust                                          | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $985414.18    | 0.04%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    260000 | PA      | $274203.69    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XAKU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23464 | PA      | $21795.30     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    285000 | PA      | $296546.72    | 0.01%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67887.04     | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    181000 | PA      | $111535.86    | 0.01%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                               | Fannie Mae-Aces                                                                  | CUSIP: 3136BQSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $503796.10    | 0.02%             | 2033-03-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216731.33    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X4W28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6926 | PA      | $7049.72      | 0.00%             | 2049-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                | UBS AG/London                                                                    | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $218130.99    | 0.01%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $22796.74     | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31415VYB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8259 | PA      | $8566.86      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X6KS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183610 | PA      | $178246.46    | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    530000 | PA      | $526445.74    | 0.02%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                   | Nucor Corp                                                                       | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31029.28     | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29704 | PA      | $30146.66     | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    389000 | PA      | $418701.45    | 0.02%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                            | General Mills Inc                                                                | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    755000 | PA      | $771771.12    | 0.03%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X5ZN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105402 | PA      | $100506.73    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XQJA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200213 | PA      | $185208.35    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHY92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20078 | PA      | $17136.75     | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202375.02    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                      | Connecticut Light and Power Co/The                                               | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39842.49     | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                         | Colgate-Palmolive Co                                                             | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    470000 | PA      | $466512.28    | 0.02%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    105000 | PA      | $73290.14     | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YKP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    315237 | PA      | $300993.63    | 0.01%             | 2053-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33923 | PA      | $31659.39     | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139052 | PA      | $133972.00    | 0.01%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                      | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     65000 | PA      | $71984.61     | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                       | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    151000 | PA      | $154267.05    | 0.01%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5307900 | PA      | $5304375.18   | 0.24%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HN4L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $857253.63    | 0.04%             | 2032-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212907 | PA      | $197410.13    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                         | WEC Energy Group Inc                                                             | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203173.54    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73079.55     | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $164394.98    | 0.01%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49576.90     | 0.00%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    213000 | PA      | $215613.33    | 0.01%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                     | President and Fellows of Harvard College                                         | CUSIP: 740816AT0<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52415.21     | 0.00%             | 2036-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12006.78     | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    400000 | PA      | $402677.43    | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                    | Orange SA                                                                        | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    102000 | PA      | $99918.84     | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWGW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20910 | PA      | $19998.47     | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                          | Southern California Edison Co                                                    | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113994.80    | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                     | Apollo Global Management Inc                                                     | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99547.45     | 0.00%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1197182 | PA      | $1042447.86   | 0.05%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPKS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1860426 | PA      | $1444817.54   | 0.07%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                              | Chevron USA Inc                                                                  | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200878.44    | 0.01%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                            | General Mills Inc                                                                | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284485.49    | 0.01%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                    | Mylan Inc                                                                        | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60171.00     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $138415.63    | 0.01%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                          | Wells Fargo Bank NA                                                              | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53071.60     | 0.00%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                     | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31336.49     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119442.60    | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    368000 | PA      | $374410.40    | 0.02%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330171 | PA      | $335777.97    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151121 | PA      | $149662.26    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $117367.94    | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28037 | PA      | $26892.31     | 0.00%             | 2029-10-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    257000 | PA      | $207367.09    | 0.01%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    933770 | PA      | $967230.64    | 0.04%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167670.28    | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                         | Targa Resources Corp                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52677.68     | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214115.78    | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                              | Chevron USA Inc                                                                  | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201545.85    | 0.01%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X9DB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20763 | PA      | $19304.53     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251226.66    | 0.01%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    170000 | PA      | $135865.39    | 0.01%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                  | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    321000 | PA      | $336734.01    | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQWE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4661051 | PA      | $4003386.96   | 0.18%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                 | Bio-Rad Laboratories Inc                                                         | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94420.55     | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                      | Connecticut Light and Power Co/The                                               | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173922.70    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    311000 | PA      | $294323.55    | 0.01%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    550558 | PA      | $497925.54    | 0.02%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $135269.99    | 0.01%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                     | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    329000 | PA      | $340389.08    | 0.02%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                         | WEC Energy Group Inc                                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203600.51    | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MM5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205889 | PA      | $202414.60    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                 | Assurant Inc                                                                     | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30344.76     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2980000 | PA      | $2997693.75   | 0.14%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461980 | PA      | $399310.32    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                     | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115589.09    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                        | AvalonBay Communities Inc                                                        | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48774.76     | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $362732.92    | 0.02%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                        | Entergy Louisiana LLC                                                            | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    455000 | PA      | $426629.87    | 0.02%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                          | Moody's Corp                                                                     | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148111.01    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                        | Accenture Capital Inc                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196518.00    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                       | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169637.40    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                  | Netflix Inc                                                                      | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    580000 | PA      | $591862.83    | 0.03%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                     | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    140000 | PA      | $138554.29    | 0.01%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20268.26     | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    138000 | PA      | $137113.23    | 0.01%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153869.06    | 0.01%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                         | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    255000 | PA      | $267159.10    | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108863.11    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                                 | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508386.31    | 0.02%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dreyfus Institutional Preferred Government Money Market Fund | Dreyfus Institutional Preferred Government Money Market Fund                     | CUSIP: 26200X100<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |  82164948 | NS      | $82164948.06  | 3.72%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE INC                                        | Helmerich & Payne Inc                                                            | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202238.04    | 0.01%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $79004.98     | 0.00%             | 2050-11-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                     | Duke Energy Progress LLC                                                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101335.49    | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                             | Lazard Group LLC                                                                 | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10072.01     | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106844.56    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                   | Nucor Corp                                                                       | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85271.50     | 0.00%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57062 | PA      | $52886.45     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    413000 | PA      | $405384.16    | 0.02%             | 2033-07-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                     | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    286000 | PA      | $310752.32    | 0.01%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8AT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183468 | PA      | $170689.85    | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                                | Enel Chile SA                                                                    | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    100000 | PA      | $101380.47    | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                       | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49251.64     | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                              | Concentrix Corp                                                                  | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    310000 | PA      | $322168.45    | 0.01%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                                           | Sonoco Products Co                                                               | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    101000 | PA      | $91351.36     | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                             | Welltower OP LLC                                                                 | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49855.80     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                     | Duke Energy Progress LLC                                                         | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155467.51    | 0.01%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                 | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24700.90     | 0.00%             | 2050-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    626188 | PA      | $641821.31    | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                    | Aflac Inc                                                                        | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39976.44     | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                     | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    110000 | PA      | $113091.34    | 0.01%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7260000 | PA      | $6952584.38   | 0.31%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                          | Vulcan Materials Co                                                              | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55005.30     | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $524369.89    | 0.02%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                               | American Express Credit Account Master Trust                                     | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $516296.55    | 0.02%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                       | ConocoPhillips Co                                                                | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204654.40    | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                      | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $665211.31    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                        | Helmerich & Payne Inc                                                            | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50364.67     | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                             | T-Mobile USA Inc                                                                 | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305064.19    | 0.01%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                         | Parker-Hannifin Corp                                                             | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24355.00     | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138WFX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19495 | PA      | $18320.27     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    860000 | PA      | $632806.80    | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198153.93    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                              | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    251000 | PA      | $155445.86    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7644.82      | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                       | Williams Cos Inc/The                                                             | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $45157.09     | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89491.96     | 0.00%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69428.75     | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    266000 | PA      | $155348.79    | 0.01%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QUG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63937 | PA      | $65652.22     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                     | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     41000 | PA      | $42819.92     | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                     | President and Fellows of Harvard College                                         | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $36456.32     | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15766 | PA      | $16176.90     | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164524.47    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                         | Western Digital Corp                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257626.31    | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                     | Apollo Global Management Inc                                                     | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    247000 | PA      | $270221.26    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                            | Korea International Bond                                                         | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    425000 | PA      | $381845.47    | 0.02%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                     | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $57250.24     | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140LV5S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201648 | PA      | $165461.39    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                 | Bio-Rad Laboratories Inc                                                         | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114127.18    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                       | ConocoPhillips Co                                                                | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    311000 | PA      | $226552.55    | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2881700 | PA      | $2899598.04   | 0.13%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQKN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3168076 | PA      | $3114612.17   | 0.14%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1765515 | PA      | $1766883.34   | 0.08%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                         | M&T Bank Corp                                                                    | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352368.36    | 0.02%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROHM & HAAS CO                                               | Rohm and Haas Co                                                                 | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $564996.82    | 0.03%             | 2029-07-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4610700 | PA      | $4479943.41   | 0.20%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMNY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3035647 | PA      | $2593170.65   | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101463.19    | 0.00%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                     | Duke Energy Progress LLC                                                         | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205325.83    | 0.01%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                    | Jabil Inc                                                                        | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50139.05     | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    535000 | PA      | $352612.43    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $47469.58     | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                      | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94144.18     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                   | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50851.62     | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                      | Sierra Pacific Power Co                                                          | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90308.88     | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460682 | PA      | $416009.97    | 0.02%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36845.49     | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    705298 | PA      | $636765.92    | 0.03%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    870000 | PA      | $891405.47    | 0.04%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                            | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59762.14     | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1917325 | PA      | $1731616.89   | 0.08%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                     | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     35000 | PA      | $35605.29     | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    124000 | PA      | $88814.01     | 0.00%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL2C7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     26000 | PA      | $23135.47     | 0.00%             | 2030-07-29      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                     | Baylor Scott & White Holdings                                                    | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31763.12     | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70544.95     | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                        | University of Chicago/The                                                        | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39444.77     | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                         | National Fuel Gas Co                                                             | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77715.27     | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                              | Israel Government International Bond                                             | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    683000 | PA      | $497712.91    | 0.02%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                         | Parker-Hannifin Corp                                                             | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $169706.32    | 0.01%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24086.50     | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QRW33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58847 | PA      | $59162.72     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325144 | PA      | $333322.63    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                     | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    400000 | PA      | $405278.25    | 0.02%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    335200 | PA      | $266682.26    | 0.01%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78222 | PA      | $72570.77     | 0.00%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203384.72    | 0.01%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                             | ERP Operating LP                                                                 | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106988.19    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                                           | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    425000 | PA      | $440393.95    | 0.02%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                     | Prudential Financial Inc                                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4210.64      | 0.00%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                               | Globe Life Inc                                                                   | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67124.33     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2020-BNK25                                                                  | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $112263.07    | 0.01%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                          | Moody's Corp                                                                     | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67466.66     | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DS3E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19816 | PA      | $20561.52     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71274.12     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90366.42     | 0.00%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    557624 | PA      | $550119.53    | 0.02%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212953.63    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                        | Toledo Edison Co/The                                                             | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $27057.86     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                      | Sierra Pacific Power Co                                                          | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49797.84     | 0.00%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                              | Cigna Group/The                                                                  | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25202.70     | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                   | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66663.52     | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    128000 | PA      | $108947.11    | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    915000 | PA      | $934730.68    | 0.04%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     20000 | PA      | $19241.98     | 0.00%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41638.01     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    433561 | PA      | $403536.59    | 0.02%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38565 | PA      | $39221.24     | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F9CT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1073984.45   | 0.05%             | 2030-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64796 | PA      | $60248.43     | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDCT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89921 | PA      | $74147.71     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10718400 | PA      | $10366702.50  | 0.47%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1019915 | PA      | $848485.26    | 0.04%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7816000 | PA      | $7895991.84   | 0.36%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitizati                               | Texas Natural Gas Securitization Finance Corp                                    | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50687.95     | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QSQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362315 | PA      | $375567.51    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138EGCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16419 | PA      | $16448.34     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VT26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11811 | PA      | $11727.57     | 0.00%             | 2050-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                     | Duke Energy Progress LLC                                                         | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37374.83     | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4520000 | PA      | $4517528.10   | 0.20%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5TN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2283968 | PA      | $2312251.67   | 0.10%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195177 | PA      | $160872.45    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70896.10     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                       | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257382.96    | 0.01%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2124197 | PA      | $1767156.51   | 0.08%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                            | Korea International Bond                                                         | CUSIP: 50064FAY0<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $494657.13    | 0.02%             | 2030-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102871.39    | 0.00%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    325000 | PA      | $338356.98    | 0.02%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    219000 | PA      | $206945.11    | 0.01%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196926.60    | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                       | ConocoPhillips Co                                                                | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    228000 | PA      | $221311.04    | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119353.07    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172688 | PA      | $177080.07    | 0.01%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102706.90    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                      | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    780000 | PA      | $684343.59    | 0.03%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    299000 | PA      | $379924.30    | 0.02%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $147099.90    | 0.01%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1644600 | PA      | $1659247.22   | 0.08%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                           | Regal Rexnord Corp                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    116000 | PA      | $122999.85    | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QLDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277592 | PA      | $239636.77    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                          | Kimberly-Clark Corp                                                              | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43178.63     | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3303558 | PA      | $2862207.68   | 0.13%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $44299.25     | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X7XA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13829 | PA      | $13374.05     | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                      | Procter & Gamble Co/The                                                          | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148437.78    | 0.01%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2850000 | PA      | $2831074.20   | 0.13%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    204000 | PA      | $210430.45    | 0.01%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    693765 | PA      | $601079.17    | 0.03%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                     | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42090.13     | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    619671 | PA      | $556865.51    | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37744.76     | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X5YJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203464 | PA      | $193968.85    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99246.70     | 0.00%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51492.65     | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20803 | PA      | $16965.38     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204521 | PA      | $184212.58    | 0.01%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $525639.12    | 0.02%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $173263.66    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                       | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    787000 | PA      | $733645.59    | 0.03%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                       | Valmont Industries Inc                                                           | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4687.05      | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DRQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30030 | PA      | $27370.62     | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHGT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326105 | PA      | $293144.89    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                  | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    280000 | PA      | $187552.81    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                       | Allegion US Holding Co Inc                                                       | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89223.79     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                     | Citizens Financial Group Inc                                                     | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214048.70    | 0.01%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                         | Targa Resources Corp                                                             | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $192265.45    | 0.01%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $128859.94    | 0.01%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                      | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    278000 | PA      | $274852.15    | 0.01%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                               | Idaho Power Co                                                                   | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20470.99     | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    362673 | PA      | $371897.55    | 0.02%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                        | Texas Instruments Inc                                                            | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4088.10      | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8R82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145274 | PA      | $144173.49    | 0.01%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                            | Johnson & Johnson                                                                | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49652.71     | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                                       | Capital Southwest Corp                                                           | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100027.01    | 0.00%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                     | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    257000 | PA      | $261578.06    | 0.01%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105211.77    | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                       | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    560000 | PA      | $498685.00    | 0.02%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XRDQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88851 | PA      | $73510.24     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    260500 | PA      | $214098.35    | 0.01%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $323669.61    | 0.01%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJEJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $49948.63     | 0.00%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                              | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22397.49     | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                     | Asian Infrastructure Investment Bank/The                                         | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |     20000 | PA      | $20564.23     | 0.00%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                             | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102632.96    | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4310000 | PA      | $4275654.69   | 0.19%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93486.96     | 0.00%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5430000 | PA      | $5599687.50   | 0.25%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| ONE GAS INC                                                  | ONE Gas Inc                                                                      | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38743.31     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445582.04    | 0.02%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                     | Willis North America Inc                                                         | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    189000 | PA      | $190493.91    | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212569.13    | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                  | Viatris Inc                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    187000 | PA      | $143768.86    | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                     | Northern States Power Co/MN                                                      | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101081.06    | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                    | Aflac Inc                                                                        | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    121000 | PA      | $106274.14    | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                         | Parker-Hannifin Corp                                                             | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263561.41    | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X8QX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450757 | PA      | $372725.10    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                     | African Development Bank                                                         | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $253903.24    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203697.10    | 0.01%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPMF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152446 | PA      | $150779.27    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                       | Equitable Holdings Inc                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45253.31     | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGNL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133106 | PA      | $110179.26    | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                                  | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    450000 | PA      | $456114.25    | 0.02%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83691 | PA      | $86634.82     | 0.00%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                       | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $125495.37    | 0.01%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41181.69     | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVMK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    345281 | PA      | $356804.77    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                     | Willis North America Inc                                                         | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15417.59     | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    164000 | PA      | $153633.73    | 0.01%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EV64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87579 | PA      | $86007.73     | 0.00%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $107177.97    | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                       | ConocoPhillips Co                                                                | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290467.54    | 0.01%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                                        | RenaissanceRe Finance Inc                                                        | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218629.61    | 0.01%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29173 | PA      | $29351.33     | 0.00%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                     | Citizens Financial Group Inc                                                     | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $328375.55    | 0.01%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHY50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204280 | PA      | $166400.29    | 0.01%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                | Owens Corning                                                                    | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68610.65     | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                             | Bank of Montreal                                                                 | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100154.53    | 0.00%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                   | Nucor Corp                                                                       | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10067.10     | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDU95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109987 | PA      | $99531.60     | 0.00%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                                | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88485.29     | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040420<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $394756.80    | 0.02%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QGEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    783953 | PA      | $666656.44    | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                      | Simon Property Group LP                                                          | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64436.79     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140JANB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65103 | PA      | $61179.82     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                       | Equitable Holdings Inc                                                           | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    148000 | PA      | $132842.05    | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQNY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59549 | PA      | $57322.80     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202343.25    | 0.01%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101276.40    | 0.00%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $171042.25    | 0.01%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    286000 | PA      | $274813.39    | 0.01%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    461000 | PA      | $458661.80    | 0.02%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                          | CommonSpirit Health                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     95000 | PA      | $70855.87     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51287.90     | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                    | Jabil Inc                                                                        | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9981.81      | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350206 | PA      | $309946.29    | 0.01%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9633 | PA      | $9666.55      | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                         | Verizon Master Trust                                                             | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251292.72    | 0.01%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPYD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57522 | PA      | $58268.65     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2018-B2 Mortgage Trust                                                 | CUSIP: 08161CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $49641.96     | 0.00%             | 2051-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                             | Duke Energy Corp                                                                 | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87604.91     | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DSLP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198509 | PA      | $162610.59    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QTCM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178219 | PA      | $187408.07    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                      | Northwestern University                                                          | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61325.05     | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H022622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1275000 | PA      | $1104092.63   | 0.05%             | 2056-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                   | Loews Corp                                                                       | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53762.00     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UQ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400954 | PA      | $376421.07    | 0.02%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                     | Dell Inc                                                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21344.96     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    203000 | PA      | $181662.46    | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                       | UnitedHealth Group Inc                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    433000 | PA      | $357400.07    | 0.02%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                           | Meta Platforms Inc                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     91400 | PA      | $73372.46     | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                      | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198079.78    | 0.01%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $82278.84     | 0.00%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                              | Weyerhaeuser Co                                                                  | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371472.57    | 0.02%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                        | University of Chicago/The                                                        | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39600.18     | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102974.41    | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59118 | PA      | $56025.01     | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4020000 | PA      | $3970378.13   | 0.18%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407197.76    | 0.02%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418E4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68592 | PA      | $70259.83     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4644371.08   | 0.21%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    438000 | PA      | $466954.09    | 0.02%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39876 | PA      | $38373.97     | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                     | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $58300.44     | 0.00%             | 2030-06-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2593267 | PA      | $2159166.68   | 0.10%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QAVP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31065 | PA      | $29117.06     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    907633 | PA      | $755910.31    | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QKK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14088 | PA      | $12773.20     | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                                     | Integris Baptist Medical Center Inc                                              | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18361.19     | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    432000 | PA      | $331704.09    | 0.02%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204353.16    | 0.01%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4540000 | PA      | $4559507.79   | 0.21%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                                     | Standard Chartered Bank/New York                                                 | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $520271.95    | 0.02%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371133 | PA      | $351708.47    | 0.02%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                          | CommonSpirit Health                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    227000 | PA      | $211281.45    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                         | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $514166.16    | 0.02%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4072000 | PA      | $4110334.05   | 0.19%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                         | Western Digital Corp                                                             | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    510000 | PA      | $470003.99    | 0.02%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31115 | PA      | $29452.49     | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $5770093.75   | 0.26%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                      | Reinsurance Group of America Inc                                                 | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148797.64    | 0.01%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QC2B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89467 | PA      | $85250.79     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $229715.28    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                     | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70472.49     | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                                               | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197586.55    | 0.01%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48252.16     | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    992098 | PA      | $895490.38    | 0.04%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                              | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46820.05     | 0.00%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2995000 | PA      | $2976398.23   | 0.13%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP                                               | NewMarket Corp                                                                   | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22892.01     | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                          | Vulcan Materials Co                                                              | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57078.61     | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                       | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89379.64     | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98867.87     | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478405 | PA      | $459939.67    | 0.02%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                          | Emerson Electric Co                                                              | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26808.79     | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3138ELGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3048 | PA      | $3021.70      | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4555000 | PA      | $4525819.53   | 0.20%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418AJK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14267 | PA      | $13912.05     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    195000 | PA      | $170655.37    | 0.01%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5EP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5579 | PA      | $5242.92      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                       | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     80000 | PA      | $52973.65     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $220548.32    | 0.01%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57899.90     | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                       | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    180000 | PA      | $169050.39    | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                          | LYB International Finance III LLC                                                | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    289000 | PA      | $177516.87    | 0.01%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                          | CommonSpirit Health                                                              | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    510000 | PA      | $403549.00    | 0.02%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    452000 | PA      | $454063.62    | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                    | ORIX Corp                                                                        | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200212.43    | 0.01%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10076.20     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26203 | PA      | $23654.79     | 0.00%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCJH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102255 | PA      | $95109.64     | 0.00%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DNDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157786 | PA      | $154212.65    | 0.01%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $286422.61    | 0.01%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    347253 | PA      | $300860.50    | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                     | Baxter International Inc                                                         | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $40845.06     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                       | Private Export Funding Corp                                                      | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47222.30     | 0.00%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                      | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $59815.15     | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                  | Rayonier LP                                                                      | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58983.62     | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                           | Union Pacific Corp                                                               | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37000.66     | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $51579.75     | 0.00%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437887.97    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                          | Emerson Electric Co                                                              | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50757.46     | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                         | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    267000 | PA      | $318725.41    | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                     | Public Service Enterprise Group Inc                                              | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15659.39     | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179X2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56296 | PA      | $58452.99     | 0.00%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                       | Brookfield Finance Inc                                                           | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    194000 | PA      | $197405.26    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3820000 | PA      | $3835817.17   | 0.17%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                         | Juniper Networks Inc                                                             | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120034.29    | 0.01%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44830.87     | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $108975.06    | 0.00%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                          | CommonSpirit Health                                                              | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58082.21     | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124329.25    | 0.01%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EER7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194220 | PA      | $180006.87    | 0.01%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                           | University of Notre Dame du Lac                                                  | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23252.62     | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                       | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    195000 | PA      | $169736.88    | 0.01%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179M2N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111767 | PA      | $100642.76    | 0.00%             | 2043-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138628 | PA      | $120420.83    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $207269.02    | 0.01%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                  | Hubbell Inc                                                                      | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152920.47    | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43622.08     | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91086QAG3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    260000 | PA      | $307271.37    | 0.01%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KPMB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230512 | PA      | $221358.16    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1975000 | PA      | $1971251.45   | 0.09%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2699296.88   | 0.12%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                     | RTX Corp                                                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281764.16    | 0.01%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206758.25    | 0.01%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416453 | PA      | $396719.37    | 0.02%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    595000 | PA      | $360493.47    | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                      | Spectra Energy Partners LP                                                       | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    195000 | PA      | $164854.80    | 0.01%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                                     | Edwards Lifesciences Corp                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    338000 | PA      | $340287.90    | 0.02%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                     | Public Service Enterprise Group Inc                                              | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    338000 | PA      | $362751.31    | 0.02%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52927.65     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3408343 | PA      | $2777522.59   | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XCB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395442 | PA      | $341920.84    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                        | Entergy Louisiana LLC                                                            | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92214.83     | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260255.79    | 0.01%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2680000 | PA      | $2659900.00   | 0.12%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                           | Province of Quebec Canada                                                        | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $200952.31    | 0.01%             | 2035-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                      | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     55000 | PA      | $61958.18     | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                         | Targa Resources Corp                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $92935.57     | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGVF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18919 | PA      | $16531.10     | 0.00%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                   | Ecolab Inc                                                                       | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35878.18     | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001ABC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246177.66    | 0.01%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F062622<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3375000 | PA      | $3495116.25   | 0.16%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200686.32    | 0.01%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                     | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202464.62    | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180373.58    | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                  | Phillips 66                                                                      | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374232.17    | 0.02%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XTCF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273379 | PA      | $233785.38    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                                                | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    329000 | PA      | $372902.47    | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                       | International Paper Co                                                           | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199531.86    | 0.01%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XGMU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35936 | PA      | $33237.74     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                              | DTE Electric Co                                                                  | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204882.28    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36181.97     | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4954900 | PA      | $2993069.28   | 0.14%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100030.59    | 0.00%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95932.06     | 0.00%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                  | Southern Co/The                                                                  | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    168000 | PA      | $174538.82    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237872 | PA      | $233019.66    | 0.01%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                     | Province of British Columbia Canada                                              | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $517171.43    | 0.02%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3950000 | PA      | $3982865.22   | 0.18%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO GAS CAPITAL                                      | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    139000 | PA      | $90339.74     | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                 | VeriSign Inc                                                                     | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    236000 | PA      | $236108.19    | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                     | PG&E Energy Recovery Funding LLC                                                 | CUSIP: 71710TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28323 | PA      | $26200.33     | 0.00%             | 2031-07-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KK5P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63998 | PA      | $52935.08     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                          | Quanta Services Inc                                                              | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40866.49     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39512.21     | 0.00%             | 2027-03-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $81812.07     | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                          | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33002.52     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYXK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17152 | PA      | $16849.75     | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                         | Federal Realty OP LP                                                             | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96512.60     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133L7X36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118352 | PA      | $110146.13    | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                     | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    254000 | PA      | $250893.23    | 0.01%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1768100 | PA      | $1741716.62   | 0.08%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    610000 | PA      | $629919.81    | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2562000 | PA      | $1781790.94   | 0.08%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67555.82     | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                         | Shell Finance US Inc                                                             | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $137913.33    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    283000 | PA      | $237770.05    | 0.01%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46629.98     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                  | Nutrien Ltd                                                                      | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19998.66     | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10280200 | PA      | $9652947.12   | 0.44%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93736.06     | 0.00%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47339.03     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378991 | PA      | $324219.66    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XRFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83013 | PA      | $76983.43     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J5LM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4091 | PA      | $4062.40      | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 31329PBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46530 | PA      | $43737.58     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                      | KeyCorp                                                                          | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52076.71     | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4625000 | PA      | $4693290.99   | 0.21%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                       | NBCUniversal Media LLC                                                           | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42532.75     | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                  | Southern Co/The                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15756.58     | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88848.32     | 0.00%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     75000 | PA      | $70601.08     | 0.00%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                | Wachovia Corp                                                                    | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $215490.84    | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                           | Province of Quebec Canada                                                        | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    635000 | PA      | $571073.86    | 0.03%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154000 | PA      | $162782.97    | 0.01%             | 2058-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43033.66     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQV78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39002 | PA      | $40084.63     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                              | Weyerhaeuser Co                                                                  | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     41000 | PA      | $31484.60     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                  | Southern Co/The                                                                  | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58032.70     | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6230000 | PA      | $4569315.63   | 0.21%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                      | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37656.57     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                  | Exelon Corp                                                                      | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200380.70    | 0.01%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                            | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    189000 | PA      | $178466.32    | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6FE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152589 | PA      | $154432.86    | 0.01%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                      | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205276.14    | 0.01%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KRC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    397647 | PA      | $405196.85    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                                 | World Omni Select Auto Trust 2024-A                                              | CUSIP: 98164LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $81063.72     | 0.00%             | 2030-06-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                       | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49809.45     | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                     | Trane Technologies Holdco Inc                                                    | CUSIP: 45687AAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $26999.58     | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184552.74    | 0.01%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                     | PG&E Energy Recovery Funding LLC                                                 | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $18205.77     | 0.00%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5270000 | PA      | $5396397.63   | 0.24%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    270000 | PA      | $262602.44    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    460000 | PA      | $419652.09    | 0.02%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29272.24     | 0.00%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359317 | PA      | $365789.61    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut                               | Capital One Multi-Asset Execution Trust                                          | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99653.63     | 0.00%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                            | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34416.32     | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                      | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150254 | PA      | $157117.18    | 0.01%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    160000 | PA      | $126755.34    | 0.01%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                     | Baxter International Inc                                                         | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402986.66    | 0.02%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                          | Global Payments Inc                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25290.20     | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2017-BNK6                                                                   | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45110 | PA      | $44645.78     | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    236000 | PA      | $234861.16    | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3245000 | PA      | $3343617.56   | 0.15%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    143000 | PA      | $158648.15    | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1660856 | PA      | $1536519.51   | 0.07%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DSK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    844133 | PA      | $755729.24    | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100985.21    | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                          | Global Payments Inc                                                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40574.75     | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY RECOVERY FND                                     | PG&E Energy Recovery Funding LLC                                                 | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $71380.52     | 0.00%             | 2036-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XMH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83132 | PA      | $83339.72     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                     | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    564000 | PA      | $568272.80    | 0.03%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $311651.52    | 0.01%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                            | Hormel Foods Corp                                                                | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36140.13     | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140W3RW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    817723 | PA      | $853469.41    | 0.04%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                     | Ameriprise Financial Inc                                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99402.11     | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192820 | PA      | $183381.42    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae                                                                       | CUSIP: 21H062628<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2575000 | PA      | $2662575.75   | 0.12%             | 2056-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                      | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49957.59     | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                               | CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CUSIP: 12652UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32439 | PA      | $32253.69     | 0.00%             | 2051-04-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                       | Mondelez International Inc                                                       | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329882.34    | 0.01%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN                               | University of Virginia                                                           | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $61222.60     | 0.00%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                     | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $99453.88     | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                        | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    398000 | PA      | $391577.38    | 0.02%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                  | Nutrien Ltd                                                                      | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $73797.14     | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL3J1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $132588.66    | 0.01%             | 2030-08-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                  | Polaris Inc                                                                      | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406171.09    | 0.02%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48194.54     | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206080.70    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YMJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89658 | PA      | $89998.09     | 0.00%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVKN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139981 | PA      | $135761.54    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                     | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $252344.67    | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    195000 | PA      | $183697.22    | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $399306.99    | 0.02%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5KW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152398 | PA      | $154191.73    | 0.01%             | 2055-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNC28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93231 | PA      | $96035.96     | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133ARVS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19162 | PA      | $15635.37     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                               | BBCMS Mortgage Trust 2023-C20                                                    | CUSIP: 07336DAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1024837.53   | 0.05%             | 2056-07-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    320000 | PA      | $267172.17    | 0.01%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                     | Constellation Brands Inc                                                         | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133429.07    | 0.01%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    800000 | PA      | $804706.73    | 0.04%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XL3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    436531 | PA      | $408801.18    | 0.02%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                        | Svensk Exportkredit AB                                                           | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    350000 | PA      | $353494.91    | 0.02%             | 2028-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $49788.19     | 0.00%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6565000 | PA      | $6197770.31   | 0.28%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    265000 | PA      | $260364.58    | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YMK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38885 | PA      | $39590.19     | 0.00%             | 2053-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                          | CommonSpirit Health                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43586.55     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    131000 | PA      | $124460.22    | 0.01%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                           | Ameren Illinois Co                                                               | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    110000 | PA      | $69606.04     | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPHX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57563 | PA      | $53616.40     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                  | Equifax Inc                                                                      | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    434000 | PA      | $443266.17    | 0.02%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7542 | PA      | $7455.52      | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142828 | PA      | $128332.59    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                      | KeyCorp                                                                          | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39187.97     | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20000 | PA      | $17713.30     | 0.00%             | 2034-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                       | Philip Morris International Inc                                                  | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124138.15    | 0.01%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                | Westlake Corp                                                                    | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    340000 | PA      | $265448.46    | 0.01%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                       | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     28000 | PA      | $23627.93     | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179XS98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38486 | PA      | $35932.14     | 0.00%             | 2053-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                     | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125010.32    | 0.01%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                       | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $253334.09    | 0.01%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                                | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     95000 | PA      | $62893.62     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44592.22     | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC                                       | Jones Lang LaSalle Inc                                                           | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53408.92     | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XAMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1980285 | PA      | $1699642.49   | 0.08%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                     | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EL3L6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    136000 | PA      | $123599.42    | 0.01%             | 2029-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                            | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40138.28     | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291708.28    | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                  | Equifax Inc                                                                      | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89213.47     | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $71191.72     | 0.00%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                      | Washington Gas Light Co                                                          | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    149000 | PA      | $108352.31    | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X9UT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14231 | PA      | $12303.07     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7745000 | PA      | $4263380.47   | 0.19%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                     | Affiliated Managers Group Inc                                                    | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63886.27     | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140J8E25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32953 | PA      | $32628.85     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                       | Federal Home Loan Banks                                                          | CUSIP: 3130ATUS4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     35000 | PA      | $35416.77     | 0.00%             | 2027-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KQPM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396673 | PA      | $401445.28    | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                               | McCormick & Co Inc/MD                                                            | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13263.35     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                              | DTE Electric Co                                                                  | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205747.62    | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                     | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50933.21     | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16885.89     | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    153000 | PA      | $154862.36    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    110000 | PA      | $79401.02     | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174248 | PA      | $158671.32    | 0.01%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X9VU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24126 | PA      | $23336.30     | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147037 | PA      | $140111.74    | 0.01%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                     | Province of British Columbia Canada                                              | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    220000 | PA      | $193304.53    | 0.01%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4544000 | PA      | $3055840.00   | 0.14%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KYXC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33987 | PA      | $33388.36     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    454000 | PA      | $455954.69    | 0.02%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SIMMONS FIRST NTL CORP                                       | Simmons First National Corp                                                      | CUSIP: 828730AC5<br>LEI: 549300IVR5AJKUVOGN05 | Long             | DBT              | CORP              | US        |    625000 | PA      | $632541.43    | 0.03%             | 2035-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    346000 | PA      | $247159.43    | 0.01%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                      | Magna International Inc                                                          | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $316121.33    | 0.01%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $488984.38    | 0.02%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15219.05     | 0.00%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65601.30     | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                       | Brookfield Finance Inc                                                           | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $284229.46    | 0.01%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                     | Wisconsin Electric Power Co                                                      | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69337.09     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252153.56    | 0.01%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5KX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    786737 | PA      | $804839.38    | 0.04%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1304727 | PA      | $1130417.36   | 0.05%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                      | Honeywell International Inc                                                      | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114157.66    | 0.01%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                     | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100191.30    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                 | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167268.30    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    379539 | PA      | $314814.40    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $182567.87    | 0.01%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    310000 | PA      | $288900.85    | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                       | BP Capital Markets America Inc                                                   | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164595.07    | 0.01%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139685.30    | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                      | Digital Realty Trust LP                                                          | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95727.84     | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                 | NNN REIT Inc                                                                     | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10425.50     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8795.80      | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                             | Alabama Power Co                                                                 | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47148.77     | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139982 | PA      | $130640.09    | 0.01%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     52000 | PA      | $55028.97     | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140MAVR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20271 | PA      | $18789.40     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                     | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    125000 | PA      | $123950.53    | 0.01%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                    | Hess Corp                                                                        | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    345000 | PA      | $388353.82    | 0.02%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4515000 | PA      | $4016233.59   | 0.18%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                      | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44660.39     | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                          | Kimco Realty OP LLC                                                              | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10997.35     | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                                | Sales Tax Securitization Corp                                                    | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $26036.00     | 0.00%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132E06F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327235 | PA      | $306448.10    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                      | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92319.36     | 0.00%             | 2028-07-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $46054.32     | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     96000 | PA      | $99451.89     | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                     | PeaceHealth Obligated Group                                                      | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $7866.38      | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2728276 | PA      | $2220792.14   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140KSF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20479 | PA      | $18546.24     | 0.00%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    578421 | PA      | $481198.24    | 0.02%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6040000 | PA      | $5511500.00   | 0.25%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EFB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35981 | PA      | $34307.32     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179UZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122017 | PA      | $117420.50    | 0.01%             | 2049-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40285.20     | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                        | Suzano Netherlands BV                                                            | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     65000 | PA      | $64662.48     | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                         | Sabra Health Care LP                                                             | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    202000 | PA      | $197740.57    | 0.01%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                     | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263535.32    | 0.01%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5330000 | PA      | $4491357.81   | 0.20%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                      | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    445000 | PA      | $436429.99    | 0.02%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11675000 | PA      | $11493490.18  | 0.52%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XKRL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33616 | PA      | $32256.20     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $74002.78     | 0.00%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45541 | PA      | $43480.08     | 0.00%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                            | Lam Research Corp                                                                | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     44000 | PA      | $28620.78     | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                      | BMW Vehicle Lease Trust 2025-1                                                   | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151202.22    | 0.01%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                                   | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    574000 | PA      | $635105.84    | 0.03%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418FR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1364176 | PA      | $1363774.25   | 0.06%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                         | Boston Properties LP                                                             | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    122000 | PA      | $106623.15    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                               | AmeriCredit Automobile Receivables Trust 2023-2                                  | CUSIP: 03065UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152720.20    | 0.01%             | 2029-07-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    245000 | PA      | $179362.46    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4150000 | PA      | $3581968.75   | 0.16%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                           | Province of Quebec Canada                                                        | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     55000 | PA      | $61762.22     | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36202FEH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21140 | PA      | $21214.74     | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                               | Microsoft Corp                                                                   | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50153.06     | 0.00%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132A5EC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85126 | PA      | $82639.65     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                        | PG&E Recovery Funding LLC                                                        | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85300.92     | 0.00%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                  | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    106000 | PA      | $101831.88    | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                 | NNN REIT Inc                                                                     | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17628.85     | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36838.08     | 0.00%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5600000 | PA      | $4510625.00   | 0.20%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38952 | PA      | $39201.91     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                       | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197239.97    | 0.01%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75383.15     | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IDAHO ENERGY RESOURCES AUTH TR                               | Idaho Energy Resources Authority                                                 | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $31663.73     | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                        | Molson Coors Beverage Co                                                         | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97242.59     | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231717.53    | 0.01%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     95000 | PA      | $94873.74     | 0.00%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                         | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $262401.79    | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                         | Boston Properties LP                                                             | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    426000 | PA      | $399771.14    | 0.02%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                         | Westpac Banking Corp                                                             | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    109000 | PA      | $108227.19    | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                           | nVent Finance Sarl                                                               | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $89736.36     | 0.00%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                            | Chile Government International Bond                                              | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    350000 | PA      | $348391.97    | 0.02%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                                      | American Express Credit Corp                                                     | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49706.48     | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    270000 | PA      | $245551.08    | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                               | AmeriCredit Automobile Receivables Trust 2023-2                                  | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $410941.68    | 0.02%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                     | Agree LP                                                                         | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    410000 | PA      | $391799.64    | 0.02%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                            | Lam Research Corp                                                                | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    625000 | PA      | $389204.89    | 0.02%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                           | Ameren Illinois Co                                                               | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75149.13     | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EFA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37326 | PA      | $34594.22     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                 | Synopsys Inc                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255609.24    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75656.23     | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40501 | PA      | $36627.76     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                                         | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    508000 | PA      | $523773.07    | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                 | NNN REIT Inc                                                                     | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     76000 | PA      | $47647.53     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                      | International Bank for Reconstruction & Development                              | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     30000 | PA      | $29265.31     | 0.00%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                  | Polaris Inc                                                                      | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53152.19     | 0.00%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179YMM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87336 | PA      | $90683.03     | 0.00%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                       | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     36000 | PA      | $25144.18     | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QNCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1263022 | PA      | $1028931.90   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                     | Take-Two Interactive Software Inc                                                | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131446.50    | 0.01%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DPAX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53020 | PA      | $53466.32     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6495000 | PA      | $6649256.25   | 0.30%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                                   | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    197000 | PA      | $186309.55    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                 | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338735.02    | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                      | Magna International Inc                                                          | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18551.32     | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145060.14    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                        | Washington University/The                                                        | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18864.06     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                            | Southern Power Co                                                                | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96532.79     | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                                              | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25983.16     | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5705000 | PA      | $4739607.03   | 0.21%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    330000 | PA      | $225467.64    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XDEL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250637 | PA      | $242911.98    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133AREZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182149 | PA      | $155768.79    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                            | Kirby Corp                                                                       | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55122.52     | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203776.43    | 0.01%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30000 | PA      | $27139.23     | 0.00%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                           | Honda Motor Co Ltd                                                               | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    415000 | PA      | $409053.17    | 0.02%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4895000 | PA      | $4959629.27   | 0.22%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                     | Trane Technologies Holdco Inc                                                    | CUSIP: 45687AAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $67409.69     | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105967.20    | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                             | Bank of Montreal                                                                 | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49378.59     | 0.00%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                      | Illinois Tool Works Inc                                                          | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    215000 | PA      | $181807.38    | 0.01%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HP INC                                                       | HP Inc                                                                           | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    397000 | PA      | $391717.02    | 0.02%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418EFF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63984 | PA      | $60421.39     | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                       | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110054.24    | 0.00%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101707.95    | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                        | Dominion Energy South Carolina Inc                                               | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64398.47     | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157552 | PA      | $146737.16    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                         | Boston Properties LP                                                             | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26223.17     | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                          | Leggett & Platt Inc                                                              | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123233.62    | 0.01%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XG5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203717 | PA      | $167018.43    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2022-B35 Mortgage Trust                                                | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $236541.30    | 0.01%             | 2055-05-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                           | Honda Motor Co Ltd                                                               | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $50319.38     | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                     | Take-Two Interactive Software Inc                                                | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414322.30    | 0.02%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                     | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109583.61    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJ5Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120570 | PA      | $117401.93    | 0.01%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1980300 | PA      | $1377546.19   | 0.06%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249266.26    | 0.01%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                      | Magna International Inc                                                          | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $67658.62     | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                  | PepsiCo Inc                                                                      | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     68000 | PA      | $59681.83     | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                                    | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153750.12    | 0.01%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                       | NBCUniversal Media LLC                                                           | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54059.69     | 0.00%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     95000 | PA      | $76536.35     | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                         | Boston Properties LP                                                             | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579015.74    | 0.03%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2021-BNK37                                                                  | CUSIP: 06540LBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $88633.81     | 0.00%             | 2064-11-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BXHC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $47433.94     | 0.00%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    240000 | PA      | $228807.19    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28500.59     | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2145000 | PA      | $2124639.25   | 0.10%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                            | Southern Power Co                                                                | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42922.94     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                      | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49724.06     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    833700 | PA      | $594402.05    | 0.03%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                          | Global Payments Inc                                                              | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    175000 | PA      | $130353.43    | 0.01%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                      | Digital Realty Trust LP                                                          | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258858.02    | 0.01%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    391648 | PA      | $364526.26    | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306625 | PA      | $253539.14    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                          | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23683.27     | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XJ5Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17703 | PA      | $17019.38     | 0.00%             | 2038-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8005500 | PA      | $7585211.25   | 0.34%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DQND4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    316958 | PA      | $258848.15    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                             | Kilroy Realty LP                                                                 | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206585.49    | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $207062.28    | 0.01%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                                | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121533.43    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                       | International Paper Co                                                           | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    113000 | PA      | $99603.57     | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                 | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142901.38    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                      | Trustees of Princeton University/The                                             | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    288000 | PA      | $179169.31    | 0.01%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97516 | PA      | $98032.72     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                     | PeaceHealth Obligated Group                                                      | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $165092.16    | 0.01%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     86000 | PA      | $89296.04     | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                     | EIDP Inc                                                                         | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28983.66     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3142GQK68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174401 | PA      | $183369.62    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    150000 | PA      | $113058.26    | 0.01%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                          | Quanta Services Inc                                                              | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138112.95    | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    923159 | PA      | $923027.46    | 0.04%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $45624.96     | 0.00%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1489517 | PA      | $1281109.16   | 0.06%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DMZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178574 | PA      | $154351.01    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                   | AbbVie Inc                                                                       | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44435.14     | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133BA5P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1117613 | PA      | $993617.91    | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                  | Citibank NA                                                                      | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256503.74    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125390 | PA      | $102462.87    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QBPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158467 | PA      | $148531.37    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                                   | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    195000 | PA      | $112644.18    | 0.01%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                  | Textron Inc                                                                      | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348366.52    | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205914.68    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QQLX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227825 | PA      | $232557.81    | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                                 | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $136631.86    | 0.01%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4103000 | PA      | $4048667.29   | 0.18%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                        | Washington University/The                                                        | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    125000 | PA      | $90901.90     | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK CORP                                         | SOUTHSTATE BANK CORP                                                             | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209735.51    | 0.01%             | 2035-06-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                             | Alabama Power Co                                                                 | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54610.99     | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                           | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    750000 | PA      | $739076.41    | 0.03%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                     | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    180000 | PA      | $117512.37    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                             | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79636.43     | 0.00%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418CQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247830 | PA      | $232086.78    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XL3N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271771 | PA      | $279306.92    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                        | Mexico Government International Bond                                             | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     50000 | PA      | $50135.42     | 0.00%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133GGSJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    384096 | PA      | $347405.23    | 0.02%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                               | Regents of the University of California Medical Center Pooled Revenue            | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $337573.89    | 0.02%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7330000 | PA      | $7473736.68   | 0.34%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XNBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548288 | PA      | $509304.52    | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                  | Nutrien Ltd                                                                      | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $514957.82    | 0.02%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QEZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25557 | PA      | $24081.77     | 0.00%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                     | University of Southern California                                                | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60004.65     | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                  | Textron Inc                                                                      | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     84000 | PA      | $82870.29     | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XBGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149472 | PA      | $127069.80    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QERX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128081 | PA      | $110690.91    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29575.07     | 0.00%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                       | Regions Financial Corp                                                           | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44500.62     | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                   | Humana Inc                                                                       | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     56000 | PA      | $49802.10     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QPAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77693 | PA      | $74453.34     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $247196.14    | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                               | Mercedes-Benz Auto Lease Trust 2025-A                                            | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152378.75    | 0.01%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140X5JV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50992 | PA      | $46038.72     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                    | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040438<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $73970.93     | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166290 | PA      | $167137.05    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152553.21    | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CDW LLC/CDW FINANCE                                          | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $192821.33    | 0.01%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2648000 | PA      | $2520565.00   | 0.11%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | Paramount Global                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    320000 | PA      | $218200.82    | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                       | Corp Andina de Fomento                                                           | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    355000 | PA      | $349270.54    | 0.02%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                               | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324229 | PA      | $296984.56    | 0.01%             | 2054-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20329.44     | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KRCF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214965 | PA      | $223057.18    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1805000 | PA      | $1823332.03   | 0.08%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4853900 | PA      | $4648367.67   | 0.21%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140XEA53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182565 | PA      | $150470.31    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                                 | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4299800 | PA      | $4083130.37   | 0.18%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                                  | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    371000 | PA      | $384354.38    | 0.02%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335861 | PA      | $294940.22    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                      | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84114.77     | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3133KME92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99175 | PA      | $85374.50     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Freddie Mac Pool                                                                 | CUSIP: 3132D6EV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40029 | PA      | $40941.03     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                                  | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12416 | PA      | $12854.42     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                        | Costco Wholesale Corp                                                            | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    333000 | PA      | $330662.08    | 0.01%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                  | Hexcel Corp                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52473.07     | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-25

**Name of Applicant:** BNY Mellon ETF Trust

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer